title: how to keep column's names after one hot encoding sklearn?
body: <p>I am working on the titanic kaggle competition, to deal with categorical data I’ve splited the data into 2 sets: one for numerical variables and the other for categorical variables.
  After working with sklearn one hot encoding on the set with categorical variables I tried the regroup the two datasets but since the categorical set is an ndarray and the other one is a dataframe I used:</p>
  
  <pre><code>np.hstack((X_train_num, X_train_cat))
  </code></pre>
  
  <p>which works perfectly but I no longer have the names of my variables.</p>
  
  <p>Is there another way to do this while maintaining the names of the variables without using pd.get_dummies()?</p>
  
  <p>Thanks</p>