针对可穿戴设备数据的缺失模式,提出更真实的评估方法。
Evaluating Deep Multivariate Imputation Models on Wearable Device Data

- 基于连续缺失片段构建真实缺失结构的评估协议。
- 新方法使BRITS在严重缺失下的误差降低43%。
- 强调评估设计影响模型排名,适合医疗健康研究者。
可穿戴设备数据支持持续健康监测,但存在结构性缺失:共享同一物理传感器的特征会一起丢失。现有深度插补方法如BRITS和SAITS在多模态生理数据上的评估受限于随机缺失假设,未能反映真实缺失模式。基于一位癫痫患者使用Garmin智能手表采集的数据,我们开发了一种评估协议:从训练数据中挖掘连续缺失片段模板,按每特征缺损长度分位数分层,并注入带有保留共缺失结构的块掩码。匹配的训练协议使模型暴露于相同缺失分布,将BRITS在严重缺失下的平均绝对误差(MAE)降低43%,证明该方法的有效性。我们还扩展BRITS引入时间编码与昼夜节律谐波通道。无单一模型最优:线性插值对缓慢变化特征在短缺损下表现最佳;扩展版BRITS在中重度缺损下对动态心率特征误差更低;而SAITS虽均方误差更高,但在杰恩-申农距离上更接近真实分布。模型排名高度依赖评估设计。本工作揭示传统评估掩盖真实能力,为未来多传感器可穿戴数据插补策略提供可迁移的评估范式。
原文摘要 · Abstract (English)
Wearable device data enables continuous health monitoring, but suffers from structured missingness: features sharing a physical sensor drop out together. Deep imputation methods such as BRITS and SAITS have seen limited evaluation on multimodal physiological data under realistic missingness, and existing benchmarks use random-point holdout protocols that incorrectly assume missingness is independent across features and time. Using data from a person with epilepsy recorded on a Garmin smartwatch, we develop an evaluation protocol that mines contiguous missing-run templates from training data, stratifies them by per-feature gap-length quantiles, and injects them as block masks with preserved co-missingness structure. A matched training protocol exposing models to the same missingness distribution reduces BRITS's severe-gap MAE by 43%, demonstrating the potential benefit of the proposed evaluation and training protocol within this single-participant dataset. We further extend BRITS with time-of-day encoding and a circadian harmonic channel. No single model dominates: linear interpolation is optimal for slow-moving features over short gaps; extended BRITS achieves lower MAE on dynamic cardiac features in moderate and severe gaps; and SAITS better preserves the ground-truth distribution by Jensen-Shannon distance despite higher MAE. Ultimately, model rankings strongly depend on evaluation designs. By exposing how traditional evaluation methods obscure true model capabilities, our transferable protocol establishes critical steps towards developing better imputation strategies for future multi-sensor wearable datasets.
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