Assuming you don't need the exact edge values that are specified in the 'YES' matrix (see my comment) here is what I would do:
import numpy as np
from scipy.interpolate import griddata
nan = np.NaN
dat = np.array([[ 1,    nan,  nan,  nan,   5,],
                [ nan,  nan,  nan,  nan,  nan,],
                [ nan,  6,    nan,  nan,  8,  ],
                [ nan,  nan,  9,    nan,  nan,],
                [ nan,  nan,  nan,  nan,  nan,],
                [ 0,    nan,  nan,  nan,  2,  ]])
def fill_nans(indata, method='linear'):
    """
    Fill NaN values in the input array `indata`.
    """
    # Find the non-NaN indices
    inds = np.nonzero(~np.isnan(indata))
    # Create an `out_inds` array that contains all of the indices of indata.
    out_inds = np.mgrid[[slice(s) for s in indata.shape]].reshape(indata.ndim, -1).T
    # Perform the interpolation of the non-NaN values to all the indices in the array:
    return griddata(inds, indata[inds], out_inds, method=method).reshape(indata.shape)
out = fill_nans(dat)
print(out)
Which gives,
[[ 1.          2.          3.          4.          5.        ]
 [ 0.8         4.          5.          5.83333333  6.5       ]
 [ 0.6         6.          6.66666667  7.33333333  8.        ]
 [ 0.4         5.25        9.          7.5         6.        ]
 [ 0.2         4.5         5.          5.5         4.        ]
 [ 0.          0.5         1.          1.5         2.        ]]
You could also do,
out2 = fill_nans(dat, method='cubic')
print(out2)
Which gives,
[[ 1.          2.34765155  3.45834401  4.33986447  5.        ]
 [ 2.24368285  4.39570784  5.76911468  6.7162754   6.94217514]
 [ 2.88169911  6.          7.62769189  8.27187136  8.        ]
 [ 2.79787395  6.53998191  9.          8.99319441  7.42165234]
 [ 1.87603253  5.20787111  6.8176744   6.80953373  5.26441632]
 [ 0.          1.73565977  2.59374609  2.65495937  2.        ]]
Obviously if you just wanted integer values, you could add a .round().astype(int) to the end of the fill_nans(...) call, in which case out is:
[[1 2 3 4 5]
 [1 4 5 6 6]
 [1 6 7 7 8]
 [0 5 9 8 6]
 [0 4 5 6 4]
 [0 0 1 2 2]]
And out2 is:
[[1 2 3 4 5]
 [2 4 6 7 7]
 [3 6 8 8 8]
 [3 7 9 9 7]
 [2 5 7 7 5]
 [0 2 3 3 2]]
Again, obviously these are not exactly the same as your 'YES' matrix, but hopefully it's helpful. Best of luck!