Hello all,

MICE is a recent imputation method that is supported by a package in R.
However, I would like it to be a part of scikit-learn. I see there exists
an imputer that fills in mean, median, and most frequent. Would an added
imputation method 'mice' be acceptable? If so, what are the steps to
creating this addition for scikit-learn (new to the community)?

MICE reference: http://www.jstatsoft.org/article/view/v045i03/v45i03.pdf

Best,
Ouwen
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