Timezone: »
Missing values constitute an important challenge in real-world machine learning for both prediction and causal discovery tasks. However, only few methods in causal discovery can handle missing data in an efficient way, while existing imputation methods are agnostic to causality. In this work we propose VICAUSE, a novel approach to simultaneously tackle missing value imputation and causal discovery efficiently with deep learning. Particularly, we propose a generative model with a structured latent space and a graph neural network-based architecture, scaling to large number of variables. Moreover, our method can discover relationship between groups of variables which is useful in many real-world applications. VICAUSE shows improved performance compared to popular and recent approaches in both missing value imputation and causal discovery.
Author Information
Pablo Morales-Alvarez (Universidad de Granada)
Angus Lamb (Microsoft)
Simon Woodhead (Eedi)
Simon Pyton Jones (Microsoft)
Miltiadis Allamanis (MSR Cambridge)
Cheng Zhang (Microsoft Research, Cambridge)
More from the Same Authors
-
2021 : Optimal transport for causal discovery »
Ruibo Tu · Kun Zhang · Hedvig Kjellström · Cheng Zhang -
2023 Poster: CO-BED: Information-Theoretic Contextual Optimization via Bayesian Experimental Design »
Desi Ivanova · Joel Jennings · Tom Rainforth · Cheng Zhang · Adam Foster -
2023 Workshop: Challenges in Deployable Generative AI »
Swami Sankaranarayanan · Thomas Hartvigsen · Camille Bilodeau · Ryutaro Tanno · Cheng Zhang · Florian Tramer · Phillip Isola -
2020 : Invited talk 4: Divergence Measures in Variational Inference and How to Choose Them »
Cheng Zhang -
2019 : Cheng Zhang: Active Mini-Batch Sampling using Repulsive Point Processes »
Cheng Zhang -
2019 Poster: EDDI: Efficient Dynamic Discovery of High-Value Information with Partial VAE »
Chao Ma · Sebastian Tschiatschek · Konstantina Palla · Jose Miguel Hernandez-Lobato · Sebastian Nowozin · Cheng Zhang -
2019 Oral: EDDI: Efficient Dynamic Discovery of High-Value Information with Partial VAE »
Chao Ma · Sebastian Tschiatschek · Konstantina Palla · Jose Miguel Hernandez-Lobato · Sebastian Nowozin · Cheng Zhang