Scikit-mice

Scikit-mice runs the MICE imputation algorithm. Based on the following paper.

Documentation:

The MiceImputer class is similar to the sklearn Imputer class.

MiceImputer has the same instantiation parameters as Imputer.

The MiceImputer.transform() function takes in three arguments.

Param	Type	Description
X	matrix	Numpy matrix or python matrix of data.
model_class	class	Scikit-learn model class.
iterations	int	Int for numbe of interations to run.

What is returned by MiceImputer is a tuple of imputed values as well as a matrix of model performance for each iteration and column.

(imputed_x, model_specs_matrix)

Example:

from sklearn.linear_model import LinearRegression
import skmice

imputer = MiceImputer()
X = [[1, 2], [np.nan, 3], [7, 6]]

X, specs = imputer.transform(X, LinearRegression, 10)

print specs

What is returned is a MICE imputed matrix running 10 iterations using a simple LinearRegression.