LGBM for importance type 'gain'

Kickstarter_LGBM_gain.py

class LGBMClassifier_GainFE(lgb.LGBMClassifier):
    @property
    def feature_importances_(self):
        if self._n_features is None:
            raise LGBMNotFittedError('No feature_importances found. Need to call fit beforehand.')
        return self.booster_.feature_importance(importance_type='gain')