benchmarks/README.md

In FarrellDay/miceRanger: Multiple Imputation by Chained Equations with Random Forests

Benchmarking miceRanger

All scripts to create the following charts can be found in scripts/.

Using artificial data, the time and performance of miceRanger, mice (method = "rf") and missForest were recorded. parlmice was used to run mice in parallel, and a parallel back end was set up for missForest. All runs used 5 cores. miceRangerPar refers to miceRanger being run with parallel = TRUE.

Timing - Small and Medium Data

Scripts used:

• mediumData.R
• smallData.R

Timing - Rows x Trees

Data used was 10 columns, 7 numeric and 3 factors. Time recorded is in seconds.

Script used:

• rowXtrees.R

Performance - Imputing New Data

Existing models can be recycled to impute new datasets with the impute function. This ends up being much faster, and (nearly) just as accurate as re-running MICE. Three charts are shown below - the first shows the accuracy of imputing data with existing models vs. re-running MICE. The second shows the performance achieved on the iris dataset for different data missingness levels, and the third shows the speed advantages of imputing new data with existing models vs re-running MICE.

Accuracy of Imputations from Existing Models vs New Models

In the following chart, a dataset with 15 variables (a-j numeric, k-p categorical) and 51200 rows was imputed using miceRanger. A different dataset with the same dimensions, but different data, was then imputed using the models created with miceRanger. Performance is nearly the same between the two. However, as noted below, the impute function takes much less time.

Script used:

• imputeNew_Time.R

Accuracy for different Missingness of data:

This chart was created to show the behavior of imputation performance when new data is imputed with different levels of missingness. The chart above consisted of the following procedure:

1) A miceDefs object is created with 50 imputed datasets on a dataset with 25% missing values. 2) All 50 datasets are used to impute 9 new datasets, each with different levels of missingness 3) The performance (R-squared for numerics, accuracy for categoricals) is recorded for all 450 datasets

Script used:

• imputeNew.R

Time to Completion of miceRanger vs impute

Using the impute function is always faster than running MICE on the same dataset. However, in most use cases, the dataset used to create a miceDefs object will be larger than the running that will be imputed with the impute function. There is overhead associated with calling the predict S3 method in ranger related to this issue.

To Do

Imputation accuracy benchmarking with MAR, MCAR, MNAR, skewed, multimodal data.

FarrellDay/miceRanger documentation built on May 28, 2022, 10:51 p.m.