I am giving a fixed amount of data to TMVA of which some of the values will be sometimes be missing. The reason for this is I am giving it track information and per event there are a variable number of tracks but I always provide the same number of input variables. Effectively I would like TMVA to ignore these missing values or to treat them as anomalies, so to that effect I have been setting those values that are missing to a very large negative number i.e -1E33, which is a non-physical number for my distributions as no variables are of this order of magnitude (i.e this is very far away from the distributions) and indeed many of them have only positive values. I was wondering if what I am doing is correct or whether doing so might effect my training in some way? If so, what other options do I have regarding these missing values?
Thanks in advance.