Multiple Imputation by Chained Equations with Random Forests
Multiple Imputation has been shown to
be a flexible method to impute missing values by
Van Buuren (2007) <10.1177>.
Expanding on this, random forests have been shown
to be an accurate model by Stekhoven and Buhlmann
<1105.0828> to impute missing values in datasets.
They have the added benefits of returning out of bag
error and variable importance estimates, as well as
being simple to run in parallel.1105.0828>10.1177>