The problem is that you do not do any type conversion of the numpy array. You calculate a float32 variable and put it as an entry into a float64 numpy array. numpy then converts it properly back to float64

Try someting like this:

a = np.zeros(4,dtype="float64") 
print a.dtype
print type(a[0])
a = np.float32(a)
print a.dtype
print type(a[0])

The output (tested with python 2.7)

float64
<type 'numpy.float64'>
float32
<type 'numpy.float32'>

a is in your case the array tree.tree_.threshold

Generally your idea of trying to apply astype to each column is fine.

In [590]: X[:,0].astype(int)
Out[590]: array([1, 2, 3, 4, 5])

But you have to collect the results in a separate list. You can't just put them back in X. That list can then be concatenated.

In [601]: numlist=[]; obj_ind=[]

In [602]: for ind in range(X.shape[1]):
   .....:     try:
   .....:         x = X[:,ind].astype(np.float32)
   .....:         numlist.append(x)
   .....:     except:
   .....:         obj_ind.append(ind)

In [603]: numlist
Out[603]: [array([ 3.,  4.,  5.,  6.,  7.], dtype=float32)]

In [604]: np.column_stack(numlist)
Out[604]: 
array([[ 3.],
       [ 4.],
       [ 5.],
       [ 6.],
       [ 7.]], dtype=float32)

In [606]: obj_ind
Out[606]: [1]

X is a numpy array with dtype object:

In [582]: X
Out[582]: 
array([[1, 'A'],
       [2, 'A'],
       [3, 'C'],
       [4, 'D'],
       [5, 'B']], dtype=object)

You could use the same conversion logic to create a structured array with a mix of int and object fields.

In [616]: ytype=[]

In [617]: for ind in range(X.shape[1]):
    try:                        
        x = X[:,ind].astype(np.float32)
        ytype.append('i4')
    except:
        ytype.append('O')       

In [618]: ytype
Out[618]: ['i4', 'O']

In [620]: Y=np.zeros(X.shape[0],dtype=','.join(ytype))

In [621]: for i in range(X.shape[1]):
    Y[Y.dtype.names[i]] = X[:,i]

In [622]: Y
Out[622]: 
array([(3, 'A'), (4, 'A'), (5, 'C'), (6, 'D'), (7, 'B')], 
      dtype=[('f0', '<i4'), ('f1', 'O')])

Y['f0'] gives the the numeric field.

Update: This function only avoids copy if it can, hence this is not the correct answer for this question. unutbu's answer is the right one.

a = a.astype(numpy.float32, copy=False)

numpy astype has a copy flag. Why shouldn't we use it ?

The problem is not that you're failing to set a float64 dtype. The error message says:

Input contains NaN, infinity or a value too large for dtype('float32').

So try checking for those conditions first:

assert not np.any(np.isnan(x_arr))
assert np.all(np.isfinite(x_arr))
assert np.all(x_arr <= finfo('float32').max)
assert np.all(x_arr >= finfo('float32').min)

Use val.item() to convert most NumPy values to a native Python type:

import numpy as np

# for example, numpy.float32 -> python float
val = np.float32(0)
pyval = val.item()
print(type(pyval))         # <class 'float'>

# and similar...
type(np.float64(0).item()) # <class 'float'>
type(np.uint32(0).item())  # <class 'int'>
type(np.int16(0).item())   # <class 'int'>
type(np.cfloat(0).item())  # <class 'complex'>
type(np.datetime64(0, 'D').item())  # <class 'datetime.date'>
type(np.datetime64('2001-01-01 00:00:00').item())  # <class 'datetime.datetime'>
type(np.timedelta64(0, 'D').item()) # <class 'datetime.timedelta'>
...

(A related method np.asscalar(val) was deprecated with 1.16, and removed with 1.23).

For the curious, to build a table of conversions of NumPy array scalars for your system:

for name in dir(np):
    obj = getattr(np, name)
    if hasattr(obj, 'dtype'):
        try:
            if 'time' in name:
                npn = obj(0, 'D')
            else:
                npn = obj(0)
            nat = npn.item()
            print('{0} ({1!r}) -> {2}'.format(name, npn.dtype.char, type(nat)))
        except:
            pass

There are a few NumPy types that have no native Python equivalent on some systems, including: clongdouble, clongfloat, complex192, complex256, float128, longcomplex, longdouble and longfloat. These need to be converted to their nearest NumPy equivalent before using .item().