title: How to know which column returned when I use RFE of skLearn
body: <p>I'm trying to do something with feature engineer. So, I try to use the method RFE of Sklearn to do with it. But after I got the dataset who returned by RFE, I have no idea, which features is choosed, and which featured are deleted. So, is there any solution can make me know that?</p>
  
  <pre><code>v = trainDF.loc[:,['A','B','C','D']].as_matrix()
  t = trainDF.loc[:,['y']].values.ravel()
  RFE(estimator=LogisticRegression(), n_features_to_select=3).fit_transform(v,t)
  </code></pre>
  
  <p>=></p>
  
  <pre><code>array([[2, 0, 0],
         [4, 0, 0],
         [1, 0, 0],
         ..., 
         [2, 0, 0],
         [1, 0, 0],
         [3, 0, 0]])
  </code></pre>