提出新方法提升时间序列缺失值填补效果,尤其在高缺失率下表现更优。
Glocal Information Bottleneck for Time Series Imputation
- 引入全局对齐损失,兼顾局部细节与整体数据结构。
- 在九个数据集上验证,高缺失率下性能显著优于现有方法。
- 方法通用性强,适用于各类时间序列填补模型,适合实际场景应用。
时间序列填补(TSI)旨在恢复时间数据中的缺失值,但真实场景中常存在复杂且高比例的缺失问题。现有模型通常仅优化点级重建损失,聚焦于数值恢复(局部信息),然而在高缺失率下,训练阶段表现良好,推断时却产生劣质填补结果和失真的潜在表示分布(全局信息)。这揭示了当前目标缺乏全局引导,导致模型过拟合局部噪声,无法捕捉数据全局结构。为此,我们提出一种新的训练范式——全局-局部信息瓶颈(Glocal-IB)。该方法不依赖具体模型,通过可计算的互信息近似引入全局对齐损失,将被掩码输入的潜在表示与原始观测对应表示对齐。该机制使模型在保留全局结构与局部细节的同时抑制缺失带来的噪声,从而在高缺失率下实现更好泛化。在九个数据集上的大量实验表明,Glocal-IB显著提升填补性能并保持潜空间分布一致。代码已开源:https://github.com/Muyiiiii/NeurIPS-25-Glocal-IB。
原文摘要 · Abstract (English)
Time Series Imputation (TSI), which aims to recover missing values in temporal data, remains a fundamental challenge due to the complex and often high-rate missingness in real-world scenarios. Existing models typically optimize the point-wise reconstruction loss, focusing on recovering numerical values (local information). However, we observe that under high missing rates, these models still perform well in the training phase yet produce poor imputations and distorted latent representation distributions (global information) in the inference phase. This reveals a critical optimization dilemma: current objectives lack global guidance, leading models to overfit local noise and fail to capture global information of the data. To address this issue, we propose a new training paradigm, Glocal Information Bottleneck (Glocal-IB). Glocal-IB is model-agnostic and extends the standard IB framework by introducing a Global Alignment loss, derived from a tractable mutual information approximation. This loss aligns the latent representations of masked inputs with those of their originally observed counterparts. It helps the model retain global structure and local details while suppressing noise caused by missing values, giving rise to better generalization under high missingness. Extensive experiments on nine datasets confirm that Glocal-IB leads to consistently improved performance and aligned latent representations under missingness. Our code implementation is available in https://github.com/Muyiiiii/NeurIPS-25-Glocal-IB.
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