How Deep is your Guess? A Fresh Perspective on Deep Learning for Medical Time-Series Imputation

We introduce a novel classification framework for time-series imputation using deep learning, with a particular focus on clinical data. By identifying conceptual gaps in the literature and existing reviews, we devise a taxonomy grounded on the inductive bias of neural imputation frameworks, resulting in a classification of existing deep imputation strategies based on their suitability for specific imputation scenarios and data-specific properties. Our review further examines the existing methodologies employed to benchmark deep imputation models, evaluating their effectiveness in capturing the missingness scenarios found in clinical data and emphasising the importance of reconciling mathematical abstraction with clinical insights. Our classification aims to serve as a guide for researchers to facilitate the selection of appropriate deep learning imputation techniques tailored to their specific clinical data. Our novel perspective also highlights the significance of bridging the gap between computational methodologies and medical insights to achieve clinically sound imputation models.

A Complete Characterisation of Structured Missingness

Our capacity to process large complex data sources is ever-increasing, providing us with new, important applied research questions to address, such as how to handle missing values in large-scale databases. Mitra et al. (2023) noted the phenomenon of Structured Missingness (SM), which is where missingness has an underlying structure. Existing taxonomies for defining missingness mechanisms typically assume that variables' missingness indicator vectors $M_1$, $M_2$, ..., $M_p$ are independent after conditioning on the relevant portion of the data matrix $\mathbf{X}$. As this is often unsuitable for characterising SM in multivariate settings, we introduce a taxonomy for SM, where each ${M}_j$ can depend on $\mathbf{M}_{-j}$ (i.e., all missingness indicator vectors except ${M}_j$), in addition to $\mathbf{X}$. We embed this new framework within the well-established decomposition of mechanisms into MCAR, MAR, and MNAR (Rubin, 1976), allowing us to recast mechanisms into a broader setting, where we can consider the combined effect of $\mathbf{X}$ and $\mathbf{M}_{-j}$ on ${M}_j$. We also demonstrate, via simulations, the impact of SM on inference and prediction, and consider contextual instances of SM arising in a de-identified nationwide (US-based) clinico-genomic database (CGDB). We hope to stimulate interest in SM, and encourage timely research into this phenomenon.

Learning from data with structured missingness

Missing data are an unavoidable complication in many machine learning tasks. When data are `missing at random' there exist a range of tools and techniques to deal with the issue. However, as machine learning studies become more ambitious, and seek to learn from ever-larger volumes of heterogeneous data, an increasingly encountered problem arises in which missing values exhibit an association or structure, either explicitly or implicitly. Such `structured missingness' raises a range of challenges that have not yet been systematically addressed, and presents a fundamental hindrance to machine learning at scale. Here, we outline the current literature and propose a set of grand challenges in learning from data with structured missingness.