Define imputation (predict_confidence)

probcomp / bayeslite

BayesDB on SQLite. A Bayesian database table for querying the probable implications of data as easily as SQL databases query the data itself.

http://probcomp.csail.mit.edu/software/bayesdb

Apache License 2.0

921 stars 63 forks source link

Define imputation (predict_confidence) #271

Open axch opened 8 years ago

axch commented 8 years ago

Define it probabilistically
Implement the definition as an (approximate?) algorithm against joint simulation and assessment
Compare speed and quality against the structural implementation in crosscat

fsaad commented 8 years ago

gregory-marton commented 8 years ago

@axch, please give more context?

axch commented 8 years ago

We really do not have an operational probabilistic definition of imputation. I wrote a whole essay about it, currently at https://github.com/probcomp/bdb-experiments/commit/de246884daf3043486805c28a5ed05dacf2ecb18#diff-aeb232468aa592f22b8141343fda8001R913

fsaad commented 8 years ago

An upcoming project of mine is to revisit all these "define" issues, define them, then create generic implementations of BQL using Monte Carlo estimates obtained from the GPM simulate and logpdf.

gregory-marton commented 8 years ago

Note that https://github.com/probcomp/crosscat/issues/54 says

We are going to need to be loud about this.

and I agree. @raxraxraxraxrax , I wonder if we can improve caveats in our messaging around what bayeslite is, to try to expose and explain some of these issues?