Computing Random Forest-distances in the presence of missing data

Abstract

In this article, we study the problem of computing Random Forest-distances in the presence of missing data. We present a general framework which avoids pre-imputation and uses in an agnostic way the information contained in the input points. We centre our investigation on RatioRF, an RF-based distance recently introduced in the context of clustering and shown to outperform most known RF-based distance measures. We also show that the same framework can be applied to several other state-of-the-art RF-based measures and provide their extensions to the missing data case. We provide significant empirical evidence of the effectiveness of the proposed framework, showing extensive experiments with RatioRF on 15 datasets. Finally, we also positively compare our method with many alternative literature distances, which can be computed with missing values.