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Authors: Yehezkel S. Resheff and Daphna Weinshal

Affiliation: The Hebrew University, Israel

Keyword(s): Imputation.

Related Ontology Subjects/Areas/Topics: Missing Data ; Pattern Recognition ; Theory and Methods

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. (More)

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Paper citation in several formats:
S. Resheff, Y. and Weinshal, D. (2017). Optimized Linear Imputation. In Proceedings of the 6th International Conference on Pattern Recognition Applications and Methods - ICPRAM; ISBN 978-989-758-222-6; ISSN 2184-4313, SciTePress, pages 17-25. DOI: 10.5220/0006092900170025

@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 - ICPRAM},
year={2017},
pages={17-25},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0006092900170025},
isbn={978-989-758-222-6},
issn={2184-4313},
}

TY - CONF

JO - Proceedings of the 6th International Conference on Pattern Recognition Applications and Methods - ICPRAM
TI - Optimized Linear Imputation
SN - 978-989-758-222-6
IS - 2184-4313
AU - S. Resheff, Y.
AU - Weinshal, D.
PY - 2017
SP - 17
EP - 25
DO - 10.5220/0006092900170025
PB - SciTePress