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sklearn's multivariate imputer #147
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For imputation, you have to be able to make a pretty good guess about the value of the missing data. I'm not sure we can do that. Is our current approach a problem? |
I see–our current approach using pom is definitely working but I feel like sklearn's gmm method is more reliable in general so was wondering if there would be an easy way to handle missingness within sklearn. Sometimes pom struggles to fill all clusters so I have to use a |
Not sure I follow where pom's method would be different from sklearns—do you know? |
I think that the main difference is that pom allows you to specify the distribution of each component from this list (https://pomegranate.readthedocs.io/en/latest/Distributions.html) whereas sklearn's by default uses a multivariate Gaussian distribution. With pom we can also use a multivariate Gaussian but for some reason it struggles to fit when the number of clusters is bigger than 4 or 5. So I'm using a normal distribution that seems to work better. I don't know if that's what would make both different but it's the only difference I can come up with. I don't think that this is critical at this point. I will try to get some results from the CPTAC data set for next week to see how pom's method handles it. |
I agree that's probably the difference. What do you mean by it struggles to fit? |
I mean that some of the clusters are empty. I found an issue related to this on git a while ago and the developer recommended using fewer clusters when this happens. |
Huh... but this doesn't happen with sklearn, when using the presumably matching distribution? |
Nope, sklearn never returns empty clusters regardless of the number of clusters used. |
I just remembered, they also say this in pom's documentation: """ We usually set sklearn's |
Right... |
I'm pretty sure this is resolved. |
@aarmey we were close here! |
@aarmey What do you think of this approach to handle incomplete data?
https://scikit-learn.org/stable/modules/impute.html#multivariate-feature-imputation
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