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Add experimental missing data support for GCM #1304

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merged 1 commit into from
Mar 19, 2025

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@bloebp bloebp commented Mar 14, 2025

The current implementation has the following limits:

  • Only missing data in numerical features are supported
  • Auto assignment only considers non-linear models for missing data
  • Auto assignment only considers 3 different model types
  • Not all GCM methods are supported. For example, distribution change based on missing data does not work due to the independence tests.
  • Not tested thoroughly

To use the data with missing values, experimental_allow_nans has to be set to True in the assign_causal_mechanisms method. Manual model assignment should work as well.

Addresses: #1300

@bloebp bloebp requested a review from amit-sharma March 14, 2025 23:46
@bloebp bloebp force-pushed the experimental_missing_data_gcm branch from b83905e to e8edbd1 Compare March 18, 2025 21:26
The current implementation has the following limits:
- Only missing data in numerical features are supported
- Auto assignment only considers non-linear models for missing data
- Auto assignment only considers 3 different model types
- Not all GCM methods are supported. For example, distribution change based on missing data does not work due to the independence tests.
- Not tested thoroughly

To use the data with missing values, experimental_allow_nans has to be set to True in the assign_causal_mechanisms method. Manual model assignment should work as well.

Signed-off-by: Patrick Bloebaum <[email protected]>
@bloebp bloebp force-pushed the experimental_missing_data_gcm branch from e8edbd1 to 436711f Compare March 18, 2025 22:48
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Looks good, modulo the build_docs failure. I'm hoping that the prev PR will fix that too

@bloebp bloebp merged commit 935bce0 into main Mar 19, 2025
36 of 37 checks passed
@bloebp bloebp deleted the experimental_missing_data_gcm branch March 19, 2025 14:32
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2 participants