Imputation of missing values in multi-view data

Information Fusion, vol. 111, pp. 102524

Abstract

Data for which a set of objects is described by multiple distinct feature sets (called views) is known as multi-view data. When missing values occur in multi-view data, all features in a view are likely to be missing simultaneously. This may lead to very large quantities of missing data which, especially when combined with high-dimensionality, can make the application of conditional imputation methods computationally infeasible. However, the multi-view structure could be leveraged to reduce the complexity and computational load of imputation. We introduce a new imputation method based on the existing stacked penalized logistic regression (StaPLR) algorithm for multi-view learning. It performs imputation in a dimension-reduced space to address computational challenges inherent to the multi-view context. We compare the performance of the new imputation method with several existing imputation algorithms in simulated data sets and a real data application. The results show that the new imputation method leads to competitive results at a much lower computational cost, and makes the use of advanced imputation algorithms such as missForest and predictive mean matching possible in settings where they would otherwise be computationally infeasible.

Authors 6

1. Wouter van Loon corresponding Aachen Department of Methodology and Statistics

   Leiden University

   Affiliation as printed

   Department of Methodology and Statistics, Leiden University, Wassenaarseweg 52, 2333 AK Leiden, Netherlands

2. Marjolein Fokkema Aachen Department of Methodology and Statistics

   Leiden University

   Affiliation as printed

   Department of Methodology and Statistics, Leiden University, Wassenaarseweg 52, 2333 AK Leiden, Netherlands

3. Frank de Vos Aachen Department of Methodology and Statistics Leiden Institute for Brain and Cognition

   Leiden University

   Affiliation as printed

   Department of Methodology and Statistics, Leiden University, Wassenaarseweg 52, 2333 AK Leiden, Netherlands

   Leiden Institute for Brain and Cognition, Netherlands

4. Marisa Koini

   Medical University of Graz

   Affiliation as printed

   Division of Neurogeriatrics, Department of Neurology, Medical University of Graz, Austria

5. Reinhold Ernst Schmidt

   Medical University of Graz

   Affiliation as printed

   Division of Neurogeriatrics, Department of Neurology, Medical University of Graz, Austria

6. Mark de Rooij Aachen Department of Methodology and Statistics Leiden Institute for Brain and Cognition

   Leiden University

   Affiliation as printed

   Department of Methodology and Statistics, Leiden University, Wassenaarseweg 52, 2333 AK Leiden, Netherlands

   Leiden Institute for Brain and Cognition, Netherlands