EMFlow: Data Imputation in Latent Space via EM and Deep Flow Models

High dimensional incomplete data can be found in a wide range of systems. Due to the fact that most of the data mining techniques and machine learning algorithms require complete observations, data imputation is vital for down-stream analysis. In this work, we introduce an imputation approach, called EMFlow, that performs imputation in an latent space via an online version of Expectation-Maximization (EM) algorithm and connects the latent space and the data space via the normalizing flow (NF). The inference of EMFlow is iterative, involving updating the parameters of online EM and NF alternatively. Extensive experimental results on multivariate and image datasets show that the proposed EMFlow has superior performance to competing methods in terms of both imputation quality and convergence speed.