Bootstrapping and Multiple Imputation Ensemble Approaches for Missing Data

Correspondence *Corresponding author Email: [email protected] Presence of missing values in a dataset can adversely affect the performance of a classifier; it deteriorates rapidly as missingness increases. Single and Multiple Imputation (MI) are normally performed to fill in the missing values. In this paper, we present several variants of combining MI and bootstrapping to create ensemble that can model uncertainty and diversity in the data and that are robust to high missingness in the data. We present three ensemble strategies: bootstrapping on incomplete data followed by single imputation and MI, and MI ensemble without bootstrapping. We use mean imputation, Gaussian random imputation and expectation maximization as the base imputation methods to be used in these ensemble strategies. We perform an extensive evaluation of the performance of the proposed ensemble strategies on 8 datasets by varying themissingness ratio. Our results show that bootstrapping followed by average ofMIs using expectation maximization is the most robust method that prevents the classifier’s performance from degrading, even at high missingness ratio (30%). For small missingness ratio (up to 10%) most of the ensemble methods perform equivalently but better than their single imputation counterparts. Kappa-error plots suggest that accurate classifierswith reasonable diversity is the reason for this behaviour. A consistent observation in all the datasets suggests that for small missingness (up to 10%), bootstrapping on incomplete data without any imputation produces equivalent results to other ensemblemethods with imputations.