>>>>>> from sklearn.ensemble import ExtraTreesClassifier 
>>> from sklearn.datasets import load_iris 
>>> from sklearn.feature_selection import SelectFromModel 
>>> iris = load_iris()
 >>> X, y = iris.data, iris.target
 >>> X.shape (150, 4)
 >>> clf = ExtraTreesClassifier() 
>>> clf = clf.fit(X, y) 
>>> clf.feature_importances_ array([ 0.04...,  0.05...,  0.4...,  0.4...]) 
>>> model = SelectFromModel(clf, prefit=True)
 >>> X_new = model.transform(X) >>> X_new.shape (150, 2)