The problem of missing values in multivariable time series is a key challenge in many applications such as clinical data mining. Although many imputation methods show their effectiveness in many applications, few of them are designed to accommodate clinical multivariable time series. In this work, we propose a multiple imputation model that capture both cross-sectional information and temporal correlations. We integrate Gaussian processes with mixture models and introduce individualized mixing weights to handle the variance of predictive confidence of Gaussian process models. The proposed model is compared with several state-of-the-art imputation algorithms on both real-world and synthetic datasets. Experiments show that our best model can provide more accurate imputation than the benchmarks on all of our datasets.
Missing data is a significant problem impacting all domains. State-of-the-art framework for minimizing missing data bias is multiple imputation, for which the choice of an imputation model remains nontrivial. We propose a multiple imputation model based on overcomplete deep denoising autoencoders. Our proposed model is capable of handling different data types, missingness patterns, missingness proportions and distributions. Evaluation on several real life datasets show our proposed model significantly outperforms current state-of-the-art methods under varying conditions while simultaneously improving end of the line analytics.
Although data may be abundant, complete data is less so, due to missing columns or rows. This missingness undermines the performance of downstream data products that either omit incomplete cases or create derived completed data for subsequent processing. Appropriately managing missing data is required in order to fully exploit and correctly use data. We propose a Multiple Imputation model using Denoising Autoencoders to learn the internal representation of data. Furthermore, we use the novel mechanisms of Metamorphic Truth and Imputation Feedback to maintain statistical integrity of attributes and eliminate bias in the learning process. Our approach explores the effects of imputation on various missingness mechanisms and patterns of missing data, outperforming other methods in many standard test cases.
Often in real-world datasets, especially in high dimensional data, some feature values are missing. Since most data analysis and statistical methods do not handle gracefully missing values, the first step in the analysis requires the imputation of missing values. Indeed, there has been a long standing interest in methods for the imputation of missing values as a pre-processing step. One recent and effective approach, the IRMI stepwise regression imputation method, uses a linear regression model for each real-valued feature on the basis of all other features in the dataset. However, the proposed iterative formulation lacks convergence guarantee. Here we propose a closely related method, stated as a single optimization problem and a block coordinate-descent solution which is guaranteed to converge to a local minimum. Experiments show results on both synthetic and benchmark datasets, which are comparable to the results of the IRMI method whenever it converges. However, while in the set of experiments described here IRMI often does not converge, the performance of our methods is shown to be markedly superior in comparison with other methods.
Due to complex experimental settings, missing values are common in biomedical data. To handle this issue, many methods have been proposed, from ignoring incomplete instances to various data imputation approaches. With the recent rise of deep neural networks, the field of missing data imputation has oriented towards modelling of the data distribution. This paper presents an approach based on Monte Carlo dropout within (Variational) Autoencoders which offers not only very good adaptation to the distribution of the data but also allows generation of new data, adapted to each specific instance. The evaluation shows that the imputation error and predictive similarity can be improved with the proposed approach.