arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.12871stat.MLcs.LGstat.ME
收藏

not-MIWAE:具有非随机缺失数据的深度生成建模

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

Technical University of Denmark(丹麦技术大学);Inria(法国国家信息与自动化研究所);Laboratoire J.A. Dieudonné(迪厄多内实验室)

Niels Bruun Ipsen, Pierre-Alexandre Mattei, Jes Frellsen

摘要:

当缺失的过程依赖于缺失值本身时,需要显式建模并在进行基于似然性的推理时将其考虑在内。我们提出了一种方法,用于建立和拟合深度潜变量模型(DLVM)的情况下,缺失的过程是依赖于缺失数据。具体来说,深度神经网络使我们能够灵活地对给定数据的缺失模式的条件分布进行建模。这允许将关于缺失类型的先验信息(例如,自删失)并入模型中。我们的推理技术,基于重要性加权变分推断,涉及最大限度地降低联合可能性。通过在隐空间和数据空间中使用重新参数化技巧,得到了该界的随机梯度。我们在各种数据集和缺失模式上显示,明确地对缺失过程进行建模是非常宝贵的。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑