BUG: Check if standard deviation is small before dividing by it

Sebastian Pölsterl · Sebastian Pölsterl · commit da1df33360fd · 2014-07-18T15:49:08.000-04:00
This avoids infinit and NaN feature importances
diff --git a/sklearn/ensemble/forest.py b/sklearn/ensemble/forest.py
@@ -401,6 +401,8 @@ def _set_oob_feature_importances(self, X, y):
         scores_sd = (scores_sd / self.n_estimators -
                      scores**2) / (self.n_estimators - 1)
         np.sqrt(scores_sd, scores_sd)
+        scores_sd = np.where(scores_sd < np.finfo(np.double).eps,
+                             np.finfo(np.double).eps, scores_sd, )
         scores /= scores_sd
         self.oob_feature_importances_ = scores / np.sum(scores)
 
@@ -678,6 +680,8 @@ def _set_oob_feature_importances(self, X, y):
         scores_sd = (scores_sd / self.n_estimators -
                      scores**2) / (self.n_estimators - 1)
         np.sqrt(scores_sd, scores_sd)
+        scores_sd = np.where(scores_sd < np.finfo(np.double).eps,
+                             np.finfo(np.double).eps, scores_sd)
         scores /= scores_sd
         self.oob_feature_importances_ = scores / np.sum(scores)
 
