X=data[feature_set]
vif = pd.DataFrame()
vif['vif_factor'] = [variance_inflation_factor(X.values,i) for i in range(X.shape[1])]
vif['features'] = X.columns

vif.sort_values('vif_factor',axis=0,inplace=True, ascending=False)

features_to_remove = vif.loc[vif['vif_factor'] > 10,'features'].values
features_to_remove = list(features_to_remove)
print(features_to_remove)

vif_factor |  feature

21         |   age
9.7        |   income
7          |   gender ....and so on