FOSA: Full Information Maximum Likelihood (FIML) Optimized Self-Attention Imputation for Missing Data

In data imputation, effectively addressing missing values is pivotal, especially in intricate datasets. This paper delves into the FIML Optimized Self-attention (FOSA) framework, an innovative approach that amalgamates the strengths of Full Information Maximum Likelihood (FIML) estimation with the capabilities of self-attention neural networks. Our methodology commences with an initial estimation of missing values via FIML, subsequently refining these estimates by leveraging the self-attention mechanism. Our comprehensive experiments on both simulated and real-world datasets underscore FOSA's pronounced advantages over traditional FIML techniques, encapsulating facets of accuracy, computational efficiency, and adaptability to diverse data structures. Intriguingly, even in scenarios where the Structural Equation Model (SEM) might be mis-specified, leading to suboptimal FIML estimates, the robust architecture of FOSA's self-attention component adeptly rectifies and optimizes the imputation outcomes. Our empirical tests reveal that FOSA consistently delivers commendable predictions, even in the face of up to 40% random missingness, highlighting its robustness and potential for wide-scale applications in data imputation.