Imputing missing values with unsupervised random trees

David Cortes

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arXiv · 1911.06646

Imputing missing values with unsupervised random trees

David Cortes

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Abstract

This work proposes a non-iterative strategy for missing value imputations which is guided by similarity between observations, but instead of explicitly determining distances or nearest neighbors, it assigns observations to overlapping buckets through recursive semi-random hyperplane cuts, in which weighted averages are determined as imputations for each variable. The quality of these imputations is oftentimes not as good as that of chained equations, but the proposed technique is much faster, non-iterative, can make imputations on new data without re-calculating anything, and scales easily to large and high-dimensional datasets, providing a significant boost over simple mean/median imputation in regression and classification metrics with imputed values when other methods are not feasible.

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David Cortes. 2019-11-15. Imputing missing values with unsupervised random trees. https://arxiv.org/abs/1911.06646

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