arXiv:2605.03733stat.MLcs.LG2026-05

给缺失值加噪声,才能避免后续分析偏差。

Predicting missing values: A good idea?

  • 用均方误差最小化方法会引入系统性偏差。
  • 加噪声后能保留数据真实变异性,估计更准确。
  • 适合做统计推断或建模的科研人员参考。

最小化均方误差(MSE)是机器学习中常用的数据缺失值填补方法,虽能提供精准点估计,但会系统性地引入下游分析偏差,影响方差、相关性、斜率等关键参数。根本原因是基于MSE优化的填补值为均值,压缩了数据自然变异。本文提出在填补值中加入与MSE成比例的噪声,可有效消除偏差。通过多元正态分布的模拟实验对比预测性填补与随机性填补,结果显示:预测性方法产生系统偏差,而随机性方法保持数据原始变异性,实现无偏估计。进一步评估missForest、softImpute、mice三个主流工具,均发现预测性方法存在一致偏差。研究揭示,仅以MSE衡量填补质量不合理,忽视变异性。因此,引入噪声的随机填补方法对确保不完整数据下游分析的有效性至关重要。

原文摘要 · Abstract (English)

Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses. These biases affect key parameters such as variance, prevalence, correlation, slope, and explained variance. The root cause is that imputed values optimized for MSE are averages, which reduce the natural variability in the data. This paper demonstrates that adding noise to imputed values can effectively eliminate these biases. The required noise level is proportional to the MSE. Using a toy example in a multivariate normal setting, we compare two methods: predictive imputation, which minimizes MSE, and stochastic imputation, which incorporates random noise. Simulation results show that predictive methods systematically introduce bias, while stochastic methods preserve the data's natural variability and produce unbiased estimates. We also evaluate three popular imputation tools -- missForest, softImpute, and mice -- and observe consistent biases in predictive methods. These findings highlight that MSE is an inadequate measure of imputation quality, as it prioritizes accuracy over variability. Incorporating noise into imputation methods is essential to prevent biases and ensure valid downstream analyses, underscoring the importance of stochastic approaches for handling incomplete data.

缺失值填补统计偏差随机性方法

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