[scikit-learn] Weighted feature sampling in Random Forest

[RAPHAEL RODRIGUES CAMPOS]

Hello Scikit community,

I want the Random Forest to be able to draw the candidate features for split using weighted sampling. Basically, I want to reproduce this paper's results https://pdfs.semanticscholar.org/9b2f/84d85e5b6979bf375a2d4b15f7526597fc70.pdf

I wonder whether I only need to change the function on the following line: https://github.com/scikit-learn/scikit-learn/blob/6919a22c8023f4c2f30849c7ce05de745b6d6c1a/sklearn/tree/_splitter.pyx#L1287, and permutate the weight of the features as well. Or it would be more complicated.

Could someone shed a light on this?

Thanks in advance.
 
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