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title booktitle year volume series month publisher pdf url openreview abstract layout issn id tex_title firstpage lastpage page order cycles bibtex_editor editor bibtex_author author date address container-title genre issued extras
GRU-M: A Joint Impute and Learn Approach for Sequential Prediction under Missing Data
Proceedings of the 16th Asian Conference on Machine Learning
2025
260
Proceedings of Machine Learning Research
0
PMLR
bo4YqR5rFt
Sequential Prediction in presence of missing data is an old research problem. Classically, researchers have tackled this by imputing data first and then building predictive models. This 2-stage process is typically prone to errors and to circumvent this, researchers have provided a variety of techniques which employ a joint impute and learn approach before prediction. Among these, Recurrent Neural Networks (RNNs) have been very popular given their natural ability to tackle sequential data efficiently. Existing state-of-art approaches either (i)do not impute (ii) do not completely factor the available information around a gap, (iii)ignore position information within a gap and so on. Our approach intelligently addresses these gaps by proposing a novel architecture which jointly imputes and learns by taking into account (i)information from either end of the gap (ii)proximity to the left/right-end of a gap (iii)the length of the gap. In context of this work, prediction means either sequence classification or forecasting. In this paper, we demonstrate the utility of the proposed architecture on forecasting tasks. We benchmark against a range of state-of-art baselines and in scenarios where data is either (a)naturally missing or (b)synthetically masked.
inproceedings
2640-3498
pachal25a
{GRU-M}: {A} Joint Impute and Learn Approach for Sequential Prediction under Missing Data
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Nguyen, Vu and Lin, Hsuan-Tien
given family
Vu
Nguyen
given family
Hsuan-Tien
Lin
Pachal, Soumen and Achar, Avinash and Bhutani, Nancy and Das, Akash
given family
Soumen
Pachal
given family
Avinash
Achar
given family
Nancy
Bhutani
given family
Akash
Das
2025-01-14
Proceedings of the 16th Asian Conference on Machine Learning
inproceedings
date-parts
2025
1
14