GAIN: Missing Data Imputation using Generative Adversarial Nets
Jinsung Yoon, James Jordon, Mihaela Schaar
Abstract
We propose a novel method for imputing missing data by adapting the well-known Generative Adversarial Nets (GAN) framework. Accordingly, we call our method Generative Adversarial Imputation Nets (GAIN). The generator (G) observes some components of a real data vector, imputes the missing components conditioned on what is actually observed, and outputs a completed vector. The discriminator (D) then takes a completed vector and attempts to determine which components were actually observed and which were imputed. To ensure that D forces G to learn the desired distribution, we provide D with some additional information in the form of a hint vector. The hint reveals to D partial information about the missingness of the original sample, which is used by D to focus its attention on the imputation quality of particular components. This hint ensures that G does in fact learn to generate according to the true data distribution. We tested our method on various datasets and found that GAIN significantly outperforms state-of-the-art imputation methods.
BibTeX
@InProceedings{pmlr-v80-yoon18a,
title = {{GAIN}: Missing Data Imputation using Generative Adversarial Nets},
author = {Yoon, Jinsung and Jordon, James and van der Schaar, Mihaela},
booktitle = {Proceedings of the 35th International Conference on Machine Learning},
pages = {5689--5698},
year = {2018},
editor = {Dy, Jennifer and Krause, Andreas},
volume = {80},
series = {Proceedings of Machine Learning Research},
month = {10--15 Jul},
publisher = {PMLR},
pdf = {http://proceedings.mlr.press/v80/yoon18a/yoon18a.pdf},
url = {https://proceedings.mlr.press/v80/yoon18a.html},
abstract = {We propose a novel method for imputing missing data by adapting the well-known Generative Adversarial Nets (GAN) framework. Accordingly, we call our method Generative Adversarial Imputation Nets (GAIN). The generator (G) observes some components of a real data vector, imputes the missing components conditioned on what is actually observed, and outputs a completed vector. The discriminator (D) then takes a completed vector and attempts to determine which components were actually observed and which were imputed. To ensure that D forces G to learn the desired distribution, we provide D with some additional information in the form of a hint vector. The hint reveals to D partial information about the missingness of the original sample, which is used by D to focus its attention on the imputation quality of particular components. This hint ensures that G does in fact learn to generate according to the true data distribution. We tested our method on various datasets and found that GAIN significantly outperforms state-of-the-art imputation methods.}
}