from sklearn.grid_search import GridSearchCV
pip install sklearn
python3 -m pip install scikit-learn
检查Scikit-Learn的版本
conda list scikit-learn
如果高于等于0.20说明是grid_search模块已被弃用。将from sklearn.grid_search import GridSearchCV改为from sklearn.model_selection import GridSearchCV
from sklearn.model_selection import GridSearchCV