Random features models: a way to study the success of naive imputation

Constant (naive) imputation is still widely used in practice as this is a first easy-to-use technique to deal with missing data. Yet, this simple method could be expected to induce a large bias for prediction purposes, as the imputed input may strongly differ from the true underlying data. However, recent works suggest that this bias is low in the context of high-dimensional linear predictors when data is supposed to be missing completely at random (MCAR). This paper completes the picture …

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