not-MIWAE: Deep Generative Modelling with Missing not at Random Data
May 3, 2021
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When a missing process depends on the missing values themselves, it needs to be explicitly modelled and taken into account while doing likelihood-based inference. We present an approach for building and fitting deep latent variable models (DLVMs) in cases where the missing process is dependent on the missing data. Specifically, a deep neural network enables us to flexibly model the conditional distribution of the missingness pattern given the data. This allows for incorporating prior information about the type of missingness (e.g.~self-censoring) into the model. Our inference technique, based on importance-weighted variational inference, involves maximising a lower bound of the joint likelihood. Stochastic gradients of the bound are obtained by using the reparameterisation trick both in latent space and data space. We show on various kinds of data sets and missingness patterns that explicitly modelling the missing process can be invaluable.When a missing process depends on the missing values themselves, it needs to be explicitly modelled and taken into account while doing likelihood-based inference. We present an approach for building and fitting deep latent variable models (DLVMs) in cases where the missing process is dependent on the missing data. Specifically, a deep neural network enables us to flexibly model the conditional distribution of the missingness pattern given the data. This allows for incorporating prior information…
About ICLR 2021
The International Conference on Learning Representations (ICLR) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence called representation learning, but generally referred to as deep learning. ICLR is globally renowned for presenting and publishing cutting-edge research on all aspects of deep learning used in the fields of artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, text understanding, gaming, and robotics.
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