Feature Importance with XGBClassifier

Question

Hopefully I\'m reading this wrong but in the XGBoost library documentation, there is note of extracting the feature importance attributes using feature_importances_

Answer 1

I found out the answer. It appears that version 0.4a30 does not have feature_importance_ attribute. Therefore if you install the xgboost package using pip install xgboost you will be unable to conduct feature extraction from the XGBClassifier object, you can refer to @David's answer if you want a workaround.

However, what I did is build it from the source by cloning the repo and running . ./build.sh which will install version 0.4 where the feature_importance_ attribute works.

Hope this helps others!