Opened 3 years ago

Last modified 10 months ago

#2613 assigned defect

Improve missing values handing in GBT

Reported by: gkronber Owned by: fholzing
Priority: medium Milestone: HeuristicLab 3.3.16
Component: Algorithms.DataAnalysis Version: 3.3.13
Keywords: Cc:

Description (last modified by gkronber)

Currently, GBT does not consider missing values (or NaNs in our case) specifically. The training phase uses only comparisons therefore NaN values are implicitly treated as very small (or very large) values (1). When calculating estimated values the output of the right subtree is always used for NaN values.

I think it would be better to do the following

  • in training ignore NaN values for input variables
  • for estimated values calculation use a weigthed sum when we find a NaN value for a splitting variable (see #2612).

(1) because of the definition that all comparisons to NaN are false.

Change History (2)

comment:1 Changed 11 months ago by gkronber

  • Description modified (diff)
  • Milestone changed from HeuristicLab 3.3.x Backlog to HeuristicLab 3.3.16
  • Owner changed from gkronber to mkommend
  • Status changed from new to assigned

comment:2 Changed 10 months ago by mkommend

  • Owner changed from mkommend to fholzing
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