I have a training data set and I was able to find some interesting patterns in the missing values, and I used binary variables in order to represent the missingness. I am going to train a model, say a random forest, but I am unsure as to how to utilize my missing value indicators. Do I need to create the same variables (obviously different patterns) in the test set and then run the model? I assume that this is what I need to do, but I was not sure if there was a way that I could do this automatically.
This is not just a programming issue. I am sort of confused as to how to utilize the missing value pattern. Do I cluster observations based on the pattern? Do I explicitly utilize the missing value indicators?