Prediction with missing data via Bayesian additive regression trees
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Publication:5256379
DOI10.1002/CJS.11248zbMATH Open1328.62243arXiv1306.0618OpenAlexW2962723792MaRDI QIDQ5256379FDOQ5256379
Authors: Adam Kapelner, Justin Bleich 
Publication date: 22 June 2015
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Abstract: We present a method for incorporating missing data in non-parametric statistical learning without the need for imputation. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with "Missingness Incorporated in Attributes," an approach recently proposed incorporating missingness into decision trees (Twala, 2008). This procedure takes advantage of the partitioning mechanisms found in tree-based models. Simulations on generated models and real data indicate that our proposed method can forecast well on complicated missing-at-random and not-missing-at-random models as well as models where missingness itself influences the response. Our procedure has higher predictive performance and is more stable than competitors in many cases. We also illustrate BART's abilities to incorporate missingness into uncertainty intervals and to detect the influence of missingness on the model fit.
Full work available at URL: https://arxiv.org/abs/1306.0618
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