Machine learning with incomplete datasets using multi-objective optimization models

Abstract

Machine learning techniques have been developed to learn from complete data. When missing values exist in a dataset, the incomplete data should be preprocessed separately by removing data points with missing values or imputation. In this paper, we propose an online approach to handle missing values while a classification model is learnt. To reach this goal, we develop a multi-objective optimization model with two objective functions for imputation and model selection. We also propose three formulations for imputation objective function. We use an evolutionary algorithm based on NSGA II to find the optimal solutions as the Pareto solutions. We investigate the reliability and robustness of the..