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Coding a custom imputer in scikit-learn

Learn how to create custom imputers, including groupby aggregation for more advanced use-cases

Eryk Lewinson
Towards Data Science
5 min readMay 21, 2020

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Working with missing data is an inherent part of the majority of the machine learning projects. A typical approach would be to use scikit-learn’s SimpleImputer (or another imputer from the sklearn.impute module). However, often the simplest…

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Data Scientist, quantitative finance, gamer. My latest book - Python for Finance Cookbook 2nd ed: https://t.ly/WHHP