Regression SVM for Incomplete Data

Łukasz Struski,

Marek Śmieja,

Bartosz Zieliński,

Jacek Tabor


The use of machine learning methods in the case of incomplete data is an important task in many scientific fields, like medicine, biology, or face recognition. Typically, missing values are substituted with artificial values that are estimated from the known samples, and the classical machine learning algorithms are applied. Although this methodology is very common, it produces less informative data, because artificially generated values are treated in the same way as the known ones. In this paper, we consider a probabilistic representation of missing data, where each vector is identified with a Gaussian probability density function, modeling the uncertainty of absent attributes. This representation allows to construct an analogue of RBF kernel for incomplete data. We show that such a kernel can be successfully used in regression SVM. Experimental results confirm that our approach capture relevant information that is not captured by traditional imputation methods.

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