MICEforest: An Iterative Predictive Modeling Approach to Missing Data Imputation

The miceforest library is a Python tool for imputing missing data in a dataset using an iterative series of predictive models. In each iteration, every variable with missing values is imputed using the other variables. The iterations proceed until convergence appears to have been met.

In the example above, the correlation between A and B is brought much closer to the original data after imputing A using B and C, and then imputing B using A and C.

Link to miceforest.

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