.. DO NOT EDIT. .. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY. .. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE: .. "auto_examples/swissmetro/plot_b06unif_mixture_MHLS.py" .. LINE NUMBERS ARE GIVEN BELOW. .. only:: html .. note:: :class: sphx-glr-download-link-note :ref:`Go to the end ` to download the full example code .. rst-class:: sphx-glr-example-title .. _sphx_glr_auto_examples_swissmetro_plot_b06unif_mixture_MHLS.py: Mixture of logit models ======================= Example of a uniform mixture of logit models, using Monte-Carlo integration. The mixing distribution is uniform. The draws are from the Modified Hypercube Latin Square. :author: Michel Bierlaire, EPFL :date: Sun Apr 9 17:50:28 2023 .. GENERATED FROM PYTHON SOURCE LINES 14-26 .. code-block:: default import biogeme.biogeme_logging as blog import biogeme.biogeme as bio from biogeme import models from biogeme.expressions import ( Beta, bioDraws, exp, log, MonteCarlo, ) .. GENERATED FROM PYTHON SOURCE LINES 27-28 See the data processing script: :ref:`swissmetro_data`. .. GENERATED FROM PYTHON SOURCE LINES 28-45 .. code-block:: default from swissmetro_data import ( database, CHOICE, SM_AV, CAR_AV_SP, TRAIN_AV_SP, TRAIN_TT_SCALED, TRAIN_COST_SCALED, SM_TT_SCALED, SM_COST_SCALED, CAR_TT_SCALED, CAR_CO_SCALED, ) logger = blog.get_screen_logger(level=blog.INFO) logger.info('Example b06unif_mixture_MHLS') .. rst-class:: sphx-glr-script-out .. code-block:: none Example b06unif_mixture_MHLS .. GENERATED FROM PYTHON SOURCE LINES 46-47 Parameters to be estimated. .. GENERATED FROM PYTHON SOURCE LINES 47-52 .. code-block:: default ASC_CAR = Beta('ASC_CAR', 0, None, None, 0) ASC_TRAIN = Beta('ASC_TRAIN', 0, None, None, 0) ASC_SM = Beta('ASC_SM', 0, None, None, 1) B_COST = Beta('B_COST', 0, None, None, 0) .. GENERATED FROM PYTHON SOURCE LINES 53-55 Define a random parameter, normally distributed, designed to be used for Monte-Carlo simulation. .. GENERATED FROM PYTHON SOURCE LINES 55-57 .. code-block:: default B_TIME = Beta('B_TIME', 0, None, None, 0) .. GENERATED FROM PYTHON SOURCE LINES 58-59 It is advised not to use 0 as starting value for the following parameter. .. GENERATED FROM PYTHON SOURCE LINES 59-61 .. code-block:: default B_TIME_S = Beta('B_TIME_S', 1, None, None, 0) .. GENERATED FROM PYTHON SOURCE LINES 62-64 Define a random parameter, uniformly distributed, designed to be used for Monte-Carlo simulation. The type of draws is set to ``NORMAL_MLHS``. .. GENERATED FROM PYTHON SOURCE LINES 64-66 .. code-block:: default B_TIME_RND = B_TIME + B_TIME_S * bioDraws('B_TIME_RND', 'NORMAL_MLHS') .. GENERATED FROM PYTHON SOURCE LINES 67-68 Definition of the utility functions. .. GENERATED FROM PYTHON SOURCE LINES 68-72 .. code-block:: default V1 = ASC_TRAIN + B_TIME_RND * TRAIN_TT_SCALED + B_COST * TRAIN_COST_SCALED V2 = ASC_SM + B_TIME_RND * SM_TT_SCALED + B_COST * SM_COST_SCALED V3 = ASC_CAR + B_TIME_RND * CAR_TT_SCALED + B_COST * CAR_CO_SCALED .. GENERATED FROM PYTHON SOURCE LINES 73-74 Associate utility functions with the numbering of alternatives. .. GENERATED FROM PYTHON SOURCE LINES 74-76 .. code-block:: default V = {1: V1, 2: V2, 3: V3} .. GENERATED FROM PYTHON SOURCE LINES 77-78 Associate the availability conditions with the alternatives. .. GENERATED FROM PYTHON SOURCE LINES 78-80 .. code-block:: default av = {1: TRAIN_AV_SP, 2: SM_AV, 3: CAR_AV_SP} .. GENERATED FROM PYTHON SOURCE LINES 81-82 Conditional on B_TIME_RND, we have a logit model (called the kernel). .. GENERATED FROM PYTHON SOURCE LINES 82-84 .. code-block:: default prob = exp(models.loglogit(V, av, CHOICE)) .. GENERATED FROM PYTHON SOURCE LINES 85-86 We integrate over B_TIME_RND using Monte-Carlo .. GENERATED FROM PYTHON SOURCE LINES 86-88 .. code-block:: default logprob = log(MonteCarlo(prob)) .. GENERATED FROM PYTHON SOURCE LINES 89-90 Create the Biogeme object. .. GENERATED FROM PYTHON SOURCE LINES 90-93 .. code-block:: default the_biogeme = bio.BIOGEME(database, logprob, parameter_file='few_draws.toml') the_biogeme.modelName = '06unif_mixture_MHLS' .. rst-class:: sphx-glr-script-out .. code-block:: none File few_draws.toml has been parsed. .. GENERATED FROM PYTHON SOURCE LINES 94-95 Estimate the parameters. .. GENERATED FROM PYTHON SOURCE LINES 95-97 .. code-block:: default results = the_biogeme.estimate() .. rst-class:: sphx-glr-script-out .. code-block:: none *** Initial values of the parameters are obtained from the file __06unif_mixture_MHLS.iter Cannot read file __06unif_mixture_MHLS.iter. Statement is ignored. Optimization algorithm: hybrid Newton/BFGS with simple bounds [simple_bounds] ** Optimization: Newton with trust region for simple bounds Iter. ASC_CAR ASC_TRAIN B_COST B_TIME B_TIME_S Function Relgrad Radius Rho 0 -0.08 -0.8 -0.32 -1 0.87 5.4e+03 0.046 10 1 ++ 1 0.0086 -0.58 -0.99 -1.6 0.92 5.2e+03 0.0096 1e+02 1.1 ++ 2 0.091 -0.44 -1.2 -2 1.4 5.2e+03 0.0063 1e+03 1.1 ++ 3 0.12 -0.42 -1.3 -2.2 1.5 5.2e+03 0.00062 1e+04 1.1 ++ 4 0.12 -0.42 -1.3 -2.2 1.6 5.2e+03 7.4e-06 1e+05 1 ++ 5 0.12 -0.42 -1.3 -2.2 1.6 5.2e+03 7.8e-10 1e+05 1 ++ Results saved in file 06unif_mixture_MHLS.html Results saved in file 06unif_mixture_MHLS.pickle .. GENERATED FROM PYTHON SOURCE LINES 98-100 .. code-block:: default print(results.short_summary()) .. rst-class:: sphx-glr-script-out .. code-block:: none Results for model 06unif_mixture_MHLS Nbr of parameters: 5 Sample size: 6768 Excluded data: 3960 Final log likelihood: -5222.239 Akaike Information Criterion: 10454.48 Bayesian Information Criterion: 10488.58 .. GENERATED FROM PYTHON SOURCE LINES 101-103 .. code-block:: default pandas_results = results.getEstimatedParameters() pandas_results .. raw:: html
Value Rob. Std err Rob. t-test Rob. p-value
ASC_CAR 0.118496 0.051225 2.313219 2.071060e-02
ASC_TRAIN -0.417070 0.066079 -6.311704 2.759797e-10
B_COST -1.269655 0.085058 -14.926903 0.000000e+00
B_TIME -2.186421 0.114979 -19.015886 0.000000e+00
B_TIME_S 1.564538 0.135383 11.556346 0.000000e+00


.. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 9.122 seconds) .. _sphx_glr_download_auto_examples_swissmetro_plot_b06unif_mixture_MHLS.py: .. only:: html .. container:: sphx-glr-footer sphx-glr-footer-example .. container:: sphx-glr-download sphx-glr-download-python :download:`Download Python source code: plot_b06unif_mixture_MHLS.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_b06unif_mixture_MHLS.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_