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

For xgboost, if you use xgb.fit(),then you can use the following method to get feature importance.

import pandas as pd
xgb_model=xgb.fit(x,y)
xgb_fea_imp=pd.DataFrame(list(xgb_model.get_booster().get_fscore().items()),
columns=['feature','importance']).sort_values('importance', ascending=False)
print('',xgb_fea_imp)
xgb_fea_imp.to_csv('xgb_fea_imp.csv')

from xgboost import plot_importance
plot_importance(xgb_model, )