Improving Missing Data Imputation with Deep Generative Models
This work addresses missing data issues in industry applications, but it is incremental as it builds on prior deep generative models without introducing a fundamentally new approach.
This paper tackles the problem of missing data imputation using deep generative models by comparing existing methods and proposing improvements, finding that the best model depends on dataset characteristics like categorical variables and stability varies across runs.
Datasets with missing values are very common on industry applications, and they can have a negative impact on machine learning models. Recent studies introduced solutions to the problem of imputing missing values based on deep generative models. Previous experiments with Generative Adversarial Networks and Variational Autoencoders showed interesting results in this domain, but it is not clear which method is preferable for different use cases. The goal of this work is twofold: we present a comparison between missing data imputation solutions based on deep generative models, and we propose improvements over those methodologies. We run our experiments using known real life datasets with different characteristics, removing values at random and reconstructing them with several imputation techniques. Our results show that the presence or absence of categorical variables can alter the selection of the best model, and that some models are more stable than others after similar runs with different random number generator seeds.