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Missing Data Imputation using Optimal Transport
Boris Muzellec · Julie Josse · Claire Boyer · Marco Cuturi

Thu Jul 16 12:00 PM -- 12:45 PM & Thu Jul 16 11:00 PM -- 11:45 PM (PDT) @ Virtual

Missing data is a crucial issue when applying machine learning algorithms to real-world datasets. Starting from the simple assumption that two batches extracted randomly from the same dataset should share the same distribution, we leverage optimal transport distances to quantify that criterion and turn it into a loss function to impute missing data values. We propose practical methods to minimize these losses using end-to-end learning, that can exploit or not parametric assumptions on the underlying distributions of values. We evaluate our methods on datasets from the UCI repository, in MCAR, MAR and MNAR settings. These experiments show that OT-based methods match or out-perform state-of-the-art imputation methods, even for high percentages of missing values.

Author Information

Boris Muzellec (ENSAE, Institut Polytechnique de Paris)
Julie Josse (Polytechnique)
Claire Boyer (LPSM, Sorbonne Université)
Marco Cuturi (Google)

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