Stratified Train/Test-split in scikit-learn

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[update for 0.17]

See the docs of sklearn.model_selection.train_test_split:

from sklearn.model_selection import train_test_split
X_train, X_test, y_train, y_test = train_test_split(X, y,
                                                    stratify=y, 
                                                    test_size=0.25)

[/update for 0.17]

There is a pull request here.
But you can simply do train, test = next(iter(StratifiedKFold(...)))
and use the train and test indices if you want.

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