title: XGBoost: xgb.importance feature map
body: <p>I am getting the below error when I am trying to use the following code.</p>
  
  <p>******Code******</p>
  
  <pre><code>    importance = bst.get_fscore(fmap='xgb.fmap')
      importance = sorted(importance.items(), key=operator.itemgetter(1))
  </code></pre>
  
  <p>******Error******</p>
  
  <pre><code>  File "scripts/xgboost_bnp.py", line 225, in &lt;module&gt;
    importance = bst.get_fscore(fmap='xgb.fmap')
    File "/usr/lib/python2.7/site-packages/xgboost/core.py", line 754, in get_fscore
      trees = self.get_dump(fmap)
    File "/usr/lib/python2.7/site-packages/xgboost/core.py", line 740, in get_dump
     ctypes.byref(sarr)))
    File "/usr/lib/python2.7/site-packages/xgboost/core.py", line 92, in _check_call
  raise XGBoostError(_LIB.XGBGetLastError())
  xgboost.core.XGBoostError: can not open file "xgb.fmap"
  </code></pre>