Hi Ouwen.
I think this looks interesting, and it would be good to have more non-trivial imputation methods.

Is anyone familiar with the method? I don't have time to go into the details of the paper at the moment.

Adding something like this to sklearn is probably a major undertaking. It would likely to be a good addition,
but getting it merged may take a lot of effort and patience.
You might want to try tackling an easy issue first to become familiar with our development practices.

Cheers,
Andy


On 10/21/2015 05:13 PM, Ouwen Huang wrote:
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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