is there away to output selected columns names from SelectFromModel method?
<p>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 to csv file while maintaining columns name as well. <strong>note that output is numpy array</strong> return important features whole columns not columns header </p>

<pre><code>import pandas as pd
from sklearn.ensemble import ExtraTreesClassifier
from sklearn.feature_selection import SelectFromModel
import numpy as np


df = pd.read_csv('los_10_one_encoder.csv')
y = df['LOS'] # target 
X= df.drop('LOS',axis=1) # drop LOS column 
clf = ExtraTreesClassifier()
clf = clf.fit(X, y)
print clf.feature_importances_

model = SelectFromModel(clf, prefit=True)
X_new = model.transform(X)
</code></pre>