Is there an algorithm that imputes missing values based on n nearest columns? (KNN hybrid)












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I have a dataset of 70 columns that have missing values. Each column has a few columns (3-5) that it is significantly more correlated than the others but each column's correlated columns are very different from other columns. I would like to perform a tweaked version of KNN imputation and before I start writing this from scratch, I'd like to know if there's something similar out there so I don't go about reinventing the wheel.



On initialisation, a correlation matrix is obtained between all the variables. For every missing cell that needs to be imputed, the algorithm retrieves from the correlation matrix the top n highest correlated columns and uses only those n columns to select the k nearest neighbours and use the mean value of those neighbours.



Thanks and apologies if I am not very clear with my question. I'll try to clarify if you have any doubts.










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    $begingroup$


    I have a dataset of 70 columns that have missing values. Each column has a few columns (3-5) that it is significantly more correlated than the others but each column's correlated columns are very different from other columns. I would like to perform a tweaked version of KNN imputation and before I start writing this from scratch, I'd like to know if there's something similar out there so I don't go about reinventing the wheel.



    On initialisation, a correlation matrix is obtained between all the variables. For every missing cell that needs to be imputed, the algorithm retrieves from the correlation matrix the top n highest correlated columns and uses only those n columns to select the k nearest neighbours and use the mean value of those neighbours.



    Thanks and apologies if I am not very clear with my question. I'll try to clarify if you have any doubts.










    share|improve this question







    New contributor




    Joshua is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







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      2





      $begingroup$


      I have a dataset of 70 columns that have missing values. Each column has a few columns (3-5) that it is significantly more correlated than the others but each column's correlated columns are very different from other columns. I would like to perform a tweaked version of KNN imputation and before I start writing this from scratch, I'd like to know if there's something similar out there so I don't go about reinventing the wheel.



      On initialisation, a correlation matrix is obtained between all the variables. For every missing cell that needs to be imputed, the algorithm retrieves from the correlation matrix the top n highest correlated columns and uses only those n columns to select the k nearest neighbours and use the mean value of those neighbours.



      Thanks and apologies if I am not very clear with my question. I'll try to clarify if you have any doubts.










      share|improve this question







      New contributor




      Joshua is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      I have a dataset of 70 columns that have missing values. Each column has a few columns (3-5) that it is significantly more correlated than the others but each column's correlated columns are very different from other columns. I would like to perform a tweaked version of KNN imputation and before I start writing this from scratch, I'd like to know if there's something similar out there so I don't go about reinventing the wheel.



      On initialisation, a correlation matrix is obtained between all the variables. For every missing cell that needs to be imputed, the algorithm retrieves from the correlation matrix the top n highest correlated columns and uses only those n columns to select the k nearest neighbours and use the mean value of those neighbours.



      Thanks and apologies if I am not very clear with my question. I'll try to clarify if you have any doubts.







      python k-nn






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