How to get feature importance in xgboost by 'information gain'?

Question

we can get feature importance by 'weight' :

model.feature_importances_

But this is not what i want. I want by importances by information gain.

we can get feature importance by 'gain' plot :

xgboost.plot_importance(model, importance_type='gain')

However, I don't know how to get feature importance data from above plot. Or

if there is function like model.feature_importances_ to give gain feature importance? Either of the two ways will work. Please let me know in comments if the question is not clear

Answer 1

You can get it from

model.booster().get_score(importance_type='gain')

http://xgboost.readthedocs.io/en/latest/python/python_api.html