Efficient Methods for Dealing with Missing Data in Supervised Learning

Subutai Ahmad Interval Research Corporation 1801-C Page Mill R<;l. Palo Alto, CA 94304 We present efficient algorithms for dealing with the problem of missing inputs (incomplete feature vectors) during training and recall. Our approach is based on the approximation of the input data distribution using Parzen windows. For recall, we obtain closed form solutions for arbitrary feedforward networks. For training, we show how the backpropagation step for an incomplete pattern can be approximated by a weighted averaged backpropagation step. The complexity of the solutions for training and recall is independent of the number of missing features. We verify our theoretical results using one classification and one regression problem.