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Probabilistic Imputation for Time-series Classification with Missing Data

ICML 2023 · Time series › Causal and generative time series · approach: Irregular series and imputation · 5 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add obsdropout (dropping observed values during classifier training) (ablation)supnotMIWAE classifier · MIMIC-IIIAUROC: 0.860 vs 0.849Helped
add obsdropout (ablation)supnotMIWAE classifier · PhysioNet 2012AUROC: 0.874 vs 0.866Helped
add obsdropout (ablation)supnotMIWAE classifier · Human Activity RecognitionAccuracy: 0.883 vs 0.867Helped
add MNAR assumption (not-MIWAE style missing model) (ablation)supnotMIWAE · MIMIC-IIIAUROC: 0.860 vs 0.851Helped
add MNAR assumption (ablation)supnotMIWAE · PhysioNet 2012AUROC: 0.874 vs 0.869 (MNAR helps slightly)Hurt
add MNAR assumption (ablation)supnotMIWAE · Human Activity RecognitionAccuracy: 0.883 vs 0.882No clear effect
add obsdropout and supervision in imputation setting (ablation)supnotMIWAE imputation · PhysioNet 2012MAE: 0.367 vs 0.377 (w/o obsdropout)Helped
remove supervision term from training (generative only) (ablation)supnotMIWAE imputation · MIMIC-IIIMAE: 0.149 vs 0.148No clear effect
proposed model (supnotMIWAE + obsdropout) vs GRU-based imputation baselinesclassification · MIMIC-IIIAUROC: 0.860 vs 0.856 (best GRU baseline, GRU-Forward)Helped
proposed model vs GRU-based imputation baselinesclassification · Human Activity RecognitionAccuracy: 0.883 vs 0.861 (GRU-Simple)Helped
proposed model vs SAITS and GP-VAE imputationimputation · PhysioNet 2012MAE: 0.367 vs 0.653 (SAITS)Helped

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