Updates SelectFromModel docstring to detail supported estimators (#9238)

jrbourbeau · jnothman · commit c5c51c6c40b4 · 2017-06-28T13:39:27.000+10:00
* Updates SelectFromModel docstring

* Updates docstring
diff --git a/sklearn/feature_selection/from_model.py b/sklearn/feature_selection/from_model.py
@@ -87,7 +87,8 @@ class SelectFromModel(BaseEstimator, SelectorMixin, MetaEstimatorMixin):
     estimator : object
         The base estimator from which the transformer is built.
         This can be both a fitted (if ``prefit`` is set to True)
-        or a non-fitted estimator.
+        or a non-fitted estimator. The estimator must have either a
+        ``feature_importances_`` or ``coef_`` attribute after fitting.
 
     threshold : string, float, optional default None
         The threshold value to use for feature selection. Features whose
