An Experimental Survey of Missing Data Imputation Algorithms
Xiaoye Miao, Yangyang Wu, Lu Chen, Yunjun Gao, Jianwei Yin
Abstract
Due to the ubiquity of missing data, data imputation has received extensive attention in the past decades. It is a well-recognized problem impacting almost all fields of scientific study. Existing imputation algorithms differ in problem settings, model selection, and data evaluation. There is a lack of systematic comparison study among imputation algorithms. In this paper, we survey this interesting and evolving research topic by broadly reviewing and experimentally comparing the state-of-the-art missing data imputation algorithms. We analyze and categorize 19 imputation algorithms. Extensive experiments over 15 real-world benchmark datasets are conducted under various settings of data types, missing mechanisms, missing rates, dataset/model parameters, as well as the post-imputation prediction task. We shed light on a series of constructive insights on imputation algorithms to tackle imputation problem in real-life scenarios. Moreover, we put forward promising future directions for data imputation problem.