Bugfix/max depth (scikit-learn-contrib#83)

* Fixed KeyError if max_depth does not present in estimator parameters

* Typo fixed

* Update boruta_py.py

Co-authored-by: Daniel Homola <[email protected]>

Author: Mao771

boruta/boruta_py.py

@@ -13,6 +13,7 @@
 import scipy as sp
 from sklearn.utils import check_random_state, check_X_y
 from sklearn.base import TransformerMixin, BaseEstimator
+import warnings
 
 
 class BorutaPy(BaseEstimator, TransformerMixin):
@@ -401,7 +402,14 @@ def _transform(self, X, weak=False, return_df=False):
         return X
 
     def _get_tree_num(self, n_feat):
-        depth = self.estimator.get_params()['max_depth']
+        depth = None
+        try:
+            depth = self.estimator.get_params()['max_depth']
+        except KeyError:
+            warnings.warn(
+                "The estimator does not have a max_depth property, as a result "
+                " the number of trees to use cannot be estimated automatically."
+            )
         if depth == None:
             depth = 10
         # how many times a feature should be considered on average