What are the methods that decision tree learning algorithms use to deal with missing values.
Do they simply full the slot in using a value called missing?
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There are several methods used by various decision trees. Simply ignoring the missing values (like ID3 and other old algorithms does) or treating the missing values as another category (in case of a nominal feature) are not real handling missing values. However those approaches were used in the early stages of decision tree development.
The real handling approaches to missing data does not use data point with missing values in the evaluation of a split. However, when child nodes are created and trained, those instances are distributed somehow.
I know about the following approaches to distribute the missing value instances to child nodes: