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I am currently working with extra-trees in the sklearn package but was wondering how the feature importance (function) is calculating the importances of the features. Is it also calculated by the mean decrease Gini or is there another way? Could not find anything in the source code on GitHub.

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  • $\begingroup$ This sounds like it is just a question about the sklearn function. If so, it would be off topic here; you should read the documentation or contact the tech support somehow. If you have a machine learning question about the measurement of importance in extra trees, please edit to clarify. $\endgroup$ – gung Aug 18 '17 at 14:51
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Extra tree classifier in sklearn used Gini Importance for calculating the feature importance. You can check the following link: http://scikit-learn.org/stable/modules/generated/sklearn.tree.ExtraTreeClassifier.html

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