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Unsupervised Anomaly Detection in The Presence of Missing Values
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Proposes ImAD, an end-to-end unsupervised anomaly detection method that jointly learns imputation and detection on incomplete data by generating pseudo-abnormal samples in a latent space to counter imputation bias.
Problem
Unsupervised anomaly detection on incomplete data with high missing rates is hard because "impute-then-detect" pipelines trained only on normal data produce imputation bias that makes abnormal samples look normal.
Approach
Jointly optimize imputer, projector, and reconstructor in one objective, and generate pseudo-abnormal samples from a hypershell around a normal latent ball so the imputer generalizes to abnormal incomplete data; includes theoretical generalization and detection guarantees.
Key results
- On Adult under MCAR with 20% missingness, ImAD reaches 76.51% AUROC versus the best baseline (e.g., GAIN+NeutraL AD 90.48% is on KDD; on Adult the strongest baselines are lower), with ImAD achieving higher AUROC in almost all manually-masked settings.
- On inherently missing datasets, ImAD attains 82.09% AUROC on Titanic, 66.32% on MovieLens1M, 100% on Bladder, and 96.62% on Seq2-Heart, outperforming all baselines in every case.
- Ablation shows removing pseudo-abnormal samples lowers ImAD AUROC across datasets (e.g., Adult 65.30 vs 76.51 at 20% missing).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| use ImAD instead of the strongest listed baseline | ImAD · KDD, MCAR, mr=0.2 | AUROC: 96.63(1.05) -> 97.01(0.33) | Helped |
| use ImAD instead of the strongest listed baseline | ImAD · KDD, MCAR, mr=0.5 | AUROC: 93.37(2.15) -> 90.78(0.09) | Hurt |
| use ImAD instead of the strongest listed baseline | ImAD · Adult, MCAR, mr=0.2 and mr=0.5 | AUROC: 64.39(0.15) -> 76.51(2.12); 65.44(2.40) -> 71.19(1.63) | Helped |
| use ImAD instead of the strongest listed baseline | ImAD · Arrhythmia, MCAR, mr=0.2 and mr=0.5 | AUROC: 80.79(1.11) -> 82.24(1.76); 82.64(1.27) -> 81.76(1.19) | Mixed |
| use ImAD instead of the strongest listed baseline | ImAD · Speech, MCAR, mr=0.2 and mr=0.5 | AUROC: 60.37(0.87) -> 61.94(2.77); 29.09(1.14) -> 58.66(1.40) | Helped |
| use ImAD instead of the strongest listed baseline | ImAD · Titanic, MovieLens1M, Bladder, and Seq2-Heart with inherent missing values | AUROC: 79.72(0.28) -> 82.09(0.99); 64.84(1.04) -> 66.32 (1.36); 99.99(0.00) -> 100(0.00); 95.31(0.32) -> 96.62(0.11) | Helped |
| add pseudo-abnormal samples during training (ablation) | ImAD · Adult, MCAR, mr=0.2 | AUROC: 65.30 (4.36) -> 76.51 (2.12) | Helped |
| add pseudo-abnormal samples during training (ablation) | ImAD · KDD, MCAR, mr=0.5 | AUROC: 91.50 (1.59) -> 90.78(1.35) | No clear effect |
| add pseudo-abnormal samples during training (ablation) | ImAD · Titanic, MovieLens1M, and Seq2-Heart with inherent missing values | AUROC: 76.14 (1.66) -> 82.09 (0.99); 60.62(1.35) -> 66.32 (1.36); 95.19 (0.71) -> 96.62 (0.11) | Helped |
| add pseudo-abnormal samples during training (ablation) | ImAD · Bladder, inherent missing values | AUROC: 99.90 (0.21) -> 1.00 (0.00) | No clear effect |
| vary the latent dimension (ablation) | ImAD · Adult, Botnet, KDD, Arrhythmia, Speech, Segerstolpe, and Usoskin | AUROC | Helped |
| use MCAR rather than MAR or MNAR to generate pseudo-abnormal missingness (ablation) | ImAD · Titanic, MovieLens1M, Bladder, and Seq2-Heart | AUROC: 82.09 vs 79.06 and 80.50; 66.32 vs 63.14 and 61.44; 100.00 vs 99.95 and 100.00; 96.62 vs 96.79 and 95.56 | Mixed |
Surprising findings
- More sophisticated imputers (GAIN) often yield worse downstream detection than simple MissForest, attributed to imputation bias.
- Detection performance of impute-then-detect methods sometimes does not decrease, and can even worsen, as missing rate drops from 0.5 to 0.2.
Limitations
- Evaluated only on tabular data; incomplete image data and time series not considered.
- Theoretical guarantees rely on assumptions (spectral and l2,1 norm bounds, Lipschitz activations) and the constant c in detection theorem is not determined for neural networks.
Experimental setup
Datasets: Adult KDD Botnet Arrhythmia Speech Segerstolpe Usoskin Titanic MovieLens1M Bladder Seq2-Heart
Benchmarks: Adult KDD Botnet Arrhythmia Speech Segerstolpe Usoskin Titanic MovieLens1M Bladder Seq2-Heart
Metrics: AUROC AUPRC
Baselines: Isolation Forest + MissForest Isolation Forest + GAIN Deep SVDD + MissForest Deep SVDD + GAIN NeutraL AD + MissForest NeutraL AD + GAIN DPAD + MissForest DPAD + GAIN Mean-Filling Zero-Filling
Builds on: Deep SVDD NeutraL AD Sinkhorn distance MissForest GAIN
Closest papers by meaning
- Distribution Shift in Missing Data Imputation: A Risk-Based Perspective and Importance-Weighted Correction under MAR (NeurIPS 2026 · similarity 0.87)
- Random features models: a way to study the success of naive imputation (ICML 2024 · similarity 0.85)
- Normal-Abnormal Guided Generalist Anomaly Detection (NeurIPS 2025 · similarity 0.85)
- Contamination-Resilient Anomaly Detection via Adversarial Learning on Partially-Observed Normal and Anomalous Data (ICML 2024 · similarity 0.84)
- Unsupervised Anomaly Detection for Tabular Data Using Deep Noise Evaluation (AAAI 2025 · similarity 0.84)
- Towards a Unified Framework of Clustering-based Anomaly Detection (ICML 2025 · similarity 0.84)
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