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

Get Feature Importance as a sorted data frame

import pandas as pd
import numpy as np
def get_xgb_imp(xgb, feat_names):
    imp_vals = xgb.booster().get_fscore()
    feats_imp = pd.DataFrame(imp_vals,index=np.arange(2)).T
    feats_imp.iloc[:,0]= feats_imp.index    
    feats_imp.columns=['feature','importance']
    feats_imp.sort_values('importance',inplace=True,ascending=False)
    feats_imp.reset_index(drop=True,inplace=True)
    return feats_imp

feature_importance_df = get_xgb_imp(xgb, feat_names)