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MIDAS2

Implementation of MIDAS in PyTorch. See Lall and Robinson (2022) for the original paper.

In addition to migrating to torch, this new version adds the following functionality:

  • Models can be fit on X and used to impute on new data X'
  • Automatic detection of column-types

Example usage

MIDAS2 follows the sklearn API, with fit and transform methods of an imputer object.

from MIDAS2 import MIDAS

# Create a MIDAS model
mod = MIDAS()

# Fit the model to data
mod.fit(X, epochs = 10)

# Multiply impute missing data
X_imputed = mod.transform(m = 10)

CHANGELOG

  • Alpha release including combination rules function (26/06/2025)
  • Renamed the main module from 'MIDAS2' to 'model' (19/12/2024)
  • Restructured the package for easier install (19/12/2024)