Royal Bank of Canada
SYSTEM AND METHOD FOR MACHINE LEARNING ARCHITECTURE FOR PARTIALLY-OBSERVED MULTIMODAL DATA

Abstract:

Variational Autoencoders (VAEs) have been shown to be effective in modeling complex data distributions. Conventional VAEs operate with fully-observed data during training. However, learning a VAE model from partially-observed data is still a problem. A modified VAE framework is proposed that can learn from partially-observed data conditioned on the fully-observed mask. A model described in various embodiments is capable of learning a proper proposal distribution based on the missing data. The framework is evaluated for both high-dimensional multimodal data and low dimensional tabular data.