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mlim is a multiple imputation software package based on machine learning. The difference between mlim and other imputation R packages is that mlim automatically fine-tunes the model for imputing each variable, hence, providing a more accurate imputation than other available packages. Moreover, mlim also automatically treats severely imbalance variables, leading to a fairer imputed values, which can improve the coefficients of the analysis. These features, to the author's knowledge, had not been implemented in any R package before.