Hi @jnothman , can I jump on this or would I need to wait for other core devs to share their opinions first?

I think an initial implementation would be welcome.

I'm trying to confirm I understand the task very well.
Help me run through this pseudocode and point out anywhere I might be wrong to me.

1. Add a missing_values parameter to the init method of the OneHotEncoder class. This parameter will allow users specify what should be taken as a missing value. Available options should be either:

    - NaN
    _ None
   

2. Add a handle_missing parameter to the init method of the OneHotEncoder class. This parameter will allow users specify what happens to missing values as specified by the missing_values parameters. Available options should be either:

    - Replace with rows with NaN : Replace each row containing missing values with NaN(I'm still a little confused here)
    _ Replace with rows of zeros : Replace each row containing missing values with 0s.
    - Represent with another one hot column : Pick a one hot encoded column in the data and replace the row with it?
   

Perhaps:

X = [["A"],
     ["B"],
     [NaN],
     ["B"]]

handle_missing='all-missing':

Xt = [[  1,   0],
      [  0,   1],
      [NaN, NaN],
      [  0,   1]]

handle_missing='all-zero':

Xt = [[  1,   0],
      [  0,   1],
      [  0,   0],
      [  0,   1]]

handle_missing='category':

Xt = [[  1,   0,  0],
      [  0,   1,  0],
      [  0,   0,  1],
      [  0,   1,  0]]

A good idea might be to start by writing things other than the implementation:

• docstring
• tests
• doc/modules/preprocessing.rst where you could outline the pros and cons of each of these options

You don't need a complete implementation to open a PR, either

Is there any update on this issue - asking for min free in One Hot Encoder? Am I assuming correctly, that we also need to change the _fit-function of _BaseEncoder? This function call _check_X and is called in all the fit-functions. _check_X calls check_array but here nan values are not allowed.

Can this issue really be considered as easy? For me, this looks rather complex right now

#12025 is an open pull request, but it seems to be stalled and lacks tests (@Olamyy?). I wouldn't say the change is trivial, but it's not a big change either, if we only worry about NaN and not other representations of missing values.

I'll give this a try. I'll make a PR when I have enough progress.

Thanks @baluyotraf

I'm not sure if having the row of NaNs is worth supporting. It seems to make this much trickier as well.
I think the separate value makes a ton of sense, and if people don't want that, they can use the imputer first.
This should simplify the treatment in OHE.

Given my work on dabl, right now I'm more concerned with making things possible at all than making them very easy with sklearn.

What I found most annoying within this complex of things (and it's only tangentially related but not sure which issue would be the correct one, #2888 maybe?) is that I can't actually use the "constant" strategy on the categorical columns within a ColumnTransformer.
My naive approach would be to separate continuous and categorical, fill the nans in categorical with the string "missing" and then do one-hot-encoding.
However, that only works if the categorical variables were strings; otherwise SimpleImputer will raise an error.
Alternatively we could use "most_frequent" in SimpleImputer and add a MissingValueIndicator, but that seems less intuitive to me: it would mean the most frequent feature category would be "1" and the "missing" feature would be "1" as well.

I am also +1 for not supporting the option that would generate a row of nans, it sounds like YAGNI to me.

Let's consider the following data case with a CSV file with 2 categorical columns, where one uses string labels and the other uses integer labels:

>>> import pandas as pd                                                                                                                                                         
>>> from io import StringIO                                                                                                                                                     
>>> csv_content = """\ 
... f1,f2 
... "a",0 
... ,1 
... "b", 
... , 
... """                                                                                                                                                                         
>>> raw_df = pd.read_csv(StringIO(csv_content))                                                                                                                                 
>>> raw_df                                                                                                                                                                      
    f1   f2
0    a  0.0
1  NaN  1.0
2    b  NaN
3  NaN  NaN
>>> raw_df.dtypes                                                                                                                                                               
f1     object
f2    float64
dtype: object

So by default pandas will use float64 dtype for the int-valued column so as to be able to use nan as the missing value marker.

It's actually possible to use SimpleImputer with the constant strategy on this kind of heterogeneously typed data as it will convert it to a numpy array with object dtype:

>>> from sklearn.impute import SimpleImputer                                                                                                                                    
>>> imputed = SimpleImputer(strategy="constant", fill_value="missing").fit_transform(raw_df)
>>> imputed
array([['a', 0.0],
       ['missing', 1.0],
       ['b', 'missing'],
       ['missing', 'missing']], dtype=object)

However putting string values in an otherwise float valued column is weird and causes the OneHotEncoder to crash on that column:

>>> OneHotEncoder().fit_transform(imputed)                                                                                                                                      
Traceback (most recent call last):
  File "<ipython-input-48-04b9d558c891>", line 1, in <module>
    OneHotEncoder().fit_transform(imputed)
  File "/home/ogrisel/code/scikit-learn/sklearn/preprocessing/_encoders.py", line 358, in fit_transform
    return super().fit_transform(X, y)
  File "/home/ogrisel/code/scikit-learn/sklearn/base.py", line 556, in fit_transform
    return self.fit(X, **fit_params).transform(X)
  File "/home/ogrisel/code/scikit-learn/sklearn/preprocessing/_encoders.py", line 338, in fit
    self._fit(X, handle_unknown=self.handle_unknown)
  File "/home/ogrisel/code/scikit-learn/sklearn/preprocessing/_encoders.py", line 86, in _fit
    cats = _encode(Xi)
  File "/home/ogrisel/code/scikit-learn/sklearn/preprocessing/label.py", line 114, in _encode
    raise TypeError("argument must be a string or number")
TypeError: argument must be a string or number

Using the debugger to see the underlying exception reveals:

TypeError: '<' not supported between instances of 'str' and 'float'

One could use the column transformer to split the string valued categories from the number valued categorical columns and use suitable fill_value for constant imputing on each side.

However from a usability standpoint it would make sense to have OneHotEncoder be able to directly to do constant imputation with handle_missing="indicator".

We could also implement the zero strategy with handle_missing="zero". We need to decide about the default. missing_

We also need to make sure that nan passed only at transform time (without being seen in this column at fit time) should be accepted (with the zero encoding) so that cross-validation is possible on data with just a few missing values that might end up all in the validation split by chance.

Note that some datasets such as the Ames housing dataset from fetch_openml use None instead of np.nan for missing values in the object columns of a pandas dataframe that otherwise have str labels: #16702 (comment)

This also leads to a confusing error message TypeError: '<' not supported between instances of 'str' and 'NoneType': #16702.

take

Any updates on this?

I can't fit a dataset that contains 'nan' values.

@netomenoci I recently worked on this and here is my comment on this issue: #16749 (comment)

I am going to work on this with the goal of getting it into 0.24.

FYI, all of the encoders in sklearn-contrib/category_encoders already have the option to handle_unknown — it might be pretty straightforward to just port their missing handling logic from category_encoders.one_hot.OneHotEncoder

https://github.com/scikit-learn-contrib/category_encoders/tree/master/category_encoders