Imputation "recipe" for CSDI imputation (or probablistic imputers)?

[petteriTeikari]

1. Feature description

Nice work with this library!

Was wondering what is the best way to use CDSI models, as in the imputation so that I get some 95% confidence intervals for example?

Like I get just an extra dimension when following the tutorial for SAITS

iimputation = model.impute(dataset)

When model was

2. Motivation

Getting the CDSI (or any probablistic confidence intervals) from PyPOTS models, like

https://arxiv.org/pdf/2107.03502

3. Your contribution

Not at this moment

[github-actions]

Hi there 👋,

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I have received your message and will respond ASAP. Thank you for your patience! 😃

Best,
Wenjie

[WenjieDu]

Thank you for your patience, Petteri. I note their implementation is available in https://github.com/ermongroup/CSDI/blob/main/visualize_examples.ipynb

We can discuss how to integrate it into PyPOTS if you'd like to