Regression with Missing Data, a Comparison Study of TechniquesBased on Random Forests

• URL: http://arxiv.org/abs/2110.09333v1
• Date: Mon, 18 Oct 2021 14:02:15 GMT
• Title: Regression with Missing Data, a Comparison Study of TechniquesBased on Random Forests
• Authors: Irving G\'omez-M\'endez and Emilien Joly
• Abstract summary: In this paper we present the practical benefits of a new random forest algorithm to deal with missing values in the sample. A variety of missing value mechanisms (such as MCAR,MAR, MNAR) are considered and simulated. We study the quadratic errors and the bias ofour algorithm and compare it to the most popular missing values random forests algorithms in the literature.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: In this paper we present the practical benefits of a new random forest algorithm to deal withmissing values in the sample. The purpose of this work is to compare the different solutionsto deal with missing values with random forests and describe our new algorithm performanceas well as its algorithmic complexity. A variety of missing value mechanisms (such as MCAR,MAR, MNAR) are considered and simulated. We study the quadratic errors and the bias ofour algorithm and compare it to the most popular missing values random forests algorithms inthe literature. In particular, we compare those techniques for both a regression and predictionpurpose. This work follows a first paper Gomez-Mendez and Joly (2020) on the consistency ofthis new algorithm.

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