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Missing data are a concern in many real world data sets and imputation methods are often needed to estimate the values of missing data, but data sets with excessive missingness and high dimensionality challenge most approaches to imputation. Here we show that appropriate feature selection can be an effective preprocessing step for imputation, allowing for more accurate imputation and subsequent model predictions. The key feature of this preprocessing is that it incorporates uncertainty: by accounting for uncertainty due to missingness when selecting features we can reduce the degree of missingness while also limiting the number of uninformative features being used to make predictive models. We introduce a method to perform uncertainty-aware feature selection (UAFS), provide a theoretical motivation, and test UAFS on both real and synthetic problems, demonstrating that across a variety of data sets and levels of missingness we can improve the accuracy of imputations. Improved imputation due to UAFS also results in improved prediction accuracy when performing supervised learning using these imputed data sets. Our UAFS method is general and can be fruitfully coupled with a variety of imputation methods.
We introduce a new method of performing high dimensional discriminant analysis, which we call multiDA. We achieve this by constructing a hybrid model that seamlessly integrates a multiclass diagonal discriminant analysis model and feature selection c
Feature selection (FS) is an important research topic in machine learning. Usually, FS is modelled as a+ bi-objective optimization problem whose objectives are: 1) classification accuracy; 2) number of features. One of the main issues in real-world a
Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to combine impu
In inverse problems, we often have access to data consisting of paired samples $(x,y)sim p_{X,Y}(x,y)$ where $y$ are partial observations of a physical system, and $x$ represents the unknowns of the problem. Under these circumstances, we can employ s
This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the regression coeffic