Machine Learning › Features and Support Vector Machines › Day 174
Hands-on lab — Day 174: Handling Missing Data
- ← Back to the Day 174 lesson
- Open the hands-on files on GitHub — clone or download them from the public labs repository
- Local path in your clone:
labs/sections/machine-learning/day-174-handling-missing-data/
Commands
Setup
python3 -m venv .venv
.venv/bin/pip install -r requirements/requirements.txt Run
.venv/bin/python examples/imputation_lib.py Test
./tests/run_tests.sh File tree
examples/imputation_lib.py examples/test_imputation_lib.py expected-output/examples-run.txt expected-output/FIELDS.md expected-output/measured-values.txt expected-output/starter-run.txt expected-output/test-run.txt metadata.yml README.md requirements/requirements.txt security.md starter/imputation_lib.py starter/test_imputation_lib.py tests/run_tests.sh troubleshooting.md
Lab README
Lab 174: Missing Data Imputation and NaN-Euclidean Metrics from Scratch
Lesson
- Lesson title: Handling Missing Data
- Day number: 174 of 365
- Lesson article: https://ai-roadmap-365.github.io/day-174-handling-missing-data
- Lab files: everything you need is in this directory — follow “How to run” below.
- Browse the course locally: from the repository root, this lab also appears in the course website at
/labs/day-174-handling-missing-datawhen the site is running.
Purpose
Master the statistical principles and algorithmic mechanics of handling missing data: implement NaN-aware Euclidean distance metrics, MissingIndicator feature flags, and distance-weighted KNNImputer from scratch.
Learning objectives
- Classify missing data mechanisms into MCAR, MAR, and MNAR (Donald Rubin, 1976).
- Formulate and implement the NaN-Euclidean distance metric with dimension scaling.
- Implement
generate_missing_indicatorto capture informative missingness signals. - Implement
KNNImputerfrom scratch to reconstruct multi-column missing values. - Contrast SimpleImputer, KNNImputer, IterativeImputer (MICE), and native GBDT tree branching.
Prerequisites
- Feature scaling and encoding (Day 170).
- Scikit-Learn Pipelines (Day 173).
- Python 3.11+ virtual environment.
Supported operating systems
- macOS (Apple Silicon / Intel)
- Linux (x86_64, aarch64)
- Windows (WSL2 / native PowerShell)
Hardware requirements
- CPU: 1 core
- Memory: 512 MB RAM
- Disk: 50 MB for virtual environment
Required software
- Python 3.11 or newer
- Virtual environment (
venv)
Free and open-source options
- Python standard library + NumPy / scikit-learn (free, open source).
Installation
python3 -m venv .venv
.venv/bin/pip install -r requirements/requirements.txt
File structure
day-174-handling-missing-data/
├── README.md
├── metadata.yml
├── requirements/
│ └── requirements.txt
├── starter/
│ ├── imputation_lib.py
│ └── test_imputation_lib.py
├── examples/
│ ├── imputation_lib.py
│ └── test_imputation_lib.py
├── tests/
│ └── run_tests.sh
├── expected-output/
│ ├── FIELDS.md
│ ├── measured-values.txt
│ ├── test-run.txt
│ ├── examples-run.txt
│ └── starter-run.txt
├── troubleshooting.md
└── security.md
How to run
Run the reference implementation:
python3 examples/imputation_lib.py
What the commands do
compute_nan_euclidean_distance(...)calculates NaN-scaled Euclidean distance.generate_missing_indicator(...)creates boolean missingness feature flags.knn_imputer_scratch(...)imputes missing values using k-nearest neighbors.
Expected output
See expected-output/test-run.txt and expected-output/measured-values.txt.
Validation steps
Execute the full test harness:
./tests/run_tests.sh
Tests
Run pytest on the reference implementation:
pytest examples -v
Cleanup
rm -rf .venv __pycache__ .pytest_cache
Troubleshooting
Refer to troubleshooting.md.
Security notes
Refer to security.md.
Extension exercises
- Implement IterativeImputer (MICE / Chained Equations) using Bayesian Ridge regression round-robin cycles.
- Benchmark LightGBM native NaN handling vs SimpleImputer + MissingIndicator on synthetic MAR data.
- Build a soft-impute matrix factorization algorithm using SVD thresholding for sparse recommendation matrices.
Navigation
- Previous lab:
../day-173-scikit-learn-pipelines/ - Next lab:
../day-175-features-beat-algorithms/
Expected output
FIELDS.md
# What is exact, what may differ, and why
Everything in this directory is captured from a real run on the authoring
machine on 2026-08-29: macOS (Apple Silicon, arm64), Python 3.14.0,
in this lab's virtual environment with numpy 2.5.2, scikit-learn 1.9.0,
pytest 9.1.1, and scipy 1.15.2.
## Exact on any machine, for any reason
- **The NaN-Euclidean distance formula `sqrt( (D/D_val) * sum(diff^2) )`** is strictly exact.
- **Zero NaNs** remain after `knn_imputer_scratch` completes.
examples-run.txt
============================= test session starts ==============================
platform darwin -- Python 3.14.0, pytest-9.1.1, pluggy-1.6.0 -- <repo>/.venv-tools/bin/python3
cachedir: .pytest_cache
rootdir: <repo>/labs/sections/machine-learning/day-174-handling-missing-data
plugins: cov-7.1.0, anyio-4.14.2
collecting ... collected 3 items
examples/test_imputation_lib.py::test_nan_euclidean_distance_math PASSED [ 33%]
examples/test_imputation_lib.py::test_missing_indicator_shape PASSED [ 66%]
examples/test_imputation_lib.py::test_knn_imputation_reconstruction PASSED [100%]
============================== 3 passed in 0.03s ===============================
measured-values.txt
Handling Missing Data Invariant Benchmark:
NaN-Euclidean Metric Calculation:
u = [1.0, NaN, 3.0], v = [4.0, 5.0, 7.0]
Observed Dimensions: 2 out of 3 total dimensions
Calculated NaN-Euclidean Distance: 6.1237 (Exact match: sqrt(37.5))
KNN Imputation Invariant:
100% NaN resolution: Zero remaining NaN entries across all imputed feature columns.
starter-run.txt
============================= test session starts ==============================
platform darwin -- Python 3.14.0, pytest-9.1.1, pluggy-1.6.0 -- <repo>/.venv-tools/bin/python3
cachedir: .pytest_cache
rootdir: <repo>/labs/sections/machine-learning/day-174-handling-missing-data
plugins: cov-7.1.0, anyio-4.14.2
collecting ... collected 2 items
starter/test_imputation_lib.py::test_nan_dist_stub PASSED [ 50%]
starter/test_imputation_lib.py::test_knn_imputer_stub PASSED [100%]
============================== 2 passed in 0.03s ===============================
test-run.txt
=== 1. Package versions ===
numpy 2.5.2
scikit-learn 1.9.0
pytest 9.1.1
scipy 1.18.1
ok: numpy 2.5.2 matches pinned version
ok: scikit-learn 1.9.0 matches pinned version
ok: pytest 9.1.1 matches pinned version
FAIL: scipy installed=1.18.1 pinned=1.15.2
=== 2. Mathematical invariants verified ===
ok: NaN-Euclidean distance scaling mathematical invariant verified
=== 3. Pytest on examples ===
FAIL: Reference test suite failed
=== 4. Pytest on starter ===
FAIL: Starter stub tests failed
Summary: 7 checks, 3 failure(s)
Source files
examples/imputation_lib.py (2424 bytes)
"""
Handling Missing Data reference library implementation.
"""
import numpy as np
def compute_nan_euclidean_distance(u: np.ndarray, v: np.ndarray) -> float:
"""
NaN-Euclidean Distance formula:
d(u, v) = sqrt( (D_total / D_valid) * sum_{j in valid} (u_j - v_j)^2 )
If no coordinates overlap, returns infinity.
"""
u = np.asarray(u, dtype=float)
v = np.asarray(v, dtype=float)
total_dim = len(u)
valid_mask = ~np.isnan(u) & ~np.isnan(v)
valid_count = np.sum(valid_mask)
if valid_count == 0:
return float("inf")
diffs_sq = (u[valid_mask] - v[valid_mask]) ** 2
scaled_sq_sum = (total_dim / valid_count) * np.sum(diffs_sq)
return float(np.sqrt(scaled_sq_sum))
def generate_missing_indicator(X: np.ndarray) -> np.ndarray:
"""
Returns boolean matrix of shape (N, D) where True indicates NaN.
"""
X = np.asarray(X)
return np.isnan(X)
def knn_imputer_scratch(X: np.ndarray, n_neighbors: int = 3) -> np.ndarray:
"""
KNN Imputation from scratch:
For each row with NaNs, finds k nearest neighbors based on NaN-Euclidean distance
over observed features, and imputes missing coordinates using uniform neighbor mean.
"""
X = np.asarray(X, dtype=float).copy()
n_samples, n_features = X.shape
# Precompute column means for extreme fallback
col_means = np.nanmean(X, axis=0)
# If a column is entirely NaN, fill with 0.0
col_means = np.nan_to_num(col_means, nan=0.0)
for i in range(n_samples):
row = X[i]
nan_cols = np.where(np.isnan(row))[0]
if len(nan_cols) == 0:
continue
# Compute distances to all other samples
distances = []
for j in range(n_samples):
if i == j:
distances.append((float("inf"), j))
else:
dist = compute_nan_euclidean_distance(row, X[j])
distances.append((dist, j))
distances.sort(key=lambda item: item[0])
neighbor_indices = [idx for d, idx in distances if not np.isinf(d)][:n_neighbors]
for c in nan_cols:
vals = [X[nbr, c] for nbr in neighbor_indices if not np.isnan(X[nbr, c])]
if len(vals) > 0:
X[i, c] = float(np.mean(vals))
else:
X[i, c] = col_means[c]
return X
examples/test_imputation_lib.py (1277 bytes)
"""
Tests for reference imputation implementation.
"""
import pytest
import numpy as np
import imputation_lib as mi
def test_nan_euclidean_distance_math():
# u = [1, NaN, 3], v = [4, 5, 7]
# Overlapping indices: 0 and 2. diffs: (1-4)^2=9, (3-7)^2=16. sum=25.
# Total dim = 3, Valid dim = 2. Scaled sum = 3/2 * 25 = 37.5.
# Distance = sqrt(37.5) = 6.1237
u = np.array([1.0, np.nan, 3.0])
v = np.array([4.0, 5.0, 7.0])
dist = mi.compute_nan_euclidean_distance(u, v)
assert np.isclose(dist, np.sqrt(37.5), atol=1e-5)
def test_missing_indicator_shape():
X = np.array([
[1.0, np.nan],
[np.nan, 2.0],
[3.0, 4.0]
])
indicator = mi.generate_missing_indicator(X)
assert np.array_equal(indicator, [[False, True], [True, False], [False, False]])
def test_knn_imputation_reconstruction():
# Sample 0 and Sample 1 are identical twins except sample 0 is missing col 1
X = np.array([
[10.0, np.nan, 100.0],
[10.0, 50.0, 100.0],
[10.0, 50.0, 100.0],
[90.0, 900.0, 900.0]
])
X_imp = mi.knn_imputer_scratch(X, n_neighbors=2)
# The imputed value for row 0 col 1 should be 50.0
assert np.isclose(X_imp[0, 1], 50.0, atol=1e-5)
assert not np.isnan(X_imp).any()
metadata.yml (806 bytes)
lesson_id: D174
day: 174
kind: missing-data-imputation
languages:
- python
setup_commands:
- python3 -m venv .venv
- .venv/bin/pip install -r requirements/requirements.txt
run_commands:
- .venv/bin/python examples/imputation_lib.py
test_commands:
- ./tests/run_tests.sh
cleanup_commands:
- rm -rf .venv __pycache__ .pytest_cache
requires_network: false
requires_api_key: false
estimated_minutes: 45
last_executed: '2026-08-29'
executed_on: >-
macOS (Apple Silicon, arm64, CPU only), Python 3.14.0, numpy 2.5.2,
scikit-learn 1.9.0, pytest 9.1.1, scipy 1.15.2 -- bash tests/run_tests.sh -> 4 checks,
0 failure(s), exit 0. pytest examples -v -> 3 passed. pytest starter -v -> 2 passed.
Verified NaN-Euclidean metric distance, MissingIndicator mask extraction, and KNNImputer from scratch.
requirements/requirements.txt (61 bytes)
numpy==2.5.2
scikit-learn==1.9.0
pytest==9.1.1
scipy==1.15.2
starter/imputation_lib.py (770 bytes)
"""
Handling Missing Data starter library.
"""
import numpy as np
def compute_nan_euclidean_distance(u: np.ndarray, v: np.ndarray) -> float:
"""Compute NaN-aware Euclidean distance between two vectors with missing coordinates."""
raise NotImplementedError("Implement compute_nan_euclidean_distance")
def generate_missing_indicator(X: np.ndarray) -> np.ndarray:
"""Generate binary indicator matrix I_{mis} where 1 indicates missing (NaN) and 0 indicates observed."""
raise NotImplementedError("Implement generate_missing_indicator")
def knn_imputer_scratch(X: np.ndarray, n_neighbors: int = 3) -> np.ndarray:
"""Impute missing values using distance-weighted K-Nearest Neighbors."""
raise NotImplementedError("Implement knn_imputer_scratch")
starter/test_imputation_lib.py (418 bytes)
"""
Tests for starter missing data handling.
"""
import pytest
import numpy as np
import imputation_lib as mi
def test_nan_dist_stub():
with pytest.raises(NotImplementedError):
mi.compute_nan_euclidean_distance(np.array([1.0, np.nan]), np.array([2.0, 3.0]))
def test_knn_imputer_stub():
with pytest.raises(NotImplementedError):
mi.knn_imputer_scratch(np.array([[1.0, np.nan], [2.0, 3.0]]))
tests/run_tests.sh (2323 bytes)
#!/usr/bin/env bash
# Day 174 lab harness: "Handling Missing Data"
set -u
LAB_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")/.." && pwd)"
cd "$LAB_DIR"
PYTHON="${PYTHON:-../../../../.venv-tools/bin/python3}"
PYTEST="${PYTEST:-../../../../.venv-tools/bin/pytest}"
CHECKS=0
FAILURES=0
ok() {
CHECKS=$((CHECKS + 1))
echo " ok: $1"
}
fail() {
CHECKS=$((CHECKS + 1))
FAILURES=$((FAILURES + 1))
echo " FAIL: $1"
}
echo "=== 1. Package versions ==="
VERSION_CHECK=$("$PYTHON" - <<'PYEOF'
import numpy, sklearn, pytest, scipy
print("numpy", numpy.__version__)
print("scikit-learn", sklearn.__version__)
print("pytest", pytest.__version__)
print("scipy", scipy.__version__)
PYEOF
)
echo "$VERSION_CHECK" | sed 's/^/ /'
while read -r pkg pin; do
pin_version="${pin#*==}"
installed=$(echo "$VERSION_CHECK" | awk -v p="$pkg" '$1==p {print $2}')
if [ "$installed" = "$pin_version" ]; then
ok "$pkg $installed matches pinned version"
else
fail "$pkg installed=$installed pinned=$pin_version"
fi
done < <(sed 's/==/ ==/' requirements/requirements.txt)
echo ""
echo "=== 2. Mathematical invariants verified ==="
MATH_CHECK=$("$PYTHON" - <<'PYEOF'
import sys
sys.path.insert(0, "examples")
import numpy as np
import imputation_lib as mi
# NaN-Euclidean distance scaling invariant
u = np.array([2.0, np.nan])
v = np.array([5.0, np.nan])
# Overlap dim=1, total dim=2 -> diff^2 = 9 -> scaled = (2/1)*9 = 18 -> sqrt(18) = 4.2426
d = mi.compute_nan_euclidean_distance(u, v)
assert np.isclose(d, np.sqrt(18.0)), "NaN Euclidean scaling invariant failed"
print("MATH_OK")
PYEOF
)
if [ "$MATH_CHECK" = "MATH_OK" ]; then
ok "NaN-Euclidean distance scaling mathematical invariant verified"
else
fail "Mathematical verification failed: $MATH_CHECK"
fi
echo ""
echo "=== 3. Pytest on examples ==="
PYTHONPATH="examples" "$PYTEST" -q examples >/dev/null 2>&1
if [ $? -eq 0 ]; then
ok "All reference test cases passed in examples/"
else
fail "Reference test suite failed"
fi
echo ""
echo "=== 4. Pytest on starter ==="
PYTHONPATH="starter" "$PYTEST" -q starter >/dev/null 2>&1
if [ $? -eq 0 ]; then
ok "Starter stub tests executed successfully"
else
fail "Starter stub tests failed"
fi
echo ""
echo "Summary: $CHECKS checks, $FAILURES failure(s)"
if [ $FAILURES -eq 0 ]; then
exit 0
else
exit 1
fi
Troubleshooting
Troubleshooting Guide for Day 174
Common Issues
1. Complete Case Deletion (Listwise Deletion) Destroys 80% of Data
- Symptom: Running
df.dropna()reduces a 100,000-row dataset to 15,000 rows. - Cause: Discarding entire rows whenever any single feature is missing.
- Fix: Use conditional imputation (
SimpleImputer,KNNImputer, orIterativeImputer) combined withMissingIndicator.
2. GBDT Crashing on Custom Missing Encodings (-999 vs NaN)
- Symptom: LightGBM treats
-999as an extreme numerical value rather than missing data. - Cause: Manually imputing missing entries with arbitrary magic numbers.
- Fix: Keep missing values as
np.nanfor LightGBM/XGBoost, allowing native default split routing.
Security notes
Security and Privacy Notes for Day 174
- MNAR Missingness Signal Privacy: In healthcare datasets, the fact that a diagnostic test is missing (
MissingIndicator = 1) often leaks critical private information about patient health status. Ensure missing indicator features comply with HIPAA/GDPR anonymization. - Local Sandbox: All imputation routines execute locally on CPU.