Integrated Imputation-Classification for Supervised Learning with Missing Data

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.