Sklearn preprocessing - PolynomialFeatures - How to keep column names/headers of the output array / dataframe

Working example, all in one line (I assume "readability" is not the goal here):

target_feature_names = ['x'.join(['{}^{}'.format(pair[0],pair[1]) for pair in tuple if pair[1]!=0]) for tuple in [zip(input_df.columns,p) for p in poly.powers_]]
output_df = pd.DataFrame(output_nparray, columns = target_feature_names)

Update: as @OmerB pointed out, now you can use the get_feature_names method:

>> poly.get_feature_names(input_df.columns)
['1', 'a', 'b', 'c', 'a^2', 'a b', 'a c', 'b^2', 'b c', 'c^2']

scikit-learn 0.18 added a nifty get_feature_names() method!

>> input_df.columns
Index(['a', 'b', 'c'], dtype='object')

>> poly.fit_transform(input_df)
array([[ 1.,  1.,  2.,  3.,  1.,  2.,  3.,  4.,  6.,  9.],
       [ 1.,  1.,  2.,  3.,  1.,  2.,  3.,  4.,  6.,  9.],
       [ 1.,  1.,  2.,  3.,  1.,  2.,  3.,  4.,  6.,  9.]])

>> poly.get_feature_names(input_df.columns)
['1', 'a', 'b', 'c', 'a^2', 'a b', 'a c', 'b^2', 'b c', 'c^2']

Note you have to provide it with the columns names, since sklearn doesn't read it off from the DataFrame by itself.

This works:

def PolynomialFeatures_labeled(input_df,power):
    '''Basically this is a cover for the sklearn preprocessing function. 
    The problem with that function is if you give it a labeled dataframe, it ouputs an unlabeled dataframe with potentially
    a whole bunch of unlabeled columns. 

    Inputs:
    input_df = Your labeled pandas dataframe (list of x's not raised to any power) 
    power = what order polynomial you want variables up to. (use the same power as you want entered into pp.PolynomialFeatures(power) directly)

    Ouput:
    Output: This function relies on the powers_ matrix which is one of the preprocessing function's outputs to create logical labels and 
    outputs a labeled pandas dataframe   
    '''
    poly = pp.PolynomialFeatures(power)
    output_nparray = poly.fit_transform(input_df)
    powers_nparray = poly.powers_

    input_feature_names = list(input_df.columns)
    target_feature_names = ["Constant Term"]
    for feature_distillation in powers_nparray[1:]:
        intermediary_label = ""
        final_label = ""
        for i in range(len(input_feature_names)):
            if feature_distillation[i] == 0:
                continue
            else:
                variable = input_feature_names[i]
                power = feature_distillation[i]
                intermediary_label = "%s^%d" % (variable,power)
                if final_label == "":         #If the final label isn't yet specified
                    final_label = intermediary_label
                else:
                    final_label = final_label + " x " + intermediary_label
        target_feature_names.append(final_label)
    output_df = pd.DataFrame(output_nparray, columns = target_feature_names)
    return output_df

output_df = PolynomialFeatures_labeled(input_df,2)
output_df

    Constant Term   a^1 b^1 c^1 a^2 a^1 x b^1   a^1 x c^1   b^2 b^1 x c^1   c^2
0               1   1   2   3   1           2           3   4           6   9
1               1   1   2   3   1           2           3   4           6   9
2               1   1   2   3   1           2           3   4           6   9