Python Feature Engineering Cookbook - Second Edition

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Imputing Missing Data

Missing data, that is, the absence of values for certain observations, is an unavoidable problem in most data sources. Scikit-learn, the most commonly used Python library for machine learning, does not support missing values as input to machine learning models. Thus, we must remove observations with missing data or transform them into permitted values.

The act of replacing missing data with statistical estimates of missing values is called imputation. The goal of any imputation technique is to produce a complete dataset. There are multiple imputation methods that we can use, depending on whether the data is missing at random, the proportion of missing values, and the machine learning model we intend to use. In this chapter, ...