Differentiable and Scalable Generative Adversarial Models for Data Imputation

Data imputation has been extensively explored to solve the missing data problem. The dramatically increasing volume of incomplete data makes the imputation models computationally infeasible in many real-life applications. In this paper, we propose an effective scalable imputation system named
${\sf SCIS}$
to significantly speed up the training of the differentiable generative adversarial imputation models under accuracy-guarantees for large-scale incomplete data.
${\sf SCIS}$
consists of two modules,
differentiable imputation modeling
(DIM) and
sample size estimation
(SSE). DIM leverages a new
masking Sinkhorn
divergence function to make an arbitrary generative adversarial imputation model differentiable, while for such a differentiable imputation model, SSE can estimate an appropriate sample size to ensure the user-specified imputation accuracy of the final model. Moreover,
${\sf SCIS}$
can also accelerate the autoencoder based imputation models. Extensive experiments upon several real-life large-scale datasets demonstrate that, our proposed system can accelerate the generative adversarial model training by 6.23x. Using around 1.27% samples,
${\sf SCIS}$
yields competitive accuracy with the state-of-the-art imputation methods in much shorter computation time.