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多离散连续(MDC)选择分析的深度神经网络和结构计量经济学模型的比较分析.pdf

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1、COLLABORATE.INNOVATE.EDUCATE.A Comparative Analysis of Deep Neural Network and Structural Econometric Models for Multiple Discrete-Continuous(MDC)Choice Analysis1XYZ Xth,2019June,2023Aupal MondalChandra R.BhatCOLLABORATE.INNOVATE.EDUCATE.2IntroductionThere is an emerging trend of using machine learn

2、ing models,to analyze individual decisions,in consumer behavior and transportation-related studies.These machine learning(ML)models are consistently found to achieve much higher predictive performance compared to the traditional discrete choice models(DCM).Deep Neural Network(DNN)and Random Forest(R

3、F)algorithms,in particular,are found to regularly outperform any other ML models and DCMs in predictions.COLLABORATE.INNOVATE.EDUCATE.PredictionsInterpretability3Introduction There is a constant debate about the computation perspectives and prediction accuracy offered by ML methods and the interpret

4、ability and behavioral foundations ingrained in theory-driven choice models.Theory-driven choice models based on economic and domain-specific theory,emphasize interpretability,make explicit assumptions,can work with smaller datasetsMachine Learning models “black-box”models,prioritize predictive accu

5、racy,can learn complex patterns,generally require large datasets.COLLABORATE.INNOVATE.EDUCATE.4IntroductionA few studies have attempted to address the interpretability issue in ML models,while a few have focused on utilizing a“synergistic”approach to harness the interpretability of theory-driven cho

6、ice models and the predictive accuracy of ML-based models.However,most earlier explorations compare the ML-based methods to the simple MNL model as the“strawman”.In any case,comparative studies on ML models versus theory-driven choice models have primarily focused on single discrete choice models.Cu

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本文主要研究了深度神经网络(DNN)和结构化经济计量模型在多元离散-连续选择分析中的应用。作者指出,机器学习模型,特别是DNN和随机森林算法,在预测性能上优于传统的离散选择模型。然而,机器学习模型通常被视为“黑箱”,缺乏理论解释性。作者提出一种“协同”方法,结合理论驱动的选择模型的解释性和机器学习模型的预测准确性。文章还介绍了多元离散-连续选择情况,即在同一时间选择多个替代品(或商品),这包括是否选择某个替代品的决策(离散部分)和如果选择,消费替代品程度的决策(连续部分)。作者详细介绍了MDC极端值模型及其变体,以及有限离散正态混合模型。文章以2018年和2019年美国人口普查局劳动统计局提供的消费者支出调查数据为例,研究了消费者每月重复的家庭娱乐和休闲相关订阅和会员支出。未来工作包括估计和预测使用结构化FDMN-MDCP模型和DNN-MDC模型,比较FDMN-MDCP和DNN-MDC模型中社会学人口变量效应,讨论价格弹性/平均处理效应。
"MDC选择分析中的深度神经网络与结构经济计量模型比较" "如何通过机器学习模型分析消费者行为和交通相关研究?" "深度神经网络和结构经济计量模型在多个离散-连续选择场景中的应用"
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