Imputation of missing values in multi-view data
Wouter van Loon, Marjolein Fokkema, Frank de Vos, Marisa Koini, Reinhold Schmidt, Mark de Rooij
TL;DR
The paper tackles the challenge of imputing missing values in multi-view data by introducing a meta-level imputation strategy that operates in a dimension-reduced space produced by StaPLR. By imputing in the reduced $n \times V$ space rather than the full feature space, the method dramatically lowers computation while preserving or enhancing predictive performance and view-selection quality. Across simulations and a real multi-view MRI dataset, meta-level imputation—especially meta-level missForest—consistently matches or exceeds feature-level approaches and enables the use of computationally demanding methods like PMM in high-dimensional settings. The work demonstrates practical benefits for integrative biomedical analyses where missing entire views are common, offering a scalable, interpretable framework for view selection and prediction.
Abstract
Data for which a set of objects is described by multiple distinct feature sets (called views) is known as multi-view data. When missing values occur in multi-view data, all features in a view are likely to be missing simultaneously. This may lead to very large quantities of missing data which, especially when combined with high-dimensionality, can make the application of conditional imputation methods computationally infeasible. However, the multi-view structure could be leveraged to reduce the complexity and computational load of imputation. We introduce a new imputation method based on the existing stacked penalized logistic regression (StaPLR) algorithm for multi-view learning. It performs imputation in a dimension-reduced space to address computational challenges inherent to the multi-view context. We compare the performance of the new imputation method with several existing imputation algorithms in simulated data sets and a real data application. The results show that the new imputation method leads to competitive results at a much lower computational cost, and makes the use of advanced imputation algorithms such as missForest and predictive mean matching possible in settings where they would otherwise be computationally infeasible.
