A Variational Autoencoder for Heterogeneous Temporal and Longitudinal Data

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Journal Title
Journal ISSN
Volume Title
A4 Artikkeli konferenssijulkaisussa
Date
2022
Major/Subject
Mcode
Degree programme
Language
en
Pages
8
1522-1529
Series
Proceedings - 21st IEEE International Conference on Machine Learning and Applications, ICMLA 2022
Abstract
The variational autoencoder (VAE) is a popular deep latent variable model used to analyse high-dimensional datasets by learning a low-dimensional latent representation of the data. It simultaneously learns a generative model and an inference network to perform approximate posterior inference. Recently proposed extensions to VAEs that can handle temporal and longitudinal data have applications in healthcare, behavioural modelling, and predictive maintenance. However, these extensions do not account for heterogeneous data, i.e., data comprising of continuous and discrete attributes, which is common in many real-life applications. In this work, we propose the heterogeneous longitudinal VAE (HL-VAE) that extends the existing temporal and longitudinal VAEs to heterogeneous data for imputing missing values and unseen time point prediction. HL-VAE provides efficient inference for high-dimensional datasets and includes likelihood models for continuous, count, categorical, and ordinal data while accounting for missing observations. We demonstrate our model's efficacy through simulated as well as clinical datasets, and show that our proposed model achieves competitive performance in missing value imputation and predictive accuracy.
Description
Publisher Copyright: © 2022 IEEE.
Keywords
GP, Heterogeneous Data, Time-series, VAE
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Citation
Öǧretir, M, Ramchandran, S, Papatheodorou, D & Lähdesmäki, H 2022, A Variational Autoencoder for Heterogeneous Temporal and Longitudinal Data . in M A Wani, M Kantardzic, V Palade, D Neagu, L Yang & K-Y Chan (eds), Proceedings - 21st IEEE International Conference on Machine Learning and Applications, ICMLA 2022 . IEEE, pp. 1522-1529, IEEE International Conference on Machine Learning and Applications, Nassau, Bahamas, 12/12/2022 . https://doi.org/10.1109/ICMLA55696.2022.00239