[scikit-learn] IterativeImputer

[Sole Galli]

Hello team,

I am reading in some of the MICE original articles that supposedly, each variable should be modelled upon the other ones in the data, with a suitable model. So for example, if the variable with NA is binary, it should be modelled with classification, or if continuous with a regression model.

Am I correct to understand that this is not possible yet with the IterativeImputer? because I should set the estimator in the estimator parameter and that will be used for all variables.

Is there a workaround?

Thanks a lot!

Regards

Soledad Galli
https://www.trainindata.com/
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