Are there ML Libs in Python robust to missing data?
In general Weka can handle missing values, which are marked as ? in the .arff format. However this doesn't mean that every learning algorithm in Weka has a specific mechanism to deal with them, and unfortunately the documentation is a bit poor about this point. So as far as I'm aware, one has to study the source code and/or do some experiments in order to find out exactly what a particular class does with missing values.
Weka is in Java but there is a wrapper for Python.