  We consider the problem of quantitatively evaluating missing value imputation
algorithms. Given a dataset with missing values and a choice of several
imputation algorithms to fill them in, there is currently no principled way to
rank the algorithms using a quantitative metric. We develop a framework based
on treating imputation evaluation as a problem of comparing two distributions
and show how it can be used to compute quantitative metrics. We present an
efficient procedure for applying this framework to practical datasets,
demonstrate several metrics derived from the existing literature on comparing
distributions, and propose a new metric called Neighborhood-based Dissimilarity
Score which is fast to compute and provides similar results. Results are shown
on several datasets, metrics, and imputations algorithms.
