I'm running a machine learning model that requires multiple transformations. I applied polynomial transformations, interactions, and also a feature selection using SelectKBest:
transformer = ColumnTransformer(
transformers=[("cat", ce.cat_boost.CatBoostEncoder(y_train), cat_features),]
)
X_train_transformed = transformer.fit_transform(X_train, y_train)
X_test_transformed = transformer.transform(X_test)
poly = PolynomialFeatures(2)
X_train_polynomial = poly.fit_transform(X_train_transformed)
X_test_polynomial = poly.transform(X_test_transformed)
interaction = PolynomialFeatures(2, interaction_only=True)
X_train_interaction = interaction.fit_transform(X_train_polynomial)
X_test_interaction = interaction.transform(X_test_polynomial)
feature_selection = SelectKBest(chi2, k=55)
train_features = feature_selection.fit_transform(X_train_interaction, y_train)
test_features = feature_selection.transform(X_test_interaction)
model = lgb.LGBMClassifier()
model.fit(train_features, y_train)
However, I want to get the feature names and I have no idea on how to get them.
