Quick Start Guide
On this page we show examples of how to use the imputation methods of OptImpute on the echocardiogram dataset:
using CSV, DataFrames
df = CSV.read("echocardiogram.data", DataFrame,
missingstring="?",
pool=true,
header=[:survival, :alive, :age_at_heart_attack, :pe, :fs, :epss, :lvdd,
:wm_score, :wm_index, :mult, :name, :group, :alive_at_one],
)
132×13 DataFrame
Row │ survival alive age_at_heart_attack pe fs epss lvdd ⋯
│ Float64? Int64? Float64? Int64? Float64? Float64? Floa ⋯
─────┼──────────────────────────────────────────────────────────────────────────
1 │ 11.0 0 71.0 0 0.26 9.0 4 ⋯
2 │ 19.0 0 72.0 0 0.38 6.0 4
3 │ 16.0 0 55.0 0 0.26 4.0 3
4 │ 57.0 0 60.0 0 0.253 12.062 4
5 │ 19.0 1 57.0 0 0.16 22.0 5 ⋯
6 │ 26.0 0 68.0 0 0.26 5.0 4
7 │ 13.0 0 62.0 0 0.23 31.0 5
8 │ 50.0 0 60.0 0 0.33 8.0 5
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋱
126 │ 17.0 0 missing 0 0.09 6.8 4 ⋯
127 │ 21.0 0 61.0 0 0.14 25.5 5
128 │ 7.5 1 64.0 0 0.24 12.9 4
129 │ 41.0 0 64.0 0 0.28 5.4 5
130 │ 36.0 0 69.0 0 0.2 7.0 5 ⋯
131 │ 22.0 0 57.0 0 0.14 16.1 4
132 │ 20.0 0 62.0 0 0.15 0.0 4
7 columns and 117 rows omitted
There are a number of missing values in the dataset:
using Statistics
DataFrame(col=propertynames(df),
missing_fraction=[mean(ismissing.(col)) for col in eachcol(df)])
13×2 DataFrame
Row │ col missing_fraction
│ Symbol Float64
─────┼───────────────────────────────────────
1 │ survival 0.0151515
2 │ alive 0.00757576
3 │ age_at_heart_attack 0.0378788
4 │ pe 0.00757576
5 │ fs 0.0606061
6 │ epss 0.113636
7 │ lvdd 0.0833333
8 │ wm_score 0.030303
9 │ wm_index 0.00757576
10 │ mult 0.030303
11 │ name 0.0
12 │ group 0.166667
13 │ alive_at_one 0.439394
Simple Imputation
We can use impute
to simply fill the missing values in a DataFrame
:
IAI.impute(df, random_seed=1)
132×13 DataFrame
Row │ survival alive age_at_heart_attack pe fs epss ⋯
│ Float64? Float64? Float64? Float64? Float64? Float64? ⋯
─────┼──────────────────────────────────────────────────────────────────────────
1 │ 11.0 0.0 71.0 0.0 0.26 9.0 ⋯
2 │ 19.0 0.0 72.0 0.0 0.38 6.0
3 │ 16.0 0.0 55.0 0.0 0.26 4.0
4 │ 57.0 0.0 60.0 0.0 0.253 12.062
5 │ 19.0 1.0 57.0 0.0 0.16 22.0 ⋯
6 │ 26.0 0.0 68.0 0.0 0.26 5.0
7 │ 13.0 0.0 62.0 0.0 0.23 31.0
8 │ 50.0 0.0 60.0 0.0 0.33 8.0
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋱
126 │ 17.0 0.0 61.875 0.0 0.09 6.8 ⋯
127 │ 21.0 0.0 61.0 0.0 0.14 25.5
128 │ 7.5 1.0 64.0 0.0 0.24 12.9
129 │ 41.0 0.0 64.0 0.0 0.28 5.4
130 │ 36.0 0.0 69.0 0.0 0.2 7.0 ⋯
131 │ 22.0 0.0 57.0 0.0 0.14 16.1
132 │ 20.0 0.0 62.0 0.0 0.15 0.0
7 columns and 117 rows omitted
We can control the method to use for imputation by passing the method:
IAI.impute(df, :opt_tree, random_seed=1)
If you don't know which imputation method or parameter values are best, you can define the grid of parameters to be searched over:
IAI.impute(df, Dict(:method => [:opt_knn, :opt_tree]), random_seed=1)
You can also use impute_cv
to conduct the search with cross-validation:
IAI.impute_cv(df, Dict(:method => [:opt_knn, :opt_svm]), random_seed=1)
Learner Interface
You can also use OptImpute using the same learner interface as other IAI packages. In particular, you should use this approach when you want to properly conduct an out-of-sample evaluation of performance.
We will split the data into training and testing:
(train_df,), (test_df,) = IAI.split_data(:imputation, df, seed=1)
First, create a learner and set parameters as normal:
lnr = IAI.OptKNNImputationLearner(random_seed=1)
Unfitted OptKNNImputationLearner:
random_seed: 1
Note that it is also possible to construct the learners with ImputationLearner
and the method
keyword argument (which can be useful when specifying the method programmatically):
lnr = IAI.ImputationLearner(method=:opt_knn, random_seed=1)
Unfitted OptKNNImputationLearner:
random_seed: 1
We can then train the imputation learner on the training dataset with fit!
:
IAI.fit!(lnr, train_df)
Fitted OptKNNImputationLearner
The fitted learner can then be used to fill missing values with transform
:
IAI.transform(lnr, test_df)
40×13 DataFrame
Row │ survival alive age_at_heart_attack pe fs epss ⋯
│ Float64? Float64? Float64? Float64? Float64? Float64? ⋯
─────┼──────────────────────────────────────────────────────────────────────────
1 │ 19.0 0.0 72.0 0.0 0.38 6.0 ⋯
2 │ 19.0 1.0 57.0 0.0 0.16 22.0
3 │ 52.0 0.0 73.0 0.0 0.33 6.0
4 │ 0.75 1.0 85.0 1.0 0.18 19.0
5 │ 48.0 0.0 64.0 0.0 0.19 5.9 ⋯
6 │ 29.0 0.0 54.0 0.0 0.3 7.0
7 │ 29.0 0.0 55.0 0.0 0.269 7.0
8 │ 1.0 1.0 65.0 0.0 0.15 12.4496
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋱
34 │ 24.0 0.0 57.0 0.0 0.036 7.0 ⋯
35 │ 27.0 0.0 57.0 0.0 0.29 9.4
36 │ 34.0 0.0 54.0 0.0 0.43 9.3
37 │ 17.0 0.0 64.0 0.0 0.15 6.6
38 │ 38.0 0.0 57.0 1.0 0.12 0.0 ⋯
39 │ 12.0 0.0 61.0 1.0 0.19 13.2
40 │ 36.0 0.0 69.0 0.0 0.2 7.0
7 columns and 25 rows omitted
We commonly want to impute on the training set right after fitting the learner, so you can combine these two steps using fit_transform!
:
IAI.fit_transform!(lnr, train_df)
92×13 DataFrame
Row │ survival alive age_at_heart_attack pe fs epss ⋯
│ Float64? Float64? Float64? Float64? Float64? Float64? ⋯
─────┼──────────────────────────────────────────────────────────────────────────
1 │ 11.0 0.0 71.0 0.0 0.26 9.0 ⋯
2 │ 16.0 0.0 55.0 0.0 0.26 4.0
3 │ 57.0 0.0 60.0 0.0 0.253 12.062
4 │ 26.0 0.0 68.0 0.0 0.26 5.0
5 │ 13.0 0.0 62.0 0.0 0.23 31.0 ⋯
6 │ 50.0 0.0 60.0 0.0 0.33 8.0
7 │ 19.0 0.0 46.0 0.0 0.34 0.0
8 │ 25.0 0.0 54.0 0.0 0.14 13.0
⋮ │ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋱
86 │ 36.0 0.0 48.0 0.0 0.15 12.0 ⋯
87 │ 17.0 0.0 61.8235 0.0 0.09 6.8
88 │ 21.0 0.0 61.0 0.0 0.14 25.5
89 │ 7.5 1.0 64.0 0.0 0.24 12.9
90 │ 41.0 0.0 64.0 0.0 0.28 5.4 ⋯
91 │ 22.0 0.0 57.0 0.0 0.14 16.1
92 │ 20.0 0.0 62.0 0.0 0.15 0.0
7 columns and 77 rows omitted
To tune parameters, you can use the standard GridSearch
interface, refer to the documentation on parameter tuning for more information.