  Datasets with missing values are very common on industry applications, and
they can have a negative impact on machine learning models. Recent studies
introduced solutions to the problem of imputing missing values based on deep
generative models. Previous experiments with Generative Adversarial Networks
and Variational Autoencoders showed interesting results in this domain, but it
is not clear which method is preferable for different use cases. The goal of
this work is twofold: we present a comparison between missing data imputation
solutions based on deep generative models, and we propose improvements over
those methodologies. We run our experiments using known real life datasets with
different characteristics, removing values at random and reconstructing them
with several imputation techniques. Our results show that the presence or
absence of categorical variables can alter the selection of the best model, and
that some models are more stable than others after similar runs with different
random number generator seeds.
