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Used-Routine-4461 t1_iw7lr3v wrote

Reply to comment by WigglyHypersurface in [D] When was the last time you wrote a custom neural net? by cautioushedonist

Was this for one feature or multiple features and if so did it require chained runs/predictions/equations? I’m currently using a MICE solution but have been looking for something better and this sounds interesting, any relevant papers or material you’d recommend?

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WigglyHypersurface t1_iw7qykq wrote

Search for MIWAE and notMIWAE to find the papers on the technique.

If your data is small and tabular than you can't really beat bayes. If your data is too big for bayes but just tabular than random forest imputation is pretty good. Or if you have specific hypotheses you know you will test you can do mice with SMCFCS.

The real utility of the (M)IWAE I think is when you have non-tabular data with missings. This is my use case. I have to impute a mixture of audio, string, and tabular data.

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