New Protocol Evaluates Deep Imputation for Wearable Device Data.

Skye Goodman, Roussel Desmond Nzoyem, Leandro Junges, Peter Kissack, Yasser Qureshi, Amberly Brigden, Jeff Clark, Nawid Keshtmand· August 26, 2026 View original

Key takeaways

  • Wearable data suffers from structured missingness, often mishandled by traditional imputation evaluations.
  • A new protocol simulates realistic missingness patterns for better model assessment.
  • Matched training with this protocol significantly improves imputation model performance.
  • Model rankings depend heavily on evaluation design, highlighting the need for realistic benchmarks.

Who benefits

HealthcareWearable TechnologySports & FitnessMedical DevicesAI/ML Development

Summary

This study develops a novel evaluation protocol for deep multivariate imputation models on wearable device data, addressing realistic structured missingness patterns. It reveals how traditional evaluation methods obscure model capabilities and proposes a transferable protocol for better imputation strategies.

Wearable devices offer continuous health monitoring, but the data they generate often suffers from structured missingness, where features from the same physical sensor drop out simultaneously. Existing deep imputation methods like BRITS and SAITS have not been thoroughly evaluated on multimodal physiological data under these realistic missingness conditions. Current benchmarks typically use random-point holdout protocols, which incorrectly assume missingness is independent across features and time. This research introduces a new evaluation protocol designed to address these limitations. Using data from an epilepsy patient recorded via a Garmin smartwatch, the protocol mines contiguous missing-run templates from training data. These templates are then stratified by per-feature gap-length quantiles and injected as block masks, preserving the co-missingness structure inherent in real-world wearable data. The study found that a matched training protocol, which exposes models to the same realistic missingness distribution, significantly improved BRITS's performance, reducing severe-gap MAE by 43%. While no single model dominated, linear interpolation was optimal for slow-moving features over short gaps, extended BRITS excelled with dynamic cardiac features in moderate and severe gaps, and SAITS better preserved the ground-truth distribution despite higher MAE. The findings underscore that model rankings are highly dependent on evaluation designs, establishing critical steps for developing superior imputation strategies for future multi-sensor wearable datasets.

Why it matters

Data scientists and machine learning engineers working with wearable device data can adopt this new evaluation protocol to more accurately assess and develop imputation models, leading to more robust and reliable health monitoring applications.

How to implement this in your domain

  1. 1Review current data imputation strategies for wearable device data and identify limitations in handling structured missingness.
  2. 2Adopt the proposed evaluation protocol by mining contiguous missing-run templates from training data.
  3. 3Implement the stratification of templates by gap-length quantiles and inject them as block masks to preserve co-missingness.
  4. 4Retrain and re-evaluate existing deep imputation models (e.g., BRITS, SAITS) using this new protocol and matched training.
  5. 5Develop or select imputation models based on their performance under realistic missingness, considering feature dynamics and gap severity.

Original post by Skye Goodman, Roussel Desmond Nzoyem, Leandro Junges, Peter Kissack, Yasser Qureshi, Amberly Brigden, Jeff Clark, Nawid Keshtmand

"arXiv:2608.24436v1 Announce Type: new 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 o…"

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Originally posted by Skye Goodman, Roussel Desmond Nzoyem, Leandro Junges, Peter Kissack, Yasser Qureshi, Amberly Brigden, Jeff Clark, Nawid Keshtmand on X · view source

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