Search arXivSearch

arXiv · 2608.24436

Evaluating Deep Multivariate Imputation Models on Wearable Device Data

Abstract

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.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Skye Goodman, Roussel Desmond Nzoyem, Leandro Junges, Peter Kissack, Yasser Qureshi, Amberly Brigden, Jeff Clark, Nawid Keshtmand. 2026-08-25. Evaluating Deep Multivariate Imputation Models on Wearable Device Data. https://arxiv.org/abs/2608.24436

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Online Regularized Statistical Learning in Reproducing Kernel Hilbert Space With Non-Stationary Data

We study recursive regularized learning algorithms in the reproducing kernel Hilbert space (RKHS) with non-stationary online data streams. We introduce the concept of a random Tikhonov regularization path and decompose the tracking error of the algorithm's output for the regularization path into random difference equations in RKHS. We show that the tracking error vanishes in mean square and almost surely if the regularization path is slowly time-varying. Then, leveraging the monotonicity of inverse operators and the spectral decomposition of compact operators, and introducing the RKHS persistence of excitation condition, we develop a dominated convergence method to prove the mean square and almost sure consistency between the regularization path and the unknown function to be learned. Especially, for independent and non-identically distributed data streams, the mean square and almost sure consistency between the algorithm's output and the unknown function is achieved if the input data's marginal probability measures are slowly time-varying and the average measure over each fixed-length time period is uniformly above a strictly positive finite Borel measure.

cs.LG

Reflective Policy Optimization

On-policy reinforcement learning methods, like Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), often demand extensive data per update, leading to sample inefficiency. This paper introduces Reflective Policy Optimization (RPO), a novel on-policy extension that amalgamates past and future state-action information for policy optimization. This approach empowers the agent for introspection, allowing modifications to its actions within the current state. Theoretical analysis confirms that policy performance is monotonically improved and contracts the solution space, consequently expediting the convergence procedure. Empirical results demonstrate RPO's feasibility and efficacy in two reinforcement learning benchmarks, culminating in superior sample efficiency. The source code of this work is available at https://github.com/Edgargan/RPO.

cs.LG

Transductive Off-policy Proximal Policy Optimization

Proximal Policy Optimization (PPO) is a popular model-free reinforcement learning algorithm, esteemed for its simplicity and efficacy. However, due to its inherent on-policy nature, its proficiency in harnessing data from disparate policies is constrained. This paper introduces a novel off-policy extension to the original PPO method, christened Transductive Off-policy PPO (ToPPO). Herein, we provide theoretical justification for incorporating off-policy data in PPO training and prudent guidelines for its safe application. Our contribution includes a novel formulation of the policy improvement lower bound for prospective policies derived from off-policy data, accompanied by a computationally efficient mechanism to optimize this bound, underpinned by assurances of monotonic improvement. Comprehensive experimental results across six representative tasks underscore ToPPO's promising performance.

cs.LG