VAE-BRIDGE: Variational Autoencoder Filter for Bayesian Ridge Imputation of Missing Data

The missing data issue is often found in real-world datasets and it is usually handled with imputation strategies that replace the missing values with new data. Recently, generative models such as Variational Autoencoders have been applied for this imputation task. However, they were always used to perform the entire imputation, which has presented limited results when comparing to other state-of-the-art methods. In this work, a new approach called Variational Autoencoder Filter for Bayesian Ridge Imputation is introduced. It uses a Variational Autoencoder at the beginning of the imputation pipeline to filter the instances that are later fitted to a Bayesian ridge regression used to predict the new values. The approach was compared to four state-of-the-art imputation methods using 10 datasets from the healthcare context covering clinical trials, all injected with missing values under different rates. The proposed approach significantly outperformed the remaining methods in all settings, achieving an overall improvement between 26% and 67%.