GradientFeatureSelector Error

[AbdelrahmanHamdy1996]

The following code block gives me error

import bz2
import urllib.request
import numpy as np

from sklearn.datasets import load_svmlight_file
from sklearn.model_selection import train_test_split
from sklearn.pipeline import make_pipeline
from sklearn.linear_model import LogisticRegression

from sklearn.ensemble import ExtraTreesClassifier
from sklearn.feature_selection import SelectFromModel

from nni.algorithms.feature_engineering.gradient_selector import FeatureGradientSelector


def test():
    url_zip_train = 'https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/rcv1_train.binary.bz2'
    urllib.request.urlretrieve(url_zip_train, filename='train.bz2')

    f_svm = open('train.svm', 'wt')
    with bz2.open('train.bz2', 'rb') as f_zip:
        data = f_zip.read()
        f_svm.write(data.decode('utf-8'))
    f_svm.close()

    X, y = load_svmlight_file('train.svm')
    X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.33, random_state=42)

    pipeline = make_pipeline(FeatureGradientSelector(
        n_epochs=1, n_features=10), LogisticRegression())
    # pipeline = make_pipeline(SelectFromModel(ExtraTreesClassifier(n_estimators=50)), LogisticRegression())

    pipeline.fit(X_train, y_train)

    print("Pipeline Score: ", pipeline.score(X_train, y_train))


if __name__ == "__main__":
    test()