title: Feature importance in sklearn using adaboost
body: <p>I am sing python library sklearn. I am using adaboost classifier and want to identify which features are most important in classification. Following is my code:</p>
  
  <pre><code>ada =    AdaBoostClassifier(n_estimators=100)
  selector = RFECV(ada, step=1, cv=5) 
  selector = selector.fit(np.asarray(total_data), np.asarray(target))
  selector.support_
  print "featue ranking", selector.ranking_
  </code></pre>
  
  <p>I am getting following error:</p>
  
  <pre><code> selector = selector.fit(np.asarray(total_data), np.asarray(target))
    File "C:\Python27\lib\site-packages\sklearn\feature_selection\rfe.py", line 336, in fit
      ranking_ = rfe.fit(X_train, y_train).ranking_
    File "C:\Python27\lib\site-packages\sklearn\feature_selection\rfe.py", line 148, in fit
      if estimator.coef_.ndim &gt; 1:
  AttributeError: 'AdaBoostClassifier' object has no attribute 'coef_'
  </code></pre>
  
  <p>Does anyone have any idea about it, and how to correct it.</p>
  
  <p>Thanks!!</p>