Adversarial refinement rarely improves time series imputation quality

When Does Adversarial Refinement Help? A Negative Result and Open Problem in Adapting R3GAN to Time Series Imputation

Machine Learning

Summary

The paper looks at whether new stable methods for training generative adversarial networks (GANs) can help fill in missing data in time series better. The authors adapted a recent stable GAN method to time series but found that adding adversarial refinement usually does not improve and sometimes harms the quality of the data imputation. They also discovered that this failure is not fully explained by common ideas about how GANs work, and suggest further experiments to pinpoint the exact reasons. This leaves an open question about why adversarial approaches do not help here, while similar distribution-based methods like diffusion models do.

What this means in practice

Authors

Yufeng He

Abstract

Diffusion models and transformers have supplanted GANs for multivariate time series imputation, largely on grounds of GAN training instability. R3GAN (NeurIPS 2024) removes that instability via regularized relativistic losses with provable convergence, raising a natural question: do stable, modern GANs revive adversarial imputation? We adapt R3GAN to 1D temporal data with a coarse-to-fine refinement framework and a frequency-domain discriminator, and audit 14 saved configurations across 3 datasets. Because these are heterogeneous single runs, the evidence is descriptive rather than a matched causal ablation. We report a negative result. All five saved mean/zero-start configurations improve by 48.4-70.2%. Among eight eligible non-legacy linear-start configurations, the mean change is -0.7% (range -3.0% to +1.1%); a separate -21.9% legacy logging anomaly is retained for provenance but excluded from that aggregate. In a saved Weather comparison, standalone R3GAN-1D underperforms BRITS by 5.8x. Crucially, we argue the common explanation (that GANs optimize distributional rather than point-wise objectives) cannot be the whole story, since diffusion models also optimize distributional objectives yet achieve state-of-the-art imputation. Our saved reconstruction-weight sweep is consistent with the adversarial signal being inert or harmful, but cannot identify its causal contribution; a matched discriminator-removed ablation is the key next experiment. We frame the precise reason a learned discriminator fails to provide useful refinement gradients (where a learned diffusion denoiser succeeds) as an open problem, and offer practical guidance on when adversarial refinement is worthwhile.