title: Names features importance plot after preprocessing
body: <p>Before building a model I make scaling like this</p>
  
  <pre><code>X = StandardScaler(with_mean = 0, with_std = 1).fit_transform(X)
  </code></pre>
  
  <p>and after build a features importance plot </p>
  
  <pre><code>xgb.plot_importance(bst, color='red')
  plt.title('importance', fontsize = 20)
  plt.yticks(fontsize = 10)
  plt.ylabel('features', fontsize = 20)
  </code></pre>
  
  <p><a href="https://i.stack.imgur.com/8ighl.png" rel="noreferrer"><img src="https://i.stack.imgur.com/8ighl.png" alt="enter image description here"></a></p>
  
  <p>The problem is that instead of feature's names we get f0, f1, f2, f3 etc.....
  How to return feature's names?</p>
  
  <p>thanks</p>