Missing Data Imputation via Denoising Autoencoders: The Untold Story

Missing data consists in the lack of information in a dataset and since it directly influences classification performance, neglecting it is not a valid option. Over the years, several studies presented alternative imputation strategies to deal with the three missing data mechanisms, Missing Completely At Random, Missing At Random and Missing Not At Random. However, there are no studies regarding the influence of all these three mechanisms on the latest high-performance Artificial Intelligence techniques, such as Deep Learning. The goal of this work is to perform a comparison study between state-of-the-art imputation techniques and a Stacked Denoising Autoencoders approach. To that end, the missing data mechanisms were synthetically generated in 6 different ways; 8 different imputation techniques were implemented; and finally, 33 complete datasets from different open source repositories were selected. The obtained results showed that Support Vector Machines imputation ensures the best classification performance while Multiple Imputation by Chained Equations performs better in terms of imputation quality.