Missing value imputation for predictive models

1. A computer program product for imputing a missing value for each of one or more predictor variables, the computer program product comprising:

a computer readable storage medium having computer readable program code embodied therein, the computer readable program code comprising:

computer readable program code, when executed by a processor of a computer, configured to perform:

receiving data from one or more data sources;

for each of the one or more predictor variables, performing:

building an imputation model based on information of a target variable;

determining a type of imputation model to construct based on the one or more data sources, a measurement level of the predictor variable, and a measurement level of the target variable; and

constructing the determined type of imputation model using basic statistics of the predictor variable and the target variable; and

imputing the missing value for each of the one or more predictor variables using the data from the one or more data sources and one or more built imputation models to generate a completed data set.

2. The computer program product of claim 1 , wherein the measurement level comprises one of continuous and categorical.

3. The computer program product of claim 1 , wherein the computer readable program code, when executed by the processor of the computer, is configured to perform:

determining that the predictor variable is continuous and the target variable is continuous;

sorting records into data bins based on the predictor variable values;

collecting, for each of the data bins, statistics comprising a number of records, a mean of the predictor variable, a mean of the target variable, a variance of the target variable, and a covariance of the predictor variable and the target variable;

determining that the type of the imputation model is a piecewise linear regression imputation model;

and building the piecewise linear regression imputation model using the collected statistics.

4. The computer program product of claim 1 , wherein the computer readable program code, when executed by the processor of the computer, is configured to perform:

determining that the predictor variable is continuous and the target variable is categorical;

sorting records into data bins based on the predictor variable values;

collecting, for each category of the target variable and each of the data bins, statistics comprising a number of records and a mean of the predictor variable;

determining that the type of the imputation model is a robust conditional mean imputation model; and

building the robust conditional mean imputation model using the collected statistics.

5. The computer program product of claim 1 , wherein the computer readable program code, when executed by the processor of the computer, is configured to perform:

determining that the predictor variable is categorical and the target variable is continuous;

collecting, for each category of the predictor variable, statistics comprising a mean of the target variable and a variance of the target variable;

determining that the type of the imputation model is a minimum z-score category imputation model; and

building the minimum z-score category imputation model using the collected statistics.

6. The computer program product of claim 1 , wherein the computer readable program code, when executed by the processor of the computer, is configured to perform:

determining that the predictor variable is categorical and the target variable is categorical;

collecting, for each category combination of the predictor variable and the target variable, statistics comprising a number of records;

determining that the type of the imputation model is a conditional mode imputation model; and

building the conditional mode imputation model using the collected statistics.

7. The computer program product of claim 1 , wherein the data is received from multiple data sources, and wherein the computer readable program code, when executed by the processor of the computer, is configured to perform:

for each of the one or more predictor variables, building an imputation model independently on each data source;

for a combination of the one or more predictor variables,

extracting validation samples randomly across the multiple data sources; and

merging the extracted validation samples into a global validation sample;

for each of the one or more predictor variables,

evaluating the imputation models based on the global validation sample; and

selecting a top number of the imputation models to form an ensemble model; and

imputing the missing value for each of the one or more predictor variables using the data from the multiple data sources, one or more formed ensemble models, and a selected imputation strategy.

8. The computer program product of claim 1 , wherein the computer readable program code, when executed by the processor of the computer, is configured to perform:

building the completed data set for the one or more predictor variables; and

using the completed data set to build predictive models for prediction, discovery, and interpretation of relationships between the target variable and the one or more predictor variables.

9. A computer system for imputing a missing value for each of one or more predictor variables, comprising:

a processor; and

a storage device coupled to the processor, wherein the storage device has stored thereon a program, and wherein the processor is configured to execute the program to perform operations, wherein the operations comprise:

receiving data from one or more data sources;

for each of the one or more predictor variables, performing:

building an imputation model based on information of a target variable;

determining a type of imputation model to construct based on the one or more data sources, a measurement level of the predictor variable, and a measurement level of the target variable; and

constructing the determined type of imputation model using basic statistics of the predictor variable and the target variable; and

imputing the missing value for each of the one or more predictor variables using the data from the one or more data sources and one or more built imputation models to generate a completed data set.

10. The computer system of claim 9 , wherein the measurement level comprises one of continuous and categorical.

11. The computer system of claim 9 , wherein the operations further comprise:

determining that the predictor variable is continuous and the target variable is continuous;

sorting records into data bins based on the predictor variable values;

collecting, for each of the data bins, statistics comprising a number of records, a mean of the predictor variable, a mean of the target variable, a variance of the target variable, and a covariance of the predictor variable and the target variable;

determining that the type of the imputation model is a piecewise linear regression imputation model;

and building the piecewise linear regression imputation model using the collected statistics.

12. The computer system of claim 9 , wherein the operations further comprise:

determining that the predictor variable is continuous and the target variable is categorical;

sorting records into data bins based on the predictor variable values;

collecting, for each category of the target variable and each of the data bins, statistics comprising a number of records and a mean of the predictor variable;

determining that the type of the imputation model is a robust conditional mean imputation model; and

building the robust conditional mean imputation model using the collected statistics.

13. The computer system of claim 9 , wherein the operations further comprise:

determining that the predictor variable is categorical and the target variable is continuous;

collecting, for each category of the predictor variable, statistics comprising a mean of the target variable and a variance of the target variable;

determining that the type of the imputation model is a minimum z-score category imputation model; and

building the minimum z-score category imputation model using the collected statistics.

14. The computer system of claim 9 , wherein the operations further comprise:

determining that the predictor variable is categorical and the target variable is categorical;

collecting, for each category combination of the predictor variable and the target variable, statistics comprising a number of records;

determining that the type of the imputation model is a conditional mode imputation model; and

building the conditional mode imputation model using the collected statistics.

15. The computer system of claim 9 , wherein the data is received from multiple data sources, and wherein the operations further comprise:

for each of the one or more predictor variables, building an imputation model independently on each data source;

for a combination of the one or more predictor variables,

extracting validation samples randomly across the multiple data sources; and

merging the extracted validation samples into a global validation sample;

for each of the one or more predictor variables,

evaluating the imputation models based on the global validation sample; and

selecting a top number of the imputation models to form an ensemble model; and

imputing the missing value for each of the one or more predictor variables using the data from the multiple data sources, one or more formed ensemble models, and a selected imputation strategy.

16. The computer system of claim 9 , wherein the operations further comprise:

building the completed data set for the one or more predictor variables; and

using the completed data set to build predictive models for prediction, discovery, and interpretation of relationships between the target variable and the one or more predictor variables.