The module file used to split data is train_test_split() from the sklearn.model_selection module. This function is used to split a dataset into subsets for training and testing machine learning models. It randomly divides the data into two parts, one for training and the other for testing, to evaluate the performance of the model. The function takes several parameters, including the data to be split, the size of the test set, the random state, and whether or not to shuffle the data before splitting. The output of the function is a list containing the training and testing subsets of the data.