Efficient and effective data imputation with influence functions

Abstract

Data imputation has been extensively explored to solve the missing data problem. The dramatically rising volume of missing data makes the training of imputation models computationally infeasible in real-life scenarios. In this paper, we propose an efficient and effective data imputation system with influence functions , named EDIT, which quickly trains a parametric imputation model with representative samples under imputation accuracy guarantees. EDIT mainly consists of two modules, i.e., an imputation influence evaluation (IIE) module and a representative sample selection (RSS) module. IIE leverages the influence functions to estimate the effect of (in)complete samples on the prediction result of parametric imputation models. RSS builds a minimum set of the high-effect samples to satisfy a user-specified imputation accuracy. Moreover, we introduce a weighted loss function that drives the parametric imputation model to pay more attention on the high-effect samples. Extensive experiments upon ten state-of-the-art imputation methods demonstrate that, EDIT adopts only about 5% samples to speed up the model training by 4x in average with more than 11% accuracy gain.