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: 
`cross-validate` is new in version 0.19.0 ([change log](http://scikit-learn.org/stable/whats_new.html#version-0-19)):

> 
> Cross validation is now able to return the results from multiple
>  metric evaluations. The new model\_selection.cross\_validate can return
>  many scores on the test data as well as training set performance and
>  timings, and we have extended the scoring and refit parameters for
>  grid/randomized search to handle multiple metrics.
> 
> 
> 

In order to use it update your scikit-learn installation with either `conda upgrade scikit-learn` if you are using conda, or `pip install --upgrade scikit-learn`. If updating is not possible, you can still use [`cross_val_score`](http://scikit-learn.org/0.18/modules/generated/sklearn.model_selection.cross_val_score.html#sklearn.model_selection.cross_val_score) instead.
from sklearn.model\_selection import cross\_validate