A kernel extension to handle missing data

Abstract

An extension for univariate kernels that deals with missing values is proposed. These extended kernels are shown to be valid Mercer kernels and can adapt to many types of variables, such as categorical or continuous. The proposed kernels are tested against standard RBF kernels in a variety of benchmark problems showing different amounts of missing values and variable types. Our experimental results are very satisfactory, because they usually yield slight to much better improvements over those achieved with standard methods.