Tidymodels recipes step_impute_mice() MICE imputation


First, I've recently discovered Tidymodels and I'm impressed with the work, great job.

Apologies if this is a naïve question or if this has already been asked, is it possible to create a MICE imputation step in recipes? I know caret::preProcess() didn't have a MICE option either, which makes me think that perhaps a MICE imputation step can't be done or is perhaps too difficult to do. One of the difficulties I've encountered with mice is applying the imputation scheme to other datasets, such as the test set.

Anyway, I've been curious about this for a while and thought I'd finally ask.

Thank you!

MICE is generally used for multiple imputation in the service of getting proper inferential analyses. While tidymodels does support/do inferential models, recipes only supports single imputation.

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