HyperImpute: Generalized Iterative Imputation with Automatic Model Selection. (arXiv:2206.07769v1 [stat.ML])

Web: http://arxiv.org/abs/2206.07769

Consider the problem of imputing missing values in a dataset. One the one
hand, conventional approaches using iterative imputation benefit from the
simplicity and customizability of learning conditional distributions directly,
but suffer from the practical requirement for appropriate model specification
of each and every variable. On the other hand, recent methods using deep
generative modeling benefit from the capacity and efficiency of learning with
neural network function approximators, but are often difficult to optimize and
rely on stronger data assumptions. …

arxiv imputation iterative ml model model selection