scikit-learn决策树算法中特征重要性的计算

其中，N是样本的总数，N_t是当前节点的样本数目，N_t_L是结点左孩子的样本数目，N_t_R是结点右孩子的样本数目。impurity直译为不纯度（基尼指数或信息熵），这里的实现的是基尼指数。
举个例子，下面的决策树

from StringIO import StringIO

from sklearn.datasets import load_iris
from sklearn.tree import DecisionTreeClassifier
from sklearn.tree.export import export_graphviz
from sklearn.feature_selection import mutual_info_classif

X = [[1,0,0], [0,0,0], [0,0,1], [0,1,0]]

y = [1,0,1,1]

clf = DecisionTreeClassifier()
clf.fit(X, y)

feat_importance = clf.tree_.compute_feature_importances(normalize=False)
print("feat importance = " + str(feat_importance))

out = StringIO()
out = export_graphviz(clf, out_file='test/tree.dot')

该决策树的图示如下：