In CEEDesigns.GenerativeDesigns, while "distances" and "similarities" are provided by a user through a function call, an "uncertainty" is given as a type. See the following for reference:
data[!, ["RestingBP", "MaxHR", "Cholesterol", "FastingBS", "HeartDisease"]]; # the Mahalanobis distance only works with numeric features, so we selected a few, along with the target variable
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The Mahalanobis distance between a state with missing readouts for a subset of features and a "historical" row is essentially calculated as if we were setting the missing entry equal to the respective record in the "historical" row. See the following link for reference: