Dimensionality reduction for feature extraction when missing some feature values I have two questions:
1-Which method is appropriate for dimensionality reduction for feature extraction when missing some feature values?
2-Which textbook is the best source for the answer in (1)?
Denoising autoencoders will be your bet in this case. I don't have a book handy for this case. They are good at reconstruction and calculate a good latent representation.  Just replace your missing feature with the mean or a fixed value.