Helper function to reverse one-hot encoding post-imputation.
coalesce_one_hot(X, var_name, fast = TRUE)
A vector of length equal to nrow(X)
, containing categorical labels corresponding to the columns of X
A data.frame, data.table or matrix, for a single variable
A character string, with the original variable label
Boolean, indicating whether to choose category with highest predicted probability (TRUE), or use predicted probabilities as weights in draw from random distribution