When using BayesSearchCV from Skopt for Feature Selection, how can I extract the feature names of the optimal set of features? I only know how to get the number of features together with other hyperparameters but am unable to find how to get the names of these optimal features.
How do I extract the best features when using BayesSearchCV?
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According to the documentation you can access this by calling
https://scikit-optimize.github.io/stable/modules/generated/skopt.BayesSearchCV.html#skopt.BayesSearchCV