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not-MIWAE: Deep Generative Modelling with Missing not at Random Data

ICLR 2021 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Variational methods for sequence models · 20 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Model the self-masking process with known direction rather than use standard PPCAPPCA on UCI datasets · Banknote, Concrete, Red, White, Yeast, Breastimputation RMSE: 1.39 ± 0.00 -> 0.57 ± 0.00; 1.61 ± 0.00 -> 1.31 ± 0.00; 1.61 ± 0.00 -> 1.13 ± 0.00; 1.57 ± 0.00 -> 0.99 ± 0.00; 1.67 ± 0Helped
Use a self-masking model with known direction rather than an agnostic missing model (ablation)not-MIWAE - PPCA on UCI datasets · Banknote, Concrete, Red, White, Yeast, Breastimputation RMSE: 1.25 ± 0.15 -> 0.57 ± 0.00; 1.47 ± 0.01 -> 1.31 ± 0.00; 1.32 ± 0.00 -> 1.13 ± 0.00; 1.27 ± 0.01 -> 0.99 ± 0.00; 1.20 ± 0Helped
Use a self-masking model with known direction rather than an agnostic missing model (ablation)not-MIWAE on UCI datasets · Banknote, Concrete, Red, White, Yeast, Breastimputation RMSE: 0.80 ± 0.08 -> 0.74 ± 0.05; 2.63 ± 0.12 -> 1.12 ± 0.04; 1.30 ± 0.01 -> 1.07 ± 0.00; 1.37 ± 0.00 -> 1.04 ± 0.00; 1.43 ± 0Mixed
Use a flexible deep data model with an agnostic missing model instead of a PPCA-like data modelnot-MIWAE on UCI datasets · Concrete and Yeastimputation RMSE: 1.47 ± 0.01 -> 2.63 ± 0.12; 1.20 ± 0.05 -> 1.43 ± 0.02Hurt
Jointly model the missing process rather than ignore itnot-MIWAE Gaussian versus MIWAE Gaussian · Yahoo! R3 MCAR test-setimputation MSE: 2.055 ± 0.001 -> 0.939 ± 0.007Helped
Use Gaussian rather than categorical observation model (ablation)not-MIWAE on Yahoo! R3 · Yahoo! R3 MCAR test-setimputation MSE: 1.293 ± 0.006 -> 0.939 ± 0.007Helped
Model MNAR selection jointly without using propensity estimatesnot-MIWAE Gaussian versus propensity-based baselines · Yahoo! R3 MCAR test-setimputation MSE: 0.966 -> 0.939 ± 0.007; 0.957 -> 0.939 ± 0.007Helped

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