用端到端方法解决缺失数据下的逻辑回归,速度快且准确。
Amortized Variational Inference for Logistic Regression with Missing Covariates
- 用简化推理网络直接估计缺失值和模型参数
- 精度媲美甚至超越传统算法,计算成本更低
- 适合处理随机与非随机缺失数据的场景
缺失协变量数据对统计推断和机器学习构成重大挑战,尤其在逻辑回归等分类任务中。传统迭代方法(如EM、多重插补)通常计算量大,对高缺失率敏感,且难以有效传播不确定性。基于变分自编码器的深度生成模型虽有潜力,但依赖复杂潜在表示。我们提出面向逻辑回归的摊销变分推断(AV-LR),一种统一的端到端框架,用于处理缺失协变量的二分类逻辑回归。AV-LR将概率生成模型与简单摊销推理网络结合,通过最大化证据下界联合训练。与现有方法不同,它直接在缺失数据空间中进行推断,无需额外潜在变量,仅用一个推理网络和线性层同时估计回归参数与缺失机制。在合成与真实数据集上的实证结果表明,该方法在各类缺失场景下均具高效性与有效性,估计精度可媲美或优于最先进的基于EM的算法,且计算成本显著降低。
原文摘要 · Abstract (English)
Missing covariate data pose a significant challenge to statistical inference and machine learning, particularly for classification tasks like logistic regression. Classical iterative approaches (EM, multiple imputation) are often computationally intensive, sensitive to high missingness rates, and limited in uncertainty propagation. Recent deep generative models based on VAEs show promise but rely on complex latent representations. We propose Amortized Variational Inference for Logistic Regression (AV-LR), a unified end-to-end framework for binary logistic regression with missing covariates. AV-LR integrates a probabilistic generative model with a simple amortized inference network, trained jointly by maximizing the evidence lower bound. Unlike competing methods, AV-LR performs inference directly in the space of missing data without additional latent variables, using a single inference network and a linear layer that jointly estimate regression parameters and the missingness mechanism. AV-LR achieves estimation accuracy comparable to or better than state-of-the-art EM-like algorithms, with significantly lower computational cost. It naturally extends to missing-not-at-random settings by explicitly modeling the missingness mechanism. Empirical results on synthetic and real-world datasets confirm its effectiveness and efficiency across various missing-data scenarios.
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