Question: I'm trying to do:

```
from sklearn.model_selection import cross_validate

```

as mentioned [here](http://scikit-learn.org/stable/modules/cross_validation.html#the-cross-validate-function-and-multiple-metric-evaluation).
But get the error:

```
ImportError: cannot import name 'cross_validate'

```

Everything else in Sklearn seems to work fine, it's just this bit. Error even occurs when I run this one line and nothing else.

Answer: 
On the latest stable version, 0.20.0, it is located underneath `model_selection`.

```
from sklearn.model_selection import train_test_split

```

Refer [Documentation](https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.train_test_split)
from sklearn.model\_selection import cross\_validate