what dose 'DeprecationWarning' mean? : I run a python program and get the warning as below:

D:\programs\anaconda2\lib\site-packages\sklearn\utils\deprecation.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? shall I get some advice for it?