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Multiple Imputation with Denoising Autoencoder using Metamorphic Truth and Imputation Feedback

Published 19 Feb 2020 in cs.LG, stat.ME, and stat.ML | (2002.08338v2)

Abstract: 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.

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