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deprecation warning - What does DeprecationWarning mean when running Python

I ran a Python program and got a DeprecationWarning, like:

D:programsanaconda2libsite-packagessklearnutilsdeprecation.py:70: DeprecationWarning: Function log_multivariate_normal_density is deprecated; The function log_multivariate_normal_density is deprecated in 0.18 and will be removed in 0.20. 
  warnings.warn(msg, category=DeprecationWarning) 

I can't confirm what is wrong about it. What is a DeprecationWarning?

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In general developers are developing libraries and in developing sometime add o change thing and sometime remove theme. removing is danger because user may used that and if a developer want to remove a thing first have to notify others to don't use this feature or things and after this he can remove. and DeprecationWarning is this notification.


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