Numerous real-world data contain missing values, while in contrast, most Machine Learning (ML) algorithms assume complete datasets. For this reason, several imputation algorithms have been proposed to predict and fill in the missing values. Given the advances in predictive modeling algorithms tuned in an Automated Machine Learning context (AutoML) setting, a question that naturally arises is to what extent sophisticated imputation algorithms (e.g., Neural Network based) are really needed, or we can obtain a descent performance using simple methods like Mean/Mode (MM). In this article, we experimentally compare six state-of-the-art representatives of different imputation algorithmic families from an AutoML predictive modeling perspective, including a feature selection step and combined algorithm and hyper-parameter selection. We used a commercial AutoML tool for our experiments, in which we included the selected imputation methods. Experiments ran on 25 binary classification real-world incomplete datasets with missing values and 10 binary classification complete datasets in which synthetic missing values are introduced according to different missingness mechanisms, at varying missing frequencies. The main conclusion drawn from our experiments is that the best method on average is the Denoise AutoEncoder on real-world datasets and the MissForest in simulated datasets, followed closely by MM. In addition, binary indicator variables encoding missingness patterns actually improve predictive performance, on average. Last, although there are cases where Neural-Network-based imputation significantly improves predictive performance, this comes at a great computational cost and requires measuring all feature values to impute new samples.

MOTIVATION: Genome-wide association studies (GWAS) present several computational and statistical challenges for their data analysis, including knowledge discovery, interpretability, and translation to clinical practice. RESULTS: We develop, apply, and comparatively evaluate an automated machine learning (AutoML) approach, customized for genomic data that delivers reliable predictive and diagnostic models, the set of genetic variants that are important for predictions (called a biosignature), and an estimate of the out-of-sample predictive power. This AutoML approach discovers variants with higher predictive performance compared to standard GWAS methods, computes an individual risk prediction score, generalizes to new, unseen data, is shown to better differentiate causal variants from other highly correlated variants, and enhances knowledge discovery and interpretability by reporting multiple equivalent biosignatures. AVAILABILITY AND IMPLEMENTATION: Code for this study is available at: https://github.com/mensxmachina/autoML-GWAS. JADBio offers a free version at: https://jadbio.com/sign-up/. SNP data can be downloaded from the EGA repository (https://ega-archive.org/). PRS data are found at: https://www.aicrowd.com/challenges/opensnp-height-prediction. Simulation data to study population structure can be found at: https://easygwas.ethz.ch/data/public/dataset/view/1/.