title: get feature names of SelectKBest function python
body: <p>I implemented SelectKBest from sklearn and I want to get the names of the K best col, not just the values of each col.</p>
  
  <p>what do I need to do?</p>
  
  <p>my code:</p>
  
  <pre><code>X_new = SelectKBest(chi2, k=2).fit_transform(X, y)
  
  X_new.shape
  </code></pre>
  
  <p>X_new is a numpy.ndarray and it has k col but without the col names.</p>