Uncertainty-aware Variational-Recurrent Imputation Network for Clinical Time Series

Ahmad Wisnu Mulyadi, Eunji Jun, Heung-Il Suk

TL;DR: Our variational-recurrent imputation network (V-RIN) takes into account the correlated features, temporal dynamics, and further utilizes the uncertainty to alleviate the risk of biased missing values estimates.

Abstract: Electronic Health Records (EHR) comprise of longitudinal clinical observations portrayed with sparsity, irregularity, and high-dimensionality which become the major obstacles in drawing reliable downstream outcome. Despite greatly numbers of imputation methods are being proposed to tackle these issues, most of the existing methods ignore correlated features or temporal dynamics and entirely put aside the uncertainty. In particular, since the missing values estimates have the risk of being imprecise, it motivates us to pay attention to reliable and less certain information differently. In this work, we propose a novel variational-recurrent imputation network (V-RIN), which unified imputation and prediction network, by taking into account the correlated features, temporal dynamics, and further utilizing the uncertainty to alleviate the risk of biased missing values estimates. Specifically, we leverage the deep generative model to estimate the missing values based on the distribution among variables and a recurrent imputation network to exploit the temporal relations in conjunction with utilization of the uncertainty. We validated the effectiveness of our proposed model with publicly available real-world EHR dataset, PhysioNet Challenge 2012, and compared the results with other state-of-the-art competing methods in the literature.

Keywords: Missing data imputation, electronic health Records, deep generative models, deep learning