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[FEATURE] Support various imputation methods #906

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Tracked by #615
kaituo opened this issue May 17, 2023 · 0 comments
Open
Tracked by #615

[FEATURE] Support various imputation methods #906

kaituo opened this issue May 17, 2023 · 0 comments
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@kaituo
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kaituo commented May 17, 2023

Is your feature request related to a problem?
In the first draft, plan to support:

  • Zero Imputation (ZERO): This method replaces all missing values with 0's. It's a simple approach, but it may introduce bias if the data is not centered around zero.
  • Fixed Values Imputation (FIXED_VALUES): This method replaces missing values with a predefined set of values. The values are the same for each input dimension, and they need to be specified by the user.
  • Previous Value Imputation (PREVIOUS): This method replaces missing values with the last known value in the respective input dimension. It's a commonly used method for time series data, where temporal continuity is expected.
  • Linear Interpolation (LINEAR): This method estimates missing values by interpolating linearly between known values in the respective input dimension. This method assumes that the data follows a linear trend.

What alternatives have you considered?
Use rcf imputation methods when it is ready.

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