Efficient Methods for Dealing with Missing Data in Supervised Learning

Volker Tresp, Ralph Neuneier, Subutai Ahmad

Abstract: We present efficient algorithms for dealing with the problem of mis(cid:173) sing inputs (incomplete feature vectors) during training and recall. Our approach is based on the approximation of the input data dis(cid:173) tribution using Parzen windows. For recall, we obtain closed form solutions for arbitrary feedforward networks. For training, we show how the backpropagation step for an incomplete pattern can be approximated by a weighted averaged backpropagation step. The complexity of the solutions for training and recall is independent of the number of missing features. We verify our theoretical results using one classification and one regression problem.