Retain feature names after Scikit Feature Selection

Question

After running a Variance Threshold from Scikit-Learn on a set of data, it removes a couple of features. I feel I\'m doing something simple yet stupid, but I\'d like to retain th

Answer 1

I came here looking for a way to get transform() or fit_transform() to return a data frame, but I suspect it's not supported.

However, you can subset the data a bit more cleanly like this:

data_transformed = data.loc[:, selector.get_support()]