Masked Language Modeling Becomes Conditional Density Estimation for Tabular Data Synthesis

In this paper, our goal is to generate synthetic data for heterogeneous (mixed-type) tabular datasets with high machine learning utility (MLu). Given that the MLu performance relies on accurately approximating the conditional distributions, we focus on devising a synthetic data generation method based on conditional distribution estimation. We propose a novel synthetic data generation method, MaCoDE, by redefining the multi-class classification task of Masked Language Modeling (MLM) as histogram-based non-parametric conditional density estimation. Our proposed method enables estimating conditional densities across arbitrary combinations of target and conditional variables. Furthermore, we demonstrate that our proposed method bridges the theoretical gap between distributional learning and MLM. To validate the effectiveness of our proposed model, we conduct synthetic data generation experiments on 10 real-world datasets. Given the analogy between predicting masked input tokens in MLM and missing data imputation, we also evaluate the performance of multiple imputations on incomplete datasets with various missing data mechanisms. Moreover, our proposed model offers the advantage of enabling adjustments to data privacy levels without requiring re-training.

Improving SMOTE via Fusing Conditional VAE for Data-adaptive Noise Filtering

Recent advances in a generative neural network model extend the development of data augmentation methods. However, the augmentation methods based on the modern generative models fail to achieve notable performance for class imbalance data compared to the conventional model, the SMOTE. We investigate the problem of the generative model for imbalanced classification and introduce a framework to enhance the SMOTE algorithm using Variational Autoencoders (VAE). Our approach systematically quantifies the density of data points in a low-dimensional latent space using the VAE, simultaneously incorporating information on class labels and classification difficulty. Then, the data points potentially degrading the augmentation are systematically excluded, and the neighboring observations are directly augmented on the data space. Empirical studies on several imbalanced datasets represent that this simple process innovatively improves the conventional SMOTE algorithm over the deep learning models. Consequently, we conclude that the selection of minority data and the interpolation in the data space are beneficial for imbalanced classification problems with a relatively small number of data points.

Balanced Marginal and Joint Distributional Learning via Mixture Cramer-Wold Distance

In the process of training a generative model, it becomes essential to measure the discrepancy between two high-dimensional probability distributions: the generative distribution and the ground-truth distribution of the observed dataset. Recently, there has been growing interest in an approach that involves slicing high-dimensional distributions, with the Cramer-Wold distance emerging as a promising method. However, we have identified that the Cramer-Wold distance primarily focuses on joint distributional learning, whereas understanding marginal distributional patterns is crucial for effective synthetic data generation. In this paper, we introduce a novel measure of dissimilarity, the mixture Cramer-Wold distance. This measure enables us to capture both marginal and joint distributional information simultaneously, as it incorporates a mixture measure with point masses on standard basis vectors. Building upon the mixture Cramer-Wold distance, we propose a new generative model called CWDAE (Cramer-Wold Distributional AutoEncoder), which shows remarkable performance in generating synthetic data when applied to real tabular datasets. Furthermore, our model offers the flexibility to adjust the level of data privacy with ease.

Joint Distributional Learning via Cramer-Wold Distance

The assumption of conditional independence among observed variables, primarily used in the Variational Autoencoder (VAE) decoder modeling, has limitations when dealing with high-dimensional datasets or complex correlation structures among observed variables. To address this issue, we introduced the Cramer-Wold distance regularization, which can be computed in a closed-form, to facilitate joint distributional learning for high-dimensional datasets. Additionally, we introduced a two-step learning method to enable flexible prior modeling and improve the alignment between the aggregated posterior and the prior distribution. Furthermore, we provide theoretical distinctions from existing methods within this category. To evaluate the synthetic data generation performance of our proposed approach, we conducted experiments on high-dimensional datasets with multiple categorical variables. Given that many readily available datasets and data science applications involve such datasets, our experiments demonstrate the effectiveness of our proposed methodology.