For the Pipeline: https://github.com/scikit-learn/scikit-learn/pull/2148/files#L1R985

> So there are two kinds of missing values?

Yes. For example: If you have a matrix where (i, j) is the rating that the user i gave to the movie j. You may want to impute the ratings that the active users would give to the movies that are actually in theaters. In this case:
* np.nan (or something else) for these ratings
* 0 for the rest of the missing ratings