Abstract: missForest imputes missing values particularly in the case of mixed-type data. It uses a random forest trained on the observed values of a data matrix to predict the missing values. It can be used to impute continuous and/or categorical data including complex interactions and non-linear relations. It yields an out-of-bag (OOB) imputation error estimate without the need of a test set or elaborate cross-validation and can be run in parallel to save computation time. missForest has been used to, among other things, impute variable star colors in an All-Sky Automated Survey (ASAS) dataset of variable stars with no NOMAD match.
Credit: Stekhoven, Daniel J.
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