XGBoost - Feature selection using XGBRegressor
Finally I have solved this issue by:
model.booster().get_score(importance_type='weight')
I am trying to perform features selection (for regression tasks) by XGBRegressor().
More precisely, I would like to know: 

If there is something like the method
feature_importances_, utilized with XGBClassifier, which I could use for regression.
If the XGBoost's method plot_importance() is reliable when it is used with XGBRegressor()