I'm working on the dataset with lots of NA values with sklearn and pandas.DataFrame. I implemented different imputation strategies for different columns of the dataFrame based column names. For example NAs predictor 'var1' I impute with 0's and for 'var2' with mean.
When I try to cross validate my model using train_test_split it returns me a nparray which does not have column names. How can I impute missing values in this nparray?
P.S. I do not impute missing values in the original data set before splitting on purpose so I keep test and validation sets separately.