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The `sklearn.cross_validation` module has been deprecated since version 0.18 and has been replaced by `sklearn.model_selection`. You should use `sklearn.model_selection` instead.

To install `scikit-learn` (also known as `sklearn`), you can use pip:

pip install -U scikit-learn

Once `scikit-learn` is installed, you can import `model_selection` instead of `cross_validation`:

from sklearn.model_selection import train_test_split

This will split your data into training and testing sets.