How are feature_importances in RandomForestClassifier determined?
I have a classification task with a time-series as the data input, where each attribute (n=23) represents a specific point in time. Besides the absolute classification result I would like to find out, which attributes/dates contribute to the result to what extent. Therefore I am just using the feature_importances_ , which works well for me. However, I would like to know how they are getting calculated and which measure/algorithm is used. Unfortunately I could not find any documentation on this topic. There are indeed several ways to get feature "importances". As often, there is no strict