Missing Value Treatment using Clustering Technique
Analysis of Row Based vs Column Based Ignore Methods
Introduction
What is clustering?
The task of grouping a set of objects in such a way that objects in the same group (called a cluster) are more similar (in some sense) to each other than to those in other groups (clusters). It is a common statistical techniques used in statistical analysis and EDA.
What is missing value treatment?
In a practical scenario, we often come across missing values in a dataset. The values could either be errors, later replaced by null or by default was missing / not entered. In such scenarios, the data cannot be fed to a model, due to null values. In order to use the dataset for modeling, we need to come up with a plan to replace those values. There are many methods available for the analysis, Clustering is one among them.
Can clustering be used for missing value treatment?
Clustering is grouping of similar objects. The objective of clustering is based on similarity, we can use the technique to find the mean of the closest cluster and replace the missing value with the mean. Methods of clustering techniques for missing value treatment,
1. Column Ignore Clustering: Given a missing value, the value’s column is ignored for the clustering. Once the clusters are formed, the mean of the missing value’s column is calculated and suitable replacement is found.
2. Row Ignore Clustering: Given a missing value, the row is dropped, and Clustering is executed on all available columns as input. Later the dropped sample is compared against the cluster centroid and the mean is computed based on the cluster.
Dataset and Features
Context
The Iris flower data set is a multivariate data set introduced by the British statistician and biologist Ronald Fisher in his 1936 paper The use of multiple measurements in taxonomic problems. It is sometimes called Anderson’s Iris data set because Edgar Anderson collected the data to quantify the morphologic variation of Iris flowers of three related species. The data set consists of 50 samples from each of three species of Iris (Iris Setosa, Iris virginica, and Iris versicolor). Four features were measured from each sample: the length and the width of the sepals and petals, in centimeters.
This dataset became a typical test case for many statistical classification techniques in machine learning such as support vector machines
Content
The dataset contains a set of 150 records under 5 attributes - Sepal Length, Sepal width, Petal Length, Petal Width, and Class(Species).
# Let us load the data
from sklearn import datasets
import numpy as np
# Set a seed to get same clusters
np.random.seed(2)
# Import IRIS data from sklearn.datasets - https://www.kaggle.com/arshid/iris-flower-dataset
iris = datasets.load_iris()
X = iris.data
y = iris.target
# Load the data into a pandas dataframe, so its easy to work with
import pandas as pd
df = pd.DataFrame(data=np.concatenate([X,np.reshape(y, [-1,1])], axis=1), columns=["sl", "sw","pl", "pw", "class"])
print("Data Sample:")
print(df.head())
print("\n Variable Description:")
print(df.describe())
Data Sample:
sl sw pl pw class
0 5.1 3.5 1.4 0.2 0.0
1 4.9 3.0 1.4 0.2 0.0
2 4.7 3.2 1.3 0.2 0.0
3 4.6 3.1 1.5 0.2 0.0
4 5.0 3.6 1.4 0.2 0.0
Variable Description:
sl sw pl pw class
count 150.000000 150.000000 150.000000 150.000000 150.000000
mean 5.843333 3.057333 3.758000 1.199333 1.000000
std 0.828066 0.435866 1.765298 0.762238 0.819232
min 4.300000 2.000000 1.000000 0.100000 0.000000
25% 5.100000 2.800000 1.600000 0.300000 0.000000
50% 5.800000 3.000000 4.350000 1.300000 1.000000
75% 6.400000 3.300000 5.100000 1.800000 2.000000
max 7.900000 4.400000 6.900000 2.500000 2.000000
Clustering before data imputation will help us in knowing the benchmarks. Once the benchmarks are set, we can use the same for further comparison and analysis.
Benchmark Index
To set an initial benchmark, we will use KMeans with n_cluster=3 (3 species in the target class).
from sklearn.cluster import KMeans
# Seed is set to get the same set of clusters on execution.
np.random.seed(2)
km = KMeans(n_clusters=3)
km.fit(df[["sl", "sw", "pl", "pw"]])
df['cluster'] = km.labels_
gp =df.groupby("cluster")
avg_std = []
for g in gp:
avg_std.append(g[1]['class'].std())
print(f"Cluster {g[0]} std: {avg_std[-1]}")
print(f"Average Std: {sum(avg_std)/len(avg_std)}")
Cluster 0 std: 0.0
Cluster 1 std: 0.42152552141429817
Cluster 2 std: 0.22629428592141423
Average Std: 0.21593993577857082
The Standard Deviation of column “class” in a cluster ideally should be 0. Since we are expecting each class to form a cluster. It is 0.21 in this case, which will be the benchmark index for comparisons. Standard deviation will be used as metric for measuring the cluster performance.
Masking
Data masking or data obfuscation is the process of hiding original data with modified content (characters or other data.). In our case the values are replaced with null
Random masking of pl column
import random
np.random.seed(2)
random.seed(2)
MASKED_CANDIDATES = [random.randrange(0, len(df)) for i in range(5)]
ACTUAL_VALUES = np.array([df.loc[[id]]["pl"].tolist()[0] for id in MASKS_CANDIDATES])
print(f"Masked Candidates: {MASKED_CANDIDATES}")
print(f"Actual Values of the mask: {ACTUAL_VALUES}")
Masked Candidates: [14, 23, 21, 92, 43]
Actual Values of the mask: [1.2 1.7 1.5 4. 1.6]
Single Column Missing Value Treatment
In this case, we are considering the scenario that there are missing values in a single column.
Column Based Ignore
Given a missing value, the value’s column is ignored for the clustering. Once the clusters are formed, the mean of the missing value’s column is calculated and suitable replacement is found.
Steps:
- Find the column with missing values and drop it
- Apply clustering on the other columns and form groups.
- For the missing value candidate, find the cluster for which it belongs.
- Take the average of the said column for the given cluster.
- The above mean is said to be predicted replacement for the missing value.
%%time
m_df = df.copy()
# Setting mask candidates to None
for cand in MASKS_CANDIDATES:
m_df.at[cand, 'pl'] = None
km = KMeans(n_clusters=3)
# Ignoring first column, create clusters
km.fit(m_df[["sl","sw", "pw"]].to_numpy())
# Approximate the mising values
print("Approximation:")
approx_vals = []
m_df['cluster'] = km.labels_
gp = m_df.groupby('cluster')
for ma in MASKS_CANDIDATES:
mc = m_df.loc[[ma]]['cluster']
approx_vals.append(df['pl'][gp.get_group(mc.tolist()[0]).index].mean())
for i in zip(MASKS_CANDIDATES, ACTUAL_VALUES, approx_vals):
print(f"Candidate: {i[0]}, Actual PL: {i[1]}, Predicted PL: {i[2]}")
print(f"Euclidean Distance between actual and predictions: {np.linalg.norm(ACTUAL_VALUES-approx_vals)}\n")
print("Cluster Performance:")
avg_std = []
for g in gp:
avg_std.append(g[1]['class'].std())
print(f"Cluster {g[0]} std: {avg_std[-1]}")
print(f"Average Std: {sum(avg_std)/len(avg_std)}\n")
Approximation:
Candidate: 14, Actual PL: 1.2, Predicted PL: 1.4620000000000002
Candidate: 23, Actual PL: 1.7, Predicted PL: 1.4620000000000002
Candidate: 21, Actual PL: 1.5, Predicted PL: 1.4620000000000002
Candidate: 92, Actual PL: 4.0, Predicted PL: 4.381481481481481
Candidate: 43, Actual PL: 1.6, Predicted PL: 1.4620000000000002
Euclidean Distance between actual and predictions: 0.539725968166537
Cluster Performance:
Cluster 0 std: 0.0
Cluster 1 std: 0.43126597148888435
Cluster 2 std: 0.4521089644358651
Average Std: 0.2944583119749165
CPU times: user 42.3 ms, sys: 3.54 ms, total: 45.9 ms
Wall time: 43.6 ms
Row based Ignore
Given a missing value, the row is dropped, and Clustering is executed on all available columns as input. Later the dropped sample is compared against the cluster centroid and the mean is computed based on the cluster.
Steps:
- Find and drop the masked candidates
- Apply Clustering considering all available columns
- Once, centroid is obtained, compute the nearby cluster to the masked candidate.
-
To calculate the distance, ignore the masked values from candidate and centroid.
Ex: Candidate - [1,2,4,9] Mask - [1,None,4,9] Centroid - [1,3,5,8] Distance - || [1,4,9] - [1,5,8] || (None from Mask and 3 from centroid are ignored).
- Take the average of the said column for the given cluster.
- The above mean is said to be predicted replacement for the missing value.
%%time
np.random.seed(2)
m_df = df.drop(MASKS_CANDIDATES)
km = KMeans(n_clusters=3)
km.fit(m_df[["sl","sw", "pl","pw"]].to_numpy())
m_df['cluster'] = km.labels_
gp = m_df.groupby('cluster')
print("Approximation:")
approx_vals = []
for cand in MASKS_CANDIDATES:
dist = [np.linalg.norm(df.loc[[cand], ['sl','sw','pw']].to_numpy() - centroid[[0,1,3]]) for centroid in km.cluster_centers_]
cluster = np.argmin(dist)
approx_vals.append(gp.get_group(cluster)["pl"].mean())
for i in zip(MASKS_CANDIDATES, ACTUAL_VALUES, approx_vals):
print(f"Candidate: {i[0]}, Actual PL: {i[1]}, Predicted PL: {i[2]}")
print(f"Euclidean Distance between actual and predictions: {np.linalg.norm(ACTUAL_VALUES-approx_vals)}\n")
print("Cluster Performance:")
avg_std = []
for g in gp:
avg_std.append(g[1]['class'].std())
print(f"Cluster {g[0]} std: {avg_std[-1]}")
print(f"Average Std: {sum(avg_std)/len(avg_std)\n")
Approximation:
Candidate: 14, Actual PL: 1.2, Predicted PL: 1.4586956521739132
Candidate: 23, Actual PL: 1.7, Predicted PL: 1.4586956521739132
Candidate: 21, Actual PL: 1.5, Predicted PL: 1.4586956521739132
Candidate: 92, Actual PL: 4.0, Predicted PL: 4.4
Candidate: 43, Actual PL: 1.6, Predicted PL: 1.4586956521739132
Euclidean Distance between actual and predictions: 0.5539171387467207
Cluster Performance:
Cluster 0 std: 0.4240063923634021
Cluster 1 std: 0.0
Cluster 2 std: 0.22629428592141423
Average Std: 0.21676689276160543
CPU times: user 43.4 ms, sys: 3.03 ms, total: 46.4 ms
Wall time: 44.2 ms
Multi Column Missing Value Treatment
In this case, we are considering the scenario that there are missing values across multiple columns.
Row Based Ignore
Steps are similar to Single Column Row Based Ignore, the only change is multiple columns are ignored for
clustering instead of a single one. (Consider PL
and PW
columns have missing values)
%%time
# Random masking of sl and pw column
np.random.seed(2)
random.seed(2)
PL_MASKS_CANDIDATES = [random.randrange(0, len(df)) for i in range(5)]
PW_MASKS_CANDIDATES = [random.randrange(0, len(df)) for i in range(5)]
PL_ACTUAL_VALUES = np.array([df.loc[[id]]["pl"].tolist()[0] for id in SL_MASKS_CANDIDATES])
PW_ACTUAL_VALUES = np.array([df.loc[[id]]["pw"].tolist()[0] for id in PW_MASKS_CANDIDATES])
m_df = df.copy()
# Setting mask candidates
for scand, pcand in zip(SL_MASKS_CANDIDATES, PW_MASKS_CANDIDATES):
m_df.at[cand, 'pl']=None
m_df.at[cand, 'pw']=None
km = KMeans(n_clusters=3)
# Ignoring first column, create clusters
km.fit(m_df[["sl", "sw"]].to_numpy())
# Approximate the mising values
print("Approximation: ")
approx_vals_pl = []
approx_vals_pw = []
m_df['cluster'] = km.labels_
gp = m_df.groupby('cluster')
for plma, pwma in zip(PL_MASKS_CANDIDATES, PW_MASKS_CANDIDATES):
plmc = m_df.loc[[plma]]['cluster']
pwmc = m_df.loc[[pwma]]['cluster']
approx_vals_pl.append(df['pl'][gp.get_group(smc.tolist()[0]).index].mean())
approx_vals_pw.append(df['pw'][gp.get_group(pmc.tolist()[0]).index].mean())
for i in zip(MASKS_CANDIDATES, PL_ACTUAL_VALUES, approx_vals_pl, PW_ACTUAL_VALUES, approx_vals_pw):
print(f"Candidate: {i[0]}, Actual PL: {i[1]}, Predicted PL: {i[2]}, Actual PW: {i[3]}, Predicted PW: {i[4]}")
DIST = [np.linalg.norm(PL_ACTUAL_VALUES-approx_vals_pl), np.linalg.norm(PW_ACTUAL_VALUES-approx_vals_pw)]
print(f"Euclidean Distance between actual and predictions: {DIST}")
print(f"Mean Euclidean Distance: {sum(DIST)/len(DIST)}\n")
print("Cluster Performance:")
avg_std = []
for g in gp:
avg_std.append(g[1]['class'].std())
print(f"Cluster {g[0]} std: {avg_std[-1]}")
print(f"Average Std: {sum(avg_std)/len(avg_std)}\n")
Approximation:
Candidate: 14, Actual PL: 1.2, Predicted PL: 1.4620000000000002, Actual PW: 1.5, Predicted PW: 1.4339622641509433
Candidate: 23, Actual PL: 1.7, Predicted PL: 1.4620000000000002, Actual PW: 1.3, Predicted PW: 1.4339622641509433
Candidate: 21, Actual PL: 1.5, Predicted PL: 1.4620000000000002, Actual PW: 1.5, Predicted PW: 1.4339622641509433
Candidate: 92, Actual PL: 4.0, Predicted PL: 1.4620000000000002, Actual PW: 0.1, Predicted PW: 1.4339622641509433
Candidate: 43, Actual PL: 1.6, Predicted PL: 1.4620000000000002, Actual PW: 2.3, Predicted PW: 1.4339622641509433
Euclidean Distance between actual and predictions: [2.566558006357931, 1.5987947133456057]
Mean Euclidean Distance: 2.0826763598517686
Cluster Performance:
Cluster 0 std: 0.0
Cluster 1 std: 0.45477629710263706
Cluster 2 std: 0.4407545460261734
Average Std: 0.2985102810429368
CPU times: user 54.3 ms, sys: 3.17 ms, total: 57.5 ms
Wall time: 55.4 ms
Column Based Ignore
Steps are similar to Single Column, Column Based Ignore. (Consider PL
and PW
columns have missing values)
%%time
np.random.seed(2)
m_df = df.drop(PL_MASKS_CANDIDATES)
m_df = df.drop(PW_MASKS_CANDIDATES)
km = KMeans(n_clusters=3)
km.fit(m_df[["sl", "sw", "pl", "pw"]].to_numpy())
m_df['cluster'] = km.labels_
gp = m_df.groupby('cluster')
print('Approximation:')
approx_vals_pl = []
approx_vals_pw = []
for plcand, pwcand in zip(PL_MASKS_CANDIDATES, PW_MASKS_CANDIDATES):
pldist = [np.linalg.norm(df.loc[[cand], ['sl','sw','pw']].to_numpy() - centroid[[0,1,3]]) for centroid in km.cluster_centers_]
pwdist = [np.linalg.norm(df.loc[[cand], ['sl','sw','pl']].to_numpy() - centroid[[0,1,2]]) for centroid in km.cluster_centers_]
plcluster = np.argmin(pldist)
pwcluster = np.argmin(pwdist)
approx_vals_pl.append(gp.get_group(plcluster)["pl"].mean())
approx_vals_pw.append(gp.get_group(pwcluster)["pw"].mean())
for i in zip(MASKS_CANDIDATES,PL_ACTUAL_VALUES, approx_vals_pl, PW_ACTUAL_VALUES, approx_vals_pw):
print(f"Candidate: {i[0]}, Actual PL: {i[1]}, Predicted PL: {i[2]}, Actual PW: {i[3]}, Predicted PW: {i[4]}")
DIST = [np.linalg.norm(SL_ACTUAL_VALUES-approx_vals_sl), np.linalg.norm(PW_ACTUAL_VALUES-approx_vals_pw)]
print(f"Euclidean Distance between actual and predictions: {DIST}")
print(f"Mean Distance: {sum(DIST)/len(DIST)}\n")
print("Cluster Performance:")
avg_std = []
for g in gp:
avg_std.append(g[1]['class'].std())
print(f"Cluster {g[0]} std: {avg_std[-1]}")
print(f"Average Std: {sum(avg_std)/len(avg_std)}\n")
Approximation:
Candidate: 14, Actual PL: 1.2, Predicted PL: 1.4612244897959183, Actual PW: 1.5, Predicted PW: 0.24897959183673468
Candidate: 23, Actual PL: 1.7, Predicted PL: 1.4612244897959183, Actual PW: 1.3, Predicted PW: 0.24897959183673468
Candidate: 21, Actual PL: 1.5, Predicted PL: 1.4612244897959183, Actual PW: 1.5, Predicted PW: 0.24897959183673468
Candidate: 92, Actual PL: 4.0, Predicted PL: 1.4612244897959183, Actual PW: 0.1, Predicted PW: 0.24897959183673468
Candidate: 43, Actual PL: 1.6, Predicted PL: 1.4612244897959183, Actual PW: 2.3, Predicted PW: 0.24897959183673468
Euclidean Distance between actual and predictions: [0.8060366483586924, 2.909231454378233]
Mean Distance: 1.8576340513684626
Cluster Performance:
Cluster 0 std: 0.2732763127330939
Cluster 1 std: 0.0
Cluster 2 std: 0.4316571425184985
Average Std: 0.23497781841719748
CPU times: user 57.2 ms, sys: 2.36 ms, total: 59.5 ms
Wall time: 58.4 ms
Results
Type | Error = Norm(Predictions-Actuals) | Cluster Performance (Avg Std) | Time Required in ms |
---|---|---|---|
Benchmark Index | - | 0.21593993577857082 | 39.4 |
Single Column Ignore | 0.549725968166537 | 0.2944583119749165 | 53.6 |
Single Row Ignore | 0.5539171387467207 | 0.21676689276160543 | 51.5 |
Multi-Column Ignore | 2.0826763598517686 | 0.2985102810429368 | 55.7 |
Multi-Row Ignore | 1.8576340513684626 | 0.23497781841719748 | 62.8 |
Conclusion
Based on the findings,
Sl | Column Based Ignore | Row Based Ignore |
---|---|---|
1 | Suitable for when a single column has missing values | Suitable for missing value treatment when multiple columns has missing values |
2 | Not scalable | Scalable Solution |
3 | Column saliency is not considered | Column saliency is considered |
4 | Theoretical approach | Practical approach |
5 | Cannot use cluster drivers | Can be used on cluster drivers |