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https://github.com/vanderschaarlab/hyperimpute
A framework for prototyping and benchmarking imputation methods
https://github.com/vanderschaarlab/hyperimpute
data-science imputation imputation-algorithm machine-learning machine-learning-prerequisites preprocessing-data python scikit-learn
Last synced: 1 day ago
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A framework for prototyping and benchmarking imputation methods
- Host: GitHub
- URL: https://github.com/vanderschaarlab/hyperimpute
- Owner: vanderschaarlab
- License: mit
- Created: 2021-12-16T10:52:06.000Z (about 3 years ago)
- Default Branch: main
- Last Pushed: 2023-04-04T04:42:20.000Z (over 1 year ago)
- Last Synced: 2024-12-15T12:38:41.901Z (10 days ago)
- Topics: data-science, imputation, imputation-algorithm, machine-learning, machine-learning-prerequisites, preprocessing-data, python, scikit-learn
- Language: Python
- Homepage: https://www.vanderschaar-lab.com/
- Size: 428 KB
- Stars: 165
- Watchers: 4
- Forks: 14
- Open Issues: 3
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# HyperImpute - A library for NaNs and nulls.
[](https://colab.research.google.com/drive/1zGm4VeXsJ-0x6A5_icnknE7mbJ0knUig?usp=sharing)
[](https://github.com/vanderschaarlab/hyperimpute/actions/workflows/test_pr.yml)
[](https://github.com/vanderschaarlab/hyperimpute/actions/workflows/test_full.yml)
[](https://github.com/vanderschaarlab/hyperimpute/actions/workflows/test_tutorials.yml)
[](https://hyperimpute.readthedocs.io/en/latest/?badge=latest)
[](https://arxiv.org/abs/2206.07769)
[](https://pypi.org/project/hyperimpute/)
[](https://opensource.org/licenses/MIT)
[](https://www.python.org/downloads/release/python-370/)
[](https://join.slack.com/t/vanderschaarlab/shared_invite/zt-1pzy8z7ti-zVsUPHAKTgCd1UoY8XtTEw)
HyperImpute simplifies the selection process of a data imputation algorithm for your ML pipelines.
It includes various novel algorithms for missing data and is compatible with [sklearn](https://scikit-learn.org/stable/).
## HyperImpute features
- :rocket: Fast and extensible dataset imputation algorithms, compatible with sklearn.
- :key: New iterative imputation method: HyperImpute.
- :cyclone: Classic methods: MICE, MissForest, GAIN, MIRACLE, MIWAE, Sinkhorn, SoftImpute, etc.
- :fire: Pluginable architecture.
## :rocket: Installation
The library can be installed from PyPI using
```bash
$ pip install hyperimpute
```
or from source, using
```bash
$ pip install .
```
## :boom: Sample Usage
List available imputers
```python
from hyperimpute.plugins.imputers import Imputers
imputers = Imputers()
imputers.list()
```
Impute a dataset using one of the available methods
```python
import pandas as pd
import numpy as np
from hyperimpute.plugins.imputers import Imputers
X = pd.DataFrame([[1, 1, 1, 1], [4, 5, np.nan, np.nan], [3, 3, 9, 9], [2, 2, 2, 2]])
method = "gain"
plugin = Imputers().get(method)
out = plugin.fit_transform(X.copy())
print(method, out)
```
Specify the baseline models for HyperImpute
```python
import pandas as pd
import numpy as np
from hyperimpute.plugins.imputers import Imputers
X = pd.DataFrame([[1, 1, 1, 1], [4, 5, np.nan, np.nan], [3, 3, 9, 9], [2, 2, 2, 2]])
plugin = Imputers().get(
"hyperimpute",
optimizer="hyperband",
classifier_seed=["logistic_regression"],
regression_seed=["linear_regression"],
)
out = plugin.fit_transform(X.copy())
print(out)
```
Use an imputer with a SKLearn pipeline
```python
import pandas as pd
import numpy as np
from sklearn.pipeline import Pipeline
from sklearn.ensemble import RandomForestRegressor
from hyperimpute.plugins.imputers import Imputers
X = pd.DataFrame([[1, 1, 1, 1], [4, 5, np.nan, np.nan], [3, 3, 9, 9], [2, 2, 2, 2]])
y = pd.Series([1, 2, 1, 2])
imputer = Imputers().get("hyperimpute")
estimator = Pipeline(
[
("imputer", imputer),
("forest", RandomForestRegressor(random_state=0, n_estimators=100)),
]
)
estimator.fit(X, y)
```
Write a new imputation plugin
```python
from sklearn.impute import KNNImputer
from hyperimpute.plugins.imputers import Imputers, ImputerPlugin
imputers = Imputers()
knn_imputer = "custom_knn"
class KNN(ImputerPlugin):
def __init__(self) -> None:
super().__init__()
self._model = KNNImputer(n_neighbors=2, weights="uniform")
@staticmethod
def name():
return knn_imputer
@staticmethod
def hyperparameter_space():
return []
def _fit(self, *args, **kwargs):
self._model.fit(*args, **kwargs)
return self
def _transform(self, *args, **kwargs):
return self._model.transform(*args, **kwargs)
imputers.add(knn_imputer, KNN)
assert imputers.get(knn_imputer) is not None
```
Benchmark imputation models on a dataset
```python
from sklearn.datasets import load_iris
from hyperimpute.plugins.imputers import Imputers
from hyperimpute.utils.benchmarks import compare_models
X, y = load_iris(as_frame=True, return_X_y=True)
imputer = Imputers().get("hyperimpute")
compare_models(
name="example",
evaluated_model=imputer,
X_raw=X,
ref_methods=["ice", "missforest"],
scenarios=["MAR"],
miss_pct=[0.1, 0.3],
n_iter=2,
)
```
## 📓 Tutorials
- [Tutorial 0: Imputation basics](tutorials/tutorial_00_imputer_plugins.ipynb)
- [Tutorial 1: AutoML for imputation](tutorials/tutorial_01_bayesian_optimization_over_imputers.ipynb)
- [Tutorial 2: Benchmark](tutorials/tutorial_02_benchmark_models.ipynb)
## :zap: Imputation methods
The following table contains the default imputation plugins:
| Strategy | Description| Code |
|--- | --- | --- |
|**HyperImpute**|Iterative imputer using both regression and classification methods based on linear models, trees, XGBoost, CatBoost and neural nets| [`plugin_hyperimpute.py`](src/hyperimpute/plugins/imputers/plugin_hyperimpute.py) |
|**Mean**|Replace the missing values using the mean along each column with [`SimpleImputer`](https://scikit-learn.org/stable/modules/generated/sklearn.impute.SimpleImputer.html)| [`plugin_mean.py`](src/hyperimpute/plugins/imputers/plugin_mean.py) |
|**Median**|Replace the missing values using the median along each column with [`SimpleImputer`](https://scikit-learn.org/stable/modules/generated/sklearn.impute.SimpleImputer.html) | [`plugin_median.py`](src/hyperimpute/plugins/imputers/plugin_median.py) |
|**Most-frequent**|Replace the missing values using the most frequent value along each column with [`SimpleImputer`](https://scikit-learn.org/stable/modules/generated/sklearn.impute.SimpleImputer.html)|[`plugin_most_freq.py`](src/hyperimpute/plugins/imputers/plugin_most_freq.py) |
|**MissForest**|Iterative imputation method based on Random Forests using [`IterativeImputer`](https://scikit-learn.org/stable/modules/generated/sklearn.impute.IterativeImputer.html#sklearn.impute.IterativeImputer) and [`ExtraTreesRegressor`](https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.ExtraTreesRegressor.html)| [`plugin_missforest.py`](src/hyperimpute/plugins/imputers/plugin_missforest.py) |
|**ICE**| Iterative imputation method based on regularized linear regression using [`IterativeImputer`](https://scikit-learn.org/stable/modules/generated/sklearn.impute.IterativeImputer.html#sklearn.impute.IterativeImputer) and [`BayesianRidge`](https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.BayesianRidge.html)| [`plugin_ice.py`](src/hyperimpute/plugins/imputers/plugin_ice.py)|
|**MICE**| Multiple imputations based on ICE using [`IterativeImputer`](https://scikit-learn.org/stable/modules/generated/sklearn.impute.IterativeImputer.html#sklearn.impute.IterativeImputer) and [`BayesianRidge`](https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.BayesianRidge.html)| [`plugin_mice.py`](src/hyperimpute/plugins/imputers/plugin_mice.py) |
|**SoftImpute**| [`Low-rank matrix approximation via nuclear-norm regularization`](https://jmlr.org/papers/volume16/hastie15a/hastie15a.pdf)| [`plugin_softimpute.py`](src/hyperimpute/plugins/imputers/plugin_softimpute.py)|
|**EM**|Iterative procedure which uses other variables to impute a value (Expectation), then checks whether that is the value most likely (Maximization) - [`EM imputation algorithm`](https://joon3216.github.io/research_materials/2019/em_imputation.html)|[`plugin_em.py`](src/hyperimpute/plugins//imputers/plugin_em.py) |
|**Sinkhorn**|[`Missing Data Imputation using Optimal Transport`](https://arxiv.org/pdf/2002.03860.pdf)|[`plugin_sinkhorn.py`](src/hyperimpute/plugins/imputers/plugin_sinkhorn.py) |
|**GAIN**|[`GAIN: Missing Data Imputation using Generative Adversarial Nets`](https://arxiv.org/abs/1806.02920)|[`plugin_gain.py`](src/hyperimpute/plugins/imputers/plugin_gain.py) |
|**MIRACLE**|[`MIRACLE: Causally-Aware Imputation via Learning Missing Data Mechanisms`](https://arxiv.org/abs/2111.03187)|[`plugin_miracle.py`](src/hyperimpute/plugins/imputers/plugin_miracle.py) |
|**MIWAE**|[`MIWAE: Deep Generative Modelling and Imputation of Incomplete Data`](https://arxiv.org/abs/1812.02633)|[`plugin_miwae.py`](src/hyperimpute/plugins/imputers/plugin_miwae.py) |
## :hammer: Tests
Install the testing dependencies using
```bash
pip install .[testing]
```
The tests can be executed using
```bash
pytest -vsx
```
## Citing
If you use this code, please cite the associated paper:
```
@article{Jarrett2022HyperImpute,
doi = {10.48550/ARXIV.2206.07769},
url = {https://arxiv.org/abs/2206.07769},
author = {Jarrett, Daniel and Cebere, Bogdan and Liu, Tennison and Curth, Alicia and van der Schaar, Mihaela},
keywords = {Machine Learning (stat.ML), Machine Learning (cs.LG), FOS: Computer and information sciences, FOS: Computer and information sciences},
title = {HyperImpute: Generalized Iterative Imputation with Automatic Model Selection},
year = {2022},
booktitle={39th International Conference on Machine Learning},
}
```