Restoring missing data using neural network

I have data with empty values in some columns. I need to recover them using neural networks. Search in Google did not give me a specific answer: what should I do. In general, for this request, I found little information. It occurred to me one way, but I'm not sure if it is correct. I tried to depict the meaning in paint. I hope my meaning is clear fashion.

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I would just fill in the blanks by averaging nearest neightbors.
Hope this helps.
Greg

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