title: How to fix this custom transformer in sklearn?
body: <p>I've written this simple custom transformer that fills na in specific columns with 0. When I fit_transform on my dataset, it does not fill nas in the specified columns. I've failed to see the problem in my code.</p>
  
  <pre><code>class CustomImputer(BaseEstimator, TransformerMixin): 
      def fit(self, X, y=None):
          return self
      def transform(self, X, y=None):
          for col in ('PavedDrive', 'GarageQual', 'GarageFinish', 'FireplaceQu', 'KitchenQual', 'CentralAir', 'HeatingQC', 'BsmtExposure', 'BsmtCond', 'BsmtQual', 'ExterCond', 'ExterQual', 'Street'):
              X[col].fillna(0)
          return X
  </code></pre>
  
  <p>I expected the returned dataframe to be one where the specified columns have filled nas with 0 however, I get a dataframe with the same null values.</p>