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.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_examples/impute/plot_missing_values.py"
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.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        Click :ref:`here <sphx_glr_download_auto_examples_impute_plot_missing_values.py>`
        to download the full example code

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_examples_impute_plot_missing_values.py:


====================================================
Imputing missing values before building an estimator
====================================================

Missing values can be replaced by the mean, the median or the most frequent
value using the basic :class:`~sklearn.impute.SimpleImputer`.

In this example we will investigate different imputation techniques:

- imputation by the constant value 0
- imputation by the mean value of each feature combined with a missing-ness
  indicator auxiliary variable
- k nearest neighbor imputation
- iterative imputation

We will use two datasets: Diabetes dataset which consists of 10 feature
variables collected from diabetes patients with an aim to predict disease
progression and California Housing dataset for which the target is the median
house value for California districts.

As neither of these datasets have missing values, we will remove some
values to create new versions with artificially missing data. The performance
of
:class:`~sklearn.ensemble.RandomForestRegressor` on the full original dataset
is then compared the performance on the altered datasets with the artificially
missing values imputed using different techniques.

.. GENERATED FROM PYTHON SOURCE LINES 30-34

.. code-block:: default


    # Authors: Maria Telenczuk  <https://github.com/maikia>
    # License: BSD 3 clause








.. GENERATED FROM PYTHON SOURCE LINES 35-44

Download the data and make missing values sets
###############################################

 First we download the two datasets. Diabetes dataset is shipped with
 scikit-learn. It has 442 entries, each with 10 features. California Housing
 dataset is much larger with 20640 entries and 8 features. It needs to be
 downloaded. We will only use the first 400 entries for the sake of speeding
 up the calculations but feel free to use the whole dataset.


.. GENERATED FROM PYTHON SOURCE LINES 44-85

.. code-block:: default


    import numpy as np

    from sklearn.datasets import fetch_california_housing
    from sklearn.datasets import load_diabetes


    rng = np.random.RandomState(42)

    X_diabetes, y_diabetes = load_diabetes(return_X_y=True)
    X_california, y_california = fetch_california_housing(return_X_y=True)
    X_california = X_california[:300]
    y_california = y_california[:300]
    X_diabetes = X_diabetes[:300]
    y_diabetes = y_diabetes[:300]


    def add_missing_values(X_full, y_full):
        n_samples, n_features = X_full.shape

        # Add missing values in 75% of the lines
        missing_rate = 0.75
        n_missing_samples = int(n_samples * missing_rate)

        missing_samples = np.zeros(n_samples, dtype=bool)
        missing_samples[:n_missing_samples] = True

        rng.shuffle(missing_samples)
        missing_features = rng.randint(0, n_features, n_missing_samples)
        X_missing = X_full.copy()
        X_missing[missing_samples, missing_features] = np.nan
        y_missing = y_full.copy()

        return X_missing, y_missing


    X_miss_california, y_miss_california = add_missing_values(X_california, y_california)

    X_miss_diabetes, y_miss_diabetes = add_missing_values(X_diabetes, y_diabetes)




.. rst-class:: sphx-glr-script-out

.. code-block:: pytb

    Traceback (most recent call last):
      File "/build/scikit-learn-0WW6ur/scikit-learn-1.2.1+dfsg/examples/impute/plot_missing_values.py", line 54, in <module>
        X_california, y_california = fetch_california_housing(return_X_y=True)
                                     ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
      File "/build/scikit-learn-0WW6ur/scikit-learn-1.2.1+dfsg/.pybuild/cpython3_3.11/build/sklearn/datasets/_california_housing.py", line 138, in fetch_california_housing
        archive_path = _fetch_remote(ARCHIVE, dirname=data_home)
                       ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
      File "/build/scikit-learn-0WW6ur/scikit-learn-1.2.1+dfsg/.pybuild/cpython3_3.11/build/sklearn/datasets/_base.py", line 1323, in _fetch_remote
        raise IOError('Debian Policy Section 4.9 prohibits network access during build')
    OSError: Debian Policy Section 4.9 prohibits network access during build




.. GENERATED FROM PYTHON SOURCE LINES 86-91

Impute the missing data and score
#################################
Now we will write a function which will score the results on the differently
imputed data. Let's look at each imputer separately:


.. GENERATED FROM PYTHON SOURCE LINES 91-106

.. code-block:: default


    rng = np.random.RandomState(0)

    from sklearn.ensemble import RandomForestRegressor

    # To use the experimental IterativeImputer, we need to explicitly ask for it:
    from sklearn.experimental import enable_iterative_imputer  # noqa
    from sklearn.impute import SimpleImputer, KNNImputer, IterativeImputer
    from sklearn.model_selection import cross_val_score
    from sklearn.pipeline import make_pipeline


    N_SPLITS = 4
    regressor = RandomForestRegressor(random_state=0)


.. GENERATED FROM PYTHON SOURCE LINES 107-113

Missing information
-------------------
In addition to imputing the missing values, the imputers have an
`add_indicator` parameter that marks the values that were missing, which
might carry some information.


.. GENERATED FROM PYTHON SOURCE LINES 113-130

.. code-block:: default



    def get_scores_for_imputer(imputer, X_missing, y_missing):
        estimator = make_pipeline(imputer, regressor)
        impute_scores = cross_val_score(
            estimator, X_missing, y_missing, scoring="neg_mean_squared_error", cv=N_SPLITS
        )
        return impute_scores


    x_labels = []

    mses_california = np.zeros(5)
    stds_california = np.zeros(5)
    mses_diabetes = np.zeros(5)
    stds_diabetes = np.zeros(5)


.. GENERATED FROM PYTHON SOURCE LINES 131-135

Estimate the score
------------------
First, we want to estimate the score on the original data:


.. GENERATED FROM PYTHON SOURCE LINES 135-149

.. code-block:: default



    def get_full_score(X_full, y_full):
        full_scores = cross_val_score(
            regressor, X_full, y_full, scoring="neg_mean_squared_error", cv=N_SPLITS
        )
        return full_scores.mean(), full_scores.std()


    mses_california[0], stds_california[0] = get_full_score(X_california, y_california)
    mses_diabetes[0], stds_diabetes[0] = get_full_score(X_diabetes, y_diabetes)
    x_labels.append("Full data")



.. GENERATED FROM PYTHON SOURCE LINES 150-156

Replace missing values by 0
---------------------------

Now we will estimate the score on the data where the missing values are
replaced by 0:


.. GENERATED FROM PYTHON SOURCE LINES 156-176

.. code-block:: default



    def get_impute_zero_score(X_missing, y_missing):

        imputer = SimpleImputer(
            missing_values=np.nan, add_indicator=True, strategy="constant", fill_value=0
        )
        zero_impute_scores = get_scores_for_imputer(imputer, X_missing, y_missing)
        return zero_impute_scores.mean(), zero_impute_scores.std()


    mses_california[1], stds_california[1] = get_impute_zero_score(
        X_miss_california, y_miss_california
    )
    mses_diabetes[1], stds_diabetes[1] = get_impute_zero_score(
        X_miss_diabetes, y_miss_diabetes
    )
    x_labels.append("Zero imputation")



.. GENERATED FROM PYTHON SOURCE LINES 177-182

kNN-imputation of the missing values
------------------------------------

:class:`~sklearn.impute.KNNImputer` imputes missing values using the weighted
or unweighted mean of the desired number of nearest neighbors.

.. GENERATED FROM PYTHON SOURCE LINES 182-199

.. code-block:: default



    def get_impute_knn_score(X_missing, y_missing):
        imputer = KNNImputer(missing_values=np.nan, add_indicator=True)
        knn_impute_scores = get_scores_for_imputer(imputer, X_missing, y_missing)
        return knn_impute_scores.mean(), knn_impute_scores.std()


    mses_california[2], stds_california[2] = get_impute_knn_score(
        X_miss_california, y_miss_california
    )
    mses_diabetes[2], stds_diabetes[2] = get_impute_knn_score(
        X_miss_diabetes, y_miss_diabetes
    )
    x_labels.append("KNN Imputation")



.. GENERATED FROM PYTHON SOURCE LINES 200-203

Impute missing values with mean
-------------------------------


.. GENERATED FROM PYTHON SOURCE LINES 203-218

.. code-block:: default



    def get_impute_mean(X_missing, y_missing):
        imputer = SimpleImputer(missing_values=np.nan, strategy="mean", add_indicator=True)
        mean_impute_scores = get_scores_for_imputer(imputer, X_missing, y_missing)
        return mean_impute_scores.mean(), mean_impute_scores.std()


    mses_california[3], stds_california[3] = get_impute_mean(
        X_miss_california, y_miss_california
    )
    mses_diabetes[3], stds_diabetes[3] = get_impute_mean(X_miss_diabetes, y_miss_diabetes)
    x_labels.append("Mean Imputation")



.. GENERATED FROM PYTHON SOURCE LINES 219-229

Iterative imputation of the missing values
------------------------------------------

Another option is the :class:`~sklearn.impute.IterativeImputer`. This uses
round-robin linear regression, modeling each feature with missing values as a
function of other features, in turn.
The version implemented assumes Gaussian (output) variables. If your features
are obviously non-normal, consider transforming them to look more normal
to potentially improve performance.


.. GENERATED FROM PYTHON SOURCE LINES 229-255

.. code-block:: default



    def get_impute_iterative(X_missing, y_missing):
        imputer = IterativeImputer(
            missing_values=np.nan,
            add_indicator=True,
            random_state=0,
            n_nearest_features=3,
            max_iter=1,
            sample_posterior=True,
        )
        iterative_impute_scores = get_scores_for_imputer(imputer, X_missing, y_missing)
        return iterative_impute_scores.mean(), iterative_impute_scores.std()


    mses_california[4], stds_california[4] = get_impute_iterative(
        X_miss_california, y_miss_california
    )
    mses_diabetes[4], stds_diabetes[4] = get_impute_iterative(
        X_miss_diabetes, y_miss_diabetes
    )
    x_labels.append("Iterative Imputation")

    mses_diabetes = mses_diabetes * -1
    mses_california = mses_california * -1


.. GENERATED FROM PYTHON SOURCE LINES 256-261

Plot the results
################

Finally we are going to visualize the score:


.. GENERATED FROM PYTHON SOURCE LINES 261-310

.. code-block:: default


    import matplotlib.pyplot as plt


    n_bars = len(mses_diabetes)
    xval = np.arange(n_bars)

    colors = ["r", "g", "b", "orange", "black"]

    # plot diabetes results
    plt.figure(figsize=(12, 6))
    ax1 = plt.subplot(121)
    for j in xval:
        ax1.barh(
            j,
            mses_diabetes[j],
            xerr=stds_diabetes[j],
            color=colors[j],
            alpha=0.6,
            align="center",
        )

    ax1.set_title("Imputation Techniques with Diabetes Data")
    ax1.set_xlim(left=np.min(mses_diabetes) * 0.9, right=np.max(mses_diabetes) * 1.1)
    ax1.set_yticks(xval)
    ax1.set_xlabel("MSE")
    ax1.invert_yaxis()
    ax1.set_yticklabels(x_labels)

    # plot california dataset results
    ax2 = plt.subplot(122)
    for j in xval:
        ax2.barh(
            j,
            mses_california[j],
            xerr=stds_california[j],
            color=colors[j],
            alpha=0.6,
            align="center",
        )

    ax2.set_title("Imputation Techniques with California Data")
    ax2.set_yticks(xval)
    ax2.set_xlabel("MSE")
    ax2.invert_yaxis()
    ax2.set_yticklabels([""] * n_bars)

    plt.show()


.. GENERATED FROM PYTHON SOURCE LINES 311-314

You can also try different techniques. For instance, the median is a more
robust estimator for data with high magnitude variables which could dominate
results (otherwise known as a 'long tail').


.. rst-class:: sphx-glr-timing

   **Total running time of the script:** ( 0 minutes  0.005 seconds)


.. _sphx_glr_download_auto_examples_impute_plot_missing_values.py:


.. only :: html

 .. container:: sphx-glr-footer
    :class: sphx-glr-footer-example



  .. container:: sphx-glr-download sphx-glr-download-python

     :download:`Download Python source code: plot_missing_values.py <plot_missing_values.py>`



  .. container:: sphx-glr-download sphx-glr-download-jupyter

     :download:`Download Jupyter notebook: plot_missing_values.ipynb <plot_missing_values.ipynb>`


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 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_
