I have a pandas data frame which has some rows and columns. Each column has a header. Now as long as I keep doing data manipulation operations in pandas, my variable headers
The above answers still do not resolve the main question. There are two implicit assumptions here
There is a "get_support()" method in at least some of the fit and transform functions that save the information on which columns(features) are retained and in what order.
You can check the basics of the function and how to use it here ... Find get_support() function description here
This would be the most preferred and official way to get the information needed here.