title: How to show original feature names in the feature importance plot?
body: <p>I created XGBoost model as follows:</p>
  
  <pre><code>y = XY.DELAY_MIN
  X = standardized_df
  
  train_X, test_X, train_y, test_y = train_test_split(X.as_matrix(), y.as_matrix(), test_size=0.25)
  
  my_imputer = preprocessing.Imputer()
  train_X = my_imputer.fit_transform(train_X)
  test_X = my_imputer.transform(test_X)
  
  xgb_model = XGBRegressor()
  
  # Add silent=True to avoid printing out updates with each cycle
  xgb_model = XGBRegressor(n_estimators=1000, learning_rate=0.05)
  xgb_model.fit(train_X, train_y, early_stopping_rounds=5, 
               eval_set=[(test_X, test_y)], verbose=False)
  </code></pre>
  
  <p>When I create the feature importance plot, the feature names are shown as "f1", "f2", etc. How can I show original feature names?</p>
  
  <pre><code>fig, ax = plt.subplots(figsize=(12,18))
  xgb.plot_importance(xgb_model, max_num_features=30, height=0.8, ax=ax)
  plt.show()
  </code></pre>