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The MIDAS Touch: Accurate and Scalable Missing-Data Imputation with Deep Learning

Lall, Ranjit; Robinson, Thomas

The MIDAS Touch: Accurate and Scalable Missing-Data Imputation with Deep Learning Thumbnail


Authors

Ranjit Lall

Thomas Robinson



Abstract

Principled methods for analyzing missing values, based chiefly on multiple imputation, have become increasingly popular yet can struggle to handle the kinds of large and complex data that are also becoming common. We propose an accurate, fast, and scalable approach to multiple imputation, which we call MIDAS (Multiple Imputation with Denoising Autoencoders). MIDAS employs a class of unsupervised neural networks known as denoising autoencoders, which are designed to reduce dimensionality by corrupting and attempting to reconstruct a subset of data. We repurpose denoising autoencoders for multiple imputation by treating missing values as an additional portion of corrupted data and drawing imputations from a model trained to minimize the reconstruction error on the originally observed portion. Systematic tests on simulated as well as real social science data, together with an applied example involving a large-scale electoral survey, illustrate MIDAS’s accuracy and efficiency across a range of settings. We provide open-source software for implementing MIDAS.

Citation

Lall, R., & Robinson, T. (2022). The MIDAS Touch: Accurate and Scalable Missing-Data Imputation with Deep Learning. Political Analysis, 30(2), 179-196. https://doi.org/10.1017/pan.2020.49

Journal Article Type Article
Acceptance Date Oct 8, 2020
Online Publication Date Feb 26, 2021
Publication Date 2022-04
Deposit Date Dec 14, 2020
Publicly Available Date Mar 28, 2024
Journal Political Analysis
Print ISSN 1047-1987
Electronic ISSN 1476-4989
Publisher Political Methodology Section
Peer Reviewed Peer Reviewed
Volume 30
Issue 2
Pages 179-196
DOI https://doi.org/10.1017/pan.2020.49

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