When Does Task-Aware Imputation Matter? An Analysis of Robustness Under Train-Test Mismatch

We study supervised classification problems with missing feature values. Existing approaches often decouple imputation from classification, producing imputations that may be plausible but uninformative for prediction. Instead, we propose the Integrated Imputation and Classification Network (IICN), which jointly trains an imputer and an ${(n{+}1)}$-classdiscriminator adversarially with a single class supervised classification objective, where the discriminator learns to distinguish among the $n$ true classes and an additional ``imputed" class. We prove that at the global optimum, the imputer and discriminator together implement marginalization over missing coordinates and yield a Bayes-optimal classifier. We evaluate IICN on FashionMNIST, CIFAR-10, and tabular datasets with naturally occurring missingness. IICN outperforms classical impute-then-classify pipelines and recent generative baselines, showing strong robustness and accuracy in challenging settings.

Missing value imputation is a fundamental task in machine learning, with most existing methods assuming that all missing entries correspond to unobserved regular values. In many real-world datasets, however, missingness may arise from two distinct sources: some entries are meaningfully missing (intrinsically absent and semantically valid), while others are missing due to the observation process and should be imputed. We formalize this distinction as a selective imputation problem, where the goal is to jointly infer which missing entries should be preserved and which should be recovered. To address this challenge, we propose Diff-Joint, a diffusion-based framework that jointly models tabular data together with a latent missingness mask. The method alternates between conditional sampling and uncertainty-aware aggregation to iteratively refine both imputed values and missingness labels. Empirical results on synthetic and real-world datasets demonstrate that Diff-Joint effectively identifies meaningfully missing entries while achieving competitive imputation accuracy and improved downstream task performance.

Flow matching assumes fully observed training data, which many real-world applications rarely provide. We study Missing-Data Flow Matching, which treats the missing coordinates of training samples as latent variables and averages the flow matching loss over the values they could take. We first prove that the oracle correction is exact: completing from the true pattern-conditioned posterior recovers the complete-data flow-matching objective under any missingness mechanism. Under missing completely at random (MCAR) and missing at random (MAR), this posterior equals the ordinary complete-data conditional, while under missing not at random (MNAR) it generally depends on the missingness mechanism and may require additional structure to identify. Our finite-sample analysis then answers design questions that the algorithm leaves open. Missingness transfers estimator variance rather than adding it, and for the fixed-parameter loss estimator one completion per example matches complete-data variance and is optimal under a fixed evaluation budget. A learned completion model contributes population completion bias, which we bound by its expected conditional Wasserstein distance to the true completion law. Experiments numerically validate the theoretical predictions, show that deterministic rather than frozen imputation reduces generated conditional variability, and place our method alongside strong classical and deep imputation baselines on real tabular data.