No Arabic abstract
Multiple imputation (MI) is the state-of-the-art approach for dealing with missing data arising from non-response in sample surveys. Multiple imputation by chained equations (MICE) is the most widely used MI method, but it lacks theoretical foundation and is computationally intensive. Recently, MI methods based on deep learning models have been developed with encouraging results in small studies. However, there has been limited research on systematically evaluating their performance in realistic settings comparing to MICE, particularly in large-scale surveys. This paper provides a general framework for using simulations based on real survey data and several performance metrics to compare MI methods. We conduct extensive simulation studies based on the American Community Survey data to compare repeated sampling properties of four machine learning based MI methods: MICE with classification trees, MICE with random forests, generative adversarial imputation network, and multiple imputation using denoising autoencoders. We find the deep learning based MI methods dominate MICE in terms of computational time; however, MICE with classification trees consistently outperforms the deep learning MI methods in terms of bias, mean squared error, and coverage under a range of realistic settings.
Missing data imputation can help improve the performance of prediction models in situations where missing data hide useful information. This paper compares methods for imputing missing categorical data for supervised classification tasks. We experiment on two machine learning benchmark datasets with missing categorical data, comparing classifiers trained on non-imputed (i.e., one-hot encoded) or imputed data with different levels of additional missing-data perturbation. We show imputation methods can increase predictive accuracy in the presence of missing-data perturbation, which can actually improve prediction accuracy by regularizing the classifier. We achieve the state-of-the-art on the Adult dataset with missing-data perturbation and k-nearest-neighbors (k-NN) imputation.
Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to combine imputation techniques with estimators for unnormalized models including noise contrastive estimation and score matching. In addition, we derive asymptotic distributions of the proposed estimators and construct confidence intervals. Simulation results with truncated Gaussian graphical models and the application to real data of wind direction reveal that the proposed methods effectively enable statistical inference with unnormalized models from missing data.
We consider the topic of data imputation, a foundational task in machine learning that addresses issues with missing data. To that end, we propose MCFlow, a deep framework for imputation that leverages normalizing flow generative models and Monte Carlo sampling. We address the causality dilemma that arises when training models with incomplete data by introducing an iterative learning scheme which alternately updates the density estimate and the values of the missing entries in the training data. We provide extensive empirical validation of the effectiveness of the proposed method on standard multivariate and image datasets, and benchmark its performance against state-of-the-art alternatives. We demonstrate that MCFlow is superior to competing methods in terms of the quality of the imputed data, as well as with regards to its ability to preserve the semantic structure of the data.
The COVID-19 pandemic represents the most significant public health disaster since the 1918 influenza pandemic. During pandemics such as COVID-19, timely and reliable spatio-temporal forecasting of epidemic dynamics is crucial. Deep learning-based time series models for forecasting have recently gained popularity and have been successfully used for epidemic forecasting. Here we focus on the design and analysis of deep learning-based models for COVID-19 forecasting. We implement multiple recurrent neural network-based deep learning models and combine them using the stacking ensemble technique. In order to incorporate the effects of multiple factors in COVID-19 spread, we consider multiple sources such as COVID-19 confirmed and death case count data and testing data for better predictions. To overcome the sparsity of training data and to address the dynamic correlation of the disease, we propose clustering-based training for high-resolution forecasting. The methods help us to identify the similar trends of certain groups of regions due to various spatio-temporal effects. We examine the proposed method for forecasting weekly COVID-19 new confirmed cases at county-, state-, and country-level. A comprehensive comparison between different time series models in COVID-19 context is conducted and analyzed. The results show that simple deep learning models can achieve comparable or better performance when compared with more complicated models. We are currently integrating our methods as a part of our weekly forecasts that we provide state and federal authorities.
Huge neural network models have shown unprecedented performance in real-world applications. However, due to memory constraints, model parallelism must be utilized to host large models that would otherwise not fit into the memory of a single device. Previous methods like Megatron partition the parameters of the entire model among multiple devices, while each device has to accommodate the redundant activations in forward and backward pass. In this work, we propose Optimus, a highly efficient and scalable 2D-partition paradigm of model parallelism that would facilitate the training of infinitely large language models. In Optimus, activations are partitioned and distributed among devices, further reducing redundancy. In terms of isoefficiency, Optimus significantly outperforms Megatron. On 64 GPUs of TACC Frontera, Optimus achieves 1.48X speedup for training, 1.78X speedup for inference, and 8X increase in maximum batch size over Megatron. Optimus surpasses Megatron in scaling efficiency by a great margin. The code is available at https://github.com/xuqifan897/Optimus.