mice3d 0.1.0

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3D-MICE

Implementation of 3D-MICE (3-Dimensional Multiple Imputation with Chained Equations) using only scikit-learn.

Based on: Luo et al. (2017). 3D-MICE: integration of cross-sectional and longitudinal imputation for multi-analyte longitudinal clinical data. JAMIA.

Installation

uv sync

Usage

Run Comparison Experiment

# Full test set
uv run python experiments/compare_imputers.py

# Quick test with limited samples
uv run python experiments/compare_imputers.py --max-samples 100

Use as Library

from src.imputers.mice_3d import MICE3D
from src.imputers.locf import LOCFImputer
from src.imputers.median import MedianImputer

# 3D-MICE imputation
imputer = MICE3D(mice_max_iter=10, random_state=42)
X_imputed = imputer.fit_transform(X)  # X shape: (n_samples, n_timesteps, n_features)

# Baseline imputers
locf = LOCFImputer()
median = MedianImputer()

Results on PhysioNet2012

Method	MAE ↓	RMSE ↓	MRE ↓
3D-MICE	12.36	60.73	0.169
LOCF	13.58	58.71	0.186
Median	19.42	78.55	0.265

3D-MICE outperforms LOCF by 8.9% and Median by 36.3% on MAE.

Benchmarking with BenchPOTS

Install dev dependencies to access benchmarking datasets:

uv sync --dev

Load PhysioNet2012 Dataset

from benchpots.datasets import preprocess_physionet2012

# Load with artificial missing pattern for evaluation
data = preprocess_physionet2012(
    subset="all",       # 'all', 'set-a', 'set-b', or 'set-c'
    rate=0.1,           # 10% additional missing rate
    pattern="point",    # 'point', 'subseq', or 'block'
)

# Data splits
train_X = data["train_X"]              # Training data with missing values
train_X_ori = data["train_X_ori"]      # Ground truth
train_mask = data["train_indicating_mask"]  # Mask for artificially masked values

Run Benchmark

from src.imputers.mice_3d import MICE3D
from src.evaluation import evaluate_imputation

imputer = MICE3D(random_state=42)
X_imputed = imputer.fit_transform(data["test_X"])

metrics = evaluate_imputation(
    X_imputed, 
    data["test_X_ori"], 
    data["test_indicating_mask"]
)
print(f"MAE: {metrics['MAE']:.4f}, RMSE: {metrics['RMSE']:.4f}")

Other Datasets

BenchPOTS supports many time series datasets:

from benchpots.datasets import preprocess_physionet2019  # Sepsis prediction
from benchpots.datasets import preprocess_beijing_multisite_airquality

See BenchPOTS documentation for full dataset list.

Algorithm

3D-MICE combines:

1. Cross-sectional MICE (sklearn.impute.IterativeImputer): Captures feature correlations at each timestep
2. Longitudinal GP (sklearn.gaussian_process.GaussianProcessRegressor): Captures temporal patterns
3. Variance-weighted combination: Blends both estimates

Citation

@article{luo20173d,
  title={3D-MICE: integration of cross-sectional and longitudinal imputation for multi-analyte longitudinal clinical data},
  author={Luo, Yuan and Szolovits, Peter and Dighe, Anand S and Baron, Jason M},
  journal={Journal of the American Medical Informatics Association},
  volume={25},
  number={6},
  pages={645--653},
  year={2017},
  publisher={Oxford University Press}
}