arXiv Machine Learning

Marformer: A Transformer for Predicting Missing Data Distributions

The Marformer is a Transformer model designed to predict conditional marginal distributions of missing variables given observed data, enabling computation of Bayes risk and Value of Information. It learns a hidden-vector representation for each variable’s distribution and refines these through attention, similar to BERT’s masked language modeling but for probabilistic inference. Evaluations on synthetic Bayesian networks, discretized Gaussians, structured annotation data, and a real annotation dataset show that the Marformer matches or surpasses classical missing-data methods while being faster and not requiring explicit joint distribution modeling.

arXiv Machine Learning
Aug 19

One Pipeline, Many Transformers: Pattern-Specific Imputation Specialists for Tabular Missing Data

The paper introduces a pre‑training pipeline that creates transformer‑based imputation specialists for tabular data with specific missingness patterns. By featurizing entries, generating synthetic data with configurable missingness modules, and fitting on millions of synthetic tables, the pipeline produces pattern‑specific models that outperform dedicated methods for each missingness pattern. A default model trained only on MCAR data, TabImpute, remains robust across all tested patterns, and the authors release the pipeline, models, and a new benchmark of 42 datasets and 11 missingness patterns.

By Jacob Feitelberg, Dwaipayan Saha, Kyuseong Choi, Zaid Ahmad, Anish Agarwal, Raaz Dwivedi
arXiv Machine Learning
Jul 2

Deep learning with missing data

arXiv:2504. 15388v3 Announce Type: replace-cross Abstract: In the context of multivariate nonparametric regression with missing covariates, we propose Pattern Embedded Neural Networks (PENNs), which can be applied in conjunction with any existing imputation technique.

By Tianyi Ma, Tengyao Wang, Richard J. Samworth
arXiv Machine Learning
Oct 12

Realism VS Accuracy: Event Sequence Forecasting from a Generative Modeling Perspective

The paper investigates multi‑horizon forecasting of event sequences as a conditional generative modeling problem, evaluating forecasts for both prediction accuracy and distributional realism. It introduces a benchmark with metrics, baselines, and real‑world datasets, revealing a trade‑off between accuracy and realism. The authors propose Wasserstein BaryBooster, an algorithm that combines samples from a realism‑strong diffusion model with a state‑of‑the‑art predictor to convert distributional realism into improved prediction accuracy.

By Dmitry Osin, Egor Surkov, Petr Mokrov, Igor Udovichenko, Ivan Karpukhin, Evgeny Burnaev, Egor Shvetsov, Alexander Korotin
arXiv Machine Learning
Sep 25

Sufficiently Reduced Distributional Regression

Sufficiently Reduced Distributional Regression (SRDR) is a generative approach that merges conditional distribution estimation with nonlinear sufficient dimension reduction (SDR). By framing SDR as a risk minimization problem using strictly proper scoring rules, SRDR jointly learns a dimension reduction map and a generative prediction model through minimization of the energy score, which can be estimated via sampling. The method extends to multi‑environment data and classification, and theoretical results show convergence of estimated conditional distributions in energy distance, implying asymptotic sufficiency. In experiments on CT slice localization, superconductivity data, and digit classification, SRDR recovers low‑dimensional sufficient structure and matches or surpasses state‑of‑the‑art nonlinear SDR methods in representation quality and predictive performance.

By Alexander Henzi, Tiange Liu, Xinwei Shen