参考请求:树的特征重要性

Question

我试图理解如何为回归树(以及它们的集成对应体)计算特征重要性。我正在查看/sklearn/tree/_tree.pyx中compute_feature_importances函数的源代码，不能完全遵循逻辑-并且没有参考。

对不起，这可能是一个非常基本的问题，但我找不到一个好的文献参考，我希望有人可以为我指出正确的方向，或者快速解释代码，这样我就可以继续挖掘。

谢谢

Answer 1

参考文档而不是代码:

`feature_importances_` : array of shape = [n_features]
    The feature importances. The higher, the more important the
    feature. The importance of a feature is computed as the (normalized)
    total reduction of the criterion brought by that feature.  It is also
    known as the Gini importance [4]_.
.. [4] L. Breiman, and A. Cutler, "Random Forests",
       http://www.stat.berkeley.edu/~breiman/RandomForests/cc_home.htm