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Summary of Imputation For Prediction: Beware Of Diminishing Returns, by Marine Le Morvan (soda) et al.


Imputation for prediction: beware of diminishing returns

by Marine Le Morvan, Gaël Varoquaux

First submitted to arxiv on: 29 Jul 2024

Categories

  • Main: Artificial Intelligence (cs.AI)
  • Secondary: Machine Learning (cs.LG); Machine Learning (stat.ML)

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Summary difficulty Written by Summary
High Paper authors High Difficulty Summary
Read the original abstract here
Medium GrooveSquid.com (original content) Medium Difficulty Summary
This study investigates the relationship between imputation and predictive accuracy in machine learning models. The authors aim to determine whether advanced imputation methods yield significantly better predictions than simple constant imputation. They analyze 19 datasets, combining different imputation and predictive models, and find that imputation accuracy is less important when using expressive models or incorporating missingness indicators as inputs. However, it matters more for generated linear outcomes than real-data outcomes. Interestingly, the study shows that including a missingness indicator improves prediction performance even in cases where data is Missing Completely At Random (MCAR). Overall, the authors conclude that investing in better imputations may not significantly improve prediction performance on real-data with powerful models.
Low GrooveSquid.com (original content) Low Difficulty Summary
This research looks at how filling in missing values affects the accuracy of predictions made by machine learning models. The study wants to know if using more advanced methods for filling in missing values leads to better predictions. They tested different combinations of imputation and predictive models on 19 datasets and found that using simpler methods can be just as good as more complex ones, especially when using strong prediction models. However, they also found that including information about which values are missing can actually make the predictions more accurate. Overall, this study suggests that trying to fill in missing values better may not necessarily lead to much improvement in real-world predictions.

Keywords

» Artificial intelligence  » Machine learning