Regression with missing data, a comparison study of techniques based on random forests

DOI10.1080/00949655.2022.2163646MaRDI QIDQ6050720zbMATH OpenOpenAlexFDO

Authors Emilien Joly

Publication date 19 September 2023

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.09333

zbMATH Keywords

missing valuesnon-parametric regressionprediction with missing valuesrandom forests

Mathematics Subject Classification ID

Statistics (62-XX)

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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Cited in

(2)

• Cautious classification with data missing not at random using generative random forests
• Random forest missing data algorithms

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