sklearn warning message whenever I run tensorflow on terminal
It is not an error message, it is simply a warning that a module cross_validation has been transmitted from sklearn.cross_validation to sklearn.model_selection.. It is not a problem at all.
If you are still eager to fix it, then you should find out what snippet of code tries to import sklearn.cross_validation and alter it to sklearn.model_selection.

If you check both sklearn.cross_validation and sklearn.model_selection, you will see that they contain the same methods. Again, it is not an error.
Every time I run a tensorflow file on terminal, this warning pops up before the file runs. I have checked my version of sklearn and it is 0.18.1. How do you make this message to not appear? Thank you.
anaconda2/envs/tensorflow/lib/python2.7/site-packages/sklearn/cross_validation.py:44: DeprecationWarning: This module was deprecated in version 0.18 in favor of the model_selection module into which all the refactored classes and functions are moved. Also note that the interface of the new CV iterators are different from that of this module. This module will be removed in 0.20.
  "This module will be removed in 0.20.", DeprecationWarning)