title: Mutual Info scoring (MI Scoring) on standardized features in Python
body: <p>I'll try not to beat around the bush.
  How would you approach, if you had imputed a lot of numerical features with k-Nearest Neighbors imputer and then wanted to get some MI scores on all of your features?</p>
  <p>As you can't store mentioned numerical features back into your &quot;old&quot; dataframe (because you have to standardize the values first and the dataframe contains object features too) and you can't use your &quot;old&quot; dataframe to build the MI scores because of the various null values.</p>
  <p>Trying to solve this for about 2 hours now, maybe I can't see the tree in the forest anymore :D</p>
  <p>PS: I'd like the idea to impute with KNN (just learned about it) so I didn't want to bother with an alternative solution that gives my the same robustness.</p>