Investigation of several choice models

Investigate several choice models:

  • logit

  • nested logit with two nests: public and private transportation

  • nested logit with two nests existing and future modes

for a total of 3 specifications. See Bierlaire and Ortelli (2023).

author:

Michel Bierlaire, EPFL

date:

Fri Jul 14 09:47:21 2023

import biogeme.biogeme as bio
import biogeme.biogeme_logging as blog
from biogeme import models
from biogeme.expressions import Beta
from biogeme.catalog import Catalog
from biogeme.nests import OneNestForNestedLogit, NestsForNestedLogit
from biogeme.results import compile_estimation_results, pareto_optimal

See Data preparation for Swissmetro.

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)

Parameters to be estimated

ASC_CAR = Beta('ASC_CAR', 0, None, None, 0)
ASC_TRAIN = Beta('ASC_TRAIN', 0, None, None, 0)
B_TIME = Beta('B_TIME', 0, None, None, 0)
B_COST = Beta('B_COST', 0, None, None, 0)

Definition of the utility functions

V1 = ASC_TRAIN + B_TIME * TRAIN_TT_SCALED + B_COST * TRAIN_COST_SCALED
V2 = B_TIME * SM_TT_SCALED + B_COST * SM_COST_SCALED
V3 = ASC_CAR + B_TIME * CAR_TT_SCALED + B_COST * CAR_CO_SCALED

Associate utility functions with the numbering of alternatives

V = {1: V1, 2: V2, 3: V3}

Associate the availability conditions with the alternatives

av = {1: TRAIN_AV_SP, 2: SM_AV, 3: CAR_AV_SP}

Definition of the logit model. This is the contribution of each observation to the log likelihood function.

logprob_logit = models.loglogit(V, av, CHOICE)

Nested logit model: nest with existing alternatives.

mu_existing = Beta('mu_existing', 1, 1, 10, 0)
existing = OneNestForNestedLogit(
    nest_param=mu_existing, list_of_alternatives=[1, 3], name='Existing'
)

nests_existing = NestsForNestedLogit(choice_set=list(V), tuple_of_nests=(existing,))
logprob_nested_existing = models.lognested(V, av, nests_existing, CHOICE)

Nested logit model: nest with public transportation alternatives.

mu_public = Beta('mu_public', 1, 1, 10, 0)
public = OneNestForNestedLogit(
    nest_param=mu_public, list_of_alternatives=[1, 2], name='Public'
)

nests_public = NestsForNestedLogit(choice_set=list(V), tuple_of_nests=(public,))
logprob_nested_public = models.lognested(V, av, nests_public, CHOICE)

Catalog.

model_catalog = Catalog.from_dict(
    catalog_name='model_catalog',
    dict_of_expressions={
        'logit': logprob_logit,
        'nested existing': logprob_nested_existing,
        'nested public': logprob_nested_public,
    },
)

Create the Biogeme object.

the_biogeme = bio.BIOGEME(database, model_catalog)
the_biogeme.modelName = 'b01model'
the_biogeme.generate_html = False
the_biogeme.generate_pickle = False
File biogeme.toml has been parsed.

Estimate the parameters.

dict_of_results = the_biogeme.estimate_catalog()
Estimating 3 models.
File biogeme.toml has been parsed.
*** Initial values of the parameters are obtained from the file __b01model_000000.iter
Cannot read file __b01model_000000.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     Function    Relgrad   Radius      Rho
    0           -0.49           -0.92           -0.88           -0.67      5.4e+03      0.041       10      1.1   ++
    1           -0.18           -0.73              -1            -1.2      5.3e+03     0.0072    1e+02      1.1   ++
    2           -0.16            -0.7            -1.1            -1.3      5.3e+03    0.00018    1e+03        1   ++
    3           -0.16            -0.7            -1.1            -1.3      5.3e+03    1.1e-07    1e+03        1   ++
Results saved in file b01model_000000.html
Results saved in file b01model_000000.pickle
File biogeme.toml has been parsed.
*** Initial values of the parameters are obtained from the file __b01model_000001.iter
Cannot read file __b01model_000001.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       mu_public     Function    Relgrad   Radius      Rho
    0           -0.49           -0.92           -0.88           -0.67               1      5.4e+03      0.041       10      1.1   ++
    1           -0.31           -0.86            -1.1            -1.1               1      5.3e+03      0.011    1e+02      1.1   ++
    2           -0.15            -0.7            -1.1            -1.3               1      5.3e+03    0.00021    1e+03        1   ++
    3           -0.15            -0.7            -1.1            -1.3               1      5.3e+03    2.1e-07    1e+03        1   ++
Results saved in file b01model_000001.html
Results saved in file b01model_000001.pickle
File biogeme.toml has been parsed.
*** Initial values of the parameters are obtained from the file __b01model_000002.iter
Cannot read file __b01model_000002.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     mu_existing     Function    Relgrad   Radius      Rho
    0             0.1           -0.75              -1            -0.8             1.5      5.4e+03      0.082       10     0.92   ++
    1           -0.22           -0.28           -0.82           -0.86             2.2      5.3e+03      0.076       10     0.44    +
    2           -0.17           -0.52            -0.7            -0.7             2.7      5.3e+03      0.023       10     0.72    +
    3           -0.17           -0.52            -0.7            -0.7             2.7      5.3e+03      0.023     0.84     -4.6    -
    4           -0.14           -0.52           -0.87           -0.92             1.8      5.2e+03      0.006     0.84     0.63    +
    5           -0.16           -0.51           -0.87           -0.91               2      5.2e+03     0.0014      8.4      1.1   ++
    6           -0.17           -0.51           -0.86            -0.9             2.1      5.2e+03    8.1e-05       84        1   ++
    7           -0.17           -0.51           -0.86            -0.9             2.1      5.2e+03    2.8e-07       84        1   ++
Results saved in file b01model_000002.html
Results saved in file b01model_000002.pickle

Number of estimated models.

print(f'A total of {len(dict_of_results)} models have been estimated')
A total of 3 models have been estimated

All estimation results

compiled_results, specs = compile_estimation_results(
    dict_of_results, use_short_names=True
)
compiled_results
Model_000000 Model_000001 Model_000002
Number of estimated parameters 4 5 5
Sample size 6768 6768 6768
Final log likelihood -5331.252007 -5331.252007 -5236.900014
Akaike Information Criterion 10670.504014 10672.504014 10483.800027
Bayesian Information Criterion 10697.783857 10706.603818 10517.899832
ASC_CAR (t-test) -0.155 (-2.66) -0.155 (-2.03) -0.167 (-3.07)
ASC_TRAIN (t-test) -0.701 (-8.49) -0.701 (-5.22) -0.512 (-6.47)
B_COST (t-test) -1.08 (-15.9) -1.08 (-14.4) -0.857 (-14.3)
B_TIME (t-test) -1.28 (-12.3) -1.28 (-10.5) -0.899 (-8.39)
mu_public (t-test) 1 (8.78)
mu_existing (t-test) 2.05 (12.5)


Glossary

for short_name, spec in specs.items():
    print(f'{short_name}\t{spec}')
Model_000000    model_catalog:logit
Model_000001    model_catalog:nested public
Model_000002    model_catalog:nested existing

Estimation results of the Pareto optimal models.

pareto_results = pareto_optimal(dict_of_results)
compiled_pareto_results, pareto_specs = compile_estimation_results(
    pareto_results, use_short_names=True
)
No Pareto file has been provided
compiled_pareto_results
Model_000000 Model_000001
Number of estimated parameters 4 5
Sample size 6768 6768
Final log likelihood -5331.252007 -5236.900014
Akaike Information Criterion 10670.504014 10483.800027
Bayesian Information Criterion 10697.783857 10517.899832
ASC_CAR (t-test) -0.155 (-2.66) -0.167 (-3.07)
ASC_TRAIN (t-test) -0.701 (-8.49) -0.512 (-6.47)
B_COST (t-test) -1.08 (-15.9) -0.857 (-14.3)
B_TIME (t-test) -1.28 (-12.3) -0.899 (-8.39)
mu_existing (t-test) 2.05 (12.5)


Glossary.

for short_name, spec in pareto_specs.items():
    print(f'{short_name}\t{spec}')
Model_000000    model_catalog:logit
Model_000001    model_catalog:nested existing

Total running time of the script: (0 minutes 0.617 seconds)

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