Imputing Missing Values using Gaussian ProcessΒΆ

[1]:

from mimic.data_imputation.impute_GP import GPImputer
import pandas as pd
import numpy as np

WARNING:tensorflow:From c:\ProgramData\anaconda3\envs\MIMIC\Lib\site-packages\tf_keras\src\losses.py:2976: The name tf.losses.sparse_softmax_cross_entropy is deprecated. Please use tf.compat.v1.losses.sparse_softmax_cross_entropy instead.

WARNING:tensorflow:From c:\ProgramData\anaconda3\envs\MIMIC\Lib\site-packages\tensorflow_probability\python\internal\backend\numpy\_utils.py:48: The name tf.logging.TaskLevelStatusMessage is deprecated. Please use tf.compat.v1.logging.TaskLevelStatusMessage instead.

WARNING:tensorflow:From c:\ProgramData\anaconda3\envs\MIMIC\Lib\site-packages\tensorflow_probability\python\internal\backend\numpy\_utils.py:48: The name tf.control_flow_v2_enabled is deprecated. Please use tf.compat.v1.control_flow_v2_enabled instead.


[2]:

data_to_infer = pd.read_csv(
    r"simulations0.csv", header=None, sep=",")

[3]:

# Fraction of rows to remove
fraction = 0.1

# Randomly select fraction of y-values
missing_y = data_to_infer.iloc[:, 1].sample(frac=fraction)

# Set the selected y-values to NaN
data_to_infer.loc[missing_y.index, 1] = np.nan

# Now data_to_infer has 10% of y-values in the second column set to NaN

[4]:

data_to_infer.iloc[:, 1].isnull().sum()

[4]:

10

[5]:

new_dataset = GPImputer().impute_missing_values(data_to_infer, [0], [1], 1)

Model: GPR
Best kernel: <class 'gpflow.kernels.stationaries.RationalQuadratic'>
BIC: 689.6450387507102
../../_images/notebooks_GP_examples-impute-GP_5_1.png 
[6]:

new_dataset.iloc[:, 1].isnull().sum()

[6]:

0

[7]:

new_dataset2 = GPImputer().impute_missing_values(
    data_to_infer, [0], [1], 1, 'RBF')

Model: GPR
Best kernel: <class 'gpflow.kernels.stationaries.SquaredExponential'>
BIC: 605.1424898219141
../../_images/notebooks_GP_examples-impute-GP_7_1.png 
[8]:

new_dataset2 = GPImputer().impute_missing_values(
    data_to_infer, [0], [1], 1, 'M32')

Model: GPR
Best kernel: <class 'gpflow.kernels.stationaries.Matern32'>
BIC: 669.0285857579458
../../_images/notebooks_GP_examples-impute-GP_8_1.png