Optimized Linear Imputation

Yehezkel S. Resheff, Daphna Weinshal

2017

Abstract

Often in real-world datasets, especially in high dimensional data, some feature values are missing. Since most data analysis and statistical methods do not handle gracefully missing values, the first step in the analysis requires the imputation of missing values. Indeed, there has been a long standing interest in methods for the imputation of missing values as a pre-processing step. One recent and effective approach, the IRMI stepwise regression imputation method, uses a linear regression model for each real-valued feature on the basis of all other features in the dataset. However, the proposed iterative formulation lacks convergence guarantee. Here we propose a closely related method, stated as a single optimization problem and a block coordinate-descent solution which is guaranteed to converge to a local minimum. Experiments show results on both synthetic and benchmark datasets, which are comparable to the results of the IRMI method whenever it converges. However, while in the set of experiments described here IRMI often diverges, the performance of our methods is shown to be markedly superior in comparison with other methods.

Paper Citation

in Harvard Style

S. Resheff Y. and Weinshal D. (2017). Optimized Linear Imputation . In Proceedings of the 6th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM, ISBN 978-989-758-222-6, pages 17-25. DOI: 10.5220/0006092900170025

in Bibtex Style

@conference{icpram17,
author={Yehezkel S. Resheff and Daphna Weinshal},
title={Optimized Linear Imputation},
booktitle={Proceedings of the 6th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,},
year={2017},
pages={17-25},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0006092900170025},
isbn={978-989-758-222-6},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 6th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,
TI - Optimized Linear Imputation
SN - 978-989-758-222-6
AU - S. Resheff Y.
AU - Weinshal D.
PY - 2017
SP - 17
EP - 25
DO - 10.5220/0006092900170025