论文标题
神经安装的选择模型:味觉MNL建模味道异质性具有灵活性和解释性
A Neural-embedded Choice Model: TasteNet-MNL Modeling Taste Heterogeneity with Flexibility and Interpretability
论文作者
论文摘要
离散选择模型(DCM)需要先验了解实用程序功能,尤其是在个人之间的味道如何变化。公用事业错误指定可能导致估计值有偏见,解释不准确和可预测性有限。在本文中,我们利用神经网络来学习味觉表示。我们的配方由两个模块组成:一个神经网络(TasteNet),该模块将口味参数(例如时间系数)作为个体特征的灵活函数;以及具有专家知识定义的实用程序功能的多项式logit(MNL)模型。神经网络学到的口味参数被馈入选择模型并将两个模块链接起来。 我们的方法通过允许神经网络学习个体特征和替代属性之间的相互作用来扩展L-MNL模型(Sifringer等,2020)。此外,我们正式化并加强了可解释性条件 - 需要在分类级别对行为指标(例如,时间值,弹性)的现实估计,这对于模型对于场景分析和政策决策至关重要。通过唯一的网络体系结构和参数转换,我们结合了先验知识,并指导神经网络在分类级别输出现实的行为指标。我们表明,TasteNet-MNL达到了基地模型的可预测性,并在合成数据上恢复了非线性味觉功能。它在个人层面上的估计值和选择弹性接近地面真相。在公开可用的瑞士梅特罗数据集中,TasteNet-MNL的表现优于基准MNL和混合Logit模型的可预测性。它学习了人口中的各种口味变化,并提出了更高的平均值。
Discrete choice models (DCMs) require a priori knowledge of the utility functions, especially how tastes vary across individuals. Utility misspecification may lead to biased estimates, inaccurate interpretations and limited predictability. In this paper, we utilize a neural network to learn taste representation. Our formulation consists of two modules: a neural network (TasteNet) that learns taste parameters (e.g., time coefficient) as flexible functions of individual characteristics; and a multinomial logit (MNL) model with utility functions defined with expert knowledge. Taste parameters learned by the neural network are fed into the choice model and link the two modules. Our approach extends the L-MNL model (Sifringer et al., 2020) by allowing the neural network to learn the interactions between individual characteristics and alternative attributes. Moreover, we formalize and strengthen the interpretability condition - requiring realistic estimates of behavior indicators (e.g., value-of-time, elasticity) at the disaggregated level, which is crucial for a model to be suitable for scenario analysis and policy decisions. Through a unique network architecture and parameter transformation, we incorporate prior knowledge and guide the neural network to output realistic behavior indicators at the disaggregated level. We show that TasteNet-MNL reaches the ground-truth model's predictability and recovers the nonlinear taste functions on synthetic data. Its estimated value-of-time and choice elasticities at the individual level are close to the ground truth. On a publicly available Swissmetro dataset, TasteNet-MNL outperforms benchmarking MNLs and Mixed Logit model's predictability. It learns a broader spectrum of taste variations within the population and suggests a higher average value-of-time.