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与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
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You want Series.str.get_dummies then use DataFrame.add_prefix to get your desired column names:

df['Feature'].str.get_dummies(sep=',').add_prefix('feature_')
   feature_option1  feature_option2  feature_option3  feature_option4
0                1                0                1                0
1                0                0                0                1
2                0                1                1                0

与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
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