Fix #3730: scikit-learn 0.20 compatibility fix (#3731)

* Fix #3730: scikit-learn 0.20 compatibility fix

sklearn.cross_validation has been removed from scikit-learn 0.20,
so replace it with sklearn.model_selection

* Display test names for Python tests for clarity

tests/ci_build/test_gpu.sh

@@ -4,6 +4,6 @@ set -e
 cd python-package
 python setup.py install --user
 cd ..
-python -m nose --attr='!slow' tests/python-gpu/
+python -m nose -v --attr='!slow' tests/python-gpu/
 ./testxgboost