is there away to output selected columns names from SelectFromModel method?

Question

i performed feature selection using ExtraTreesClassifier and SelectFromModel in data set that loaded as DataFrame, however i want to save these selected feature as DataFrame

Answer 1

model = SelectFromModel(clf, prefit=True)
feature_idx = model.get_support()
feature_name = df.columns[feature_idx]

Answer 2

Use the method DataFrame.to_csv() to save your dataframe as a csv file.

Do the following :

X_new.to_csv("your/path", sep=';')

Here is a link to the documentation of the method.