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Missing Data Imputation and Acquisition with Deep Hierarchical Models and Hamiltonian Monte Carlo

NeurIPS 2022 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Sequential Monte Carlo for inference · 5 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add hierarchical latent layers (VAE to H-VAE) (ablation)VAE · MNISTNLL of unobserved features: 0.124 -> 0.119Helped
add HMC inference (VAE to HMC-VAE) (ablation)VAE · MNISTNLL of unobserved features: 0.124 -> 0.101Helped
combine hierarchy and HMC (HH-VAE) (ablation)VAE · MNISTNLL of unobserved features: 0.124 -> 0.094Helped
combine hierarchy and HMC (HH-VAE) (ablation)VAE · Fashion-MNISTNLL of unobserved features: 0.162 -> 0.144Helped
add HMC and hierarchy (ablation)VAE · MNISTNLL of predicted target: 0.153 -> 0.056Helped
add HMC and hierarchy (ablation)VAE · Fashion-MNISTNLL of predicted target: 0.501 -> 0.337Helped
add hierarchical layers without HMC (H-VAE) (ablation)VAE · MNISTaccuracy of predicted digits: 0.953 -> 0.953No clear effect
add HMC and hierarchy (ablation)VAE · MNISTaccuracy of predicted digits: 0.953 -> 0.981Helped
add HMC and hierarchy (ablation)VAE · Fashion-MNISTaccuracy of predicted digits: 0.824 -> 0.876Helped
replace VAEM with HH-VAEMVAEM · UCI YatchRMSE of unobserved features: 0.93 -> 0.90Helped
replace HMC-VAE with HH-VAEM (ablation)HMC-VAE · UCI InsuranceNLL of observed features: 0.92 -> 0.95Hurt
HH-VAEM replaces VAEMVAEM · UCI Banktraining time (minutes): 29.92 -> 316.81Hurt

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