promised-ai / lace

A probabalistic ML tool for science
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How does `missing_not_at_random` work? #178

Open frnsys opened 10 months ago

frnsys commented 10 months ago

Hi, thanks for this library, I'm finding it very useful! I had a question about how missing_not_at_random works--what is it doing exactly in contrast to using random values for missing data? I wasn't able to find any more info in the documentation, but maybe I overlooked something.

BaxterEaves commented 10 months ago

Thanks and apologies! Under the hood, missing_not_at_random couples a column with a Bernoulli random variable on whether the datum in present, so you have a distribution over (X, is_present).

I'll work to add MNAR documentation to the book explain in better detail.