.. 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.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.py: Mixture of logit models ======================= Example of a uniform mixture of logit models, using Monte-Carlo integration. :author: Michel Bierlaire, EPFL :date: Sun Apr 9 17:48:20 2023 .. GENERATED FROM PYTHON SOURCE LINES 13-25 .. 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 26-27 See the data processing script: :ref:`swissmetro_data`. .. GENERATED FROM PYTHON SOURCE LINES 27-44 .. 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.py') .. rst-class:: sphx-glr-script-out .. code-block:: none Example b06unif_mixture.py .. GENERATED FROM PYTHON SOURCE LINES 45-46 Parameters to be estimated. .. GENERATED FROM PYTHON SOURCE LINES 46-51 .. 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 52-54 Define a random parameter, uniformly distributed, designed to be used for Monte-Carlo simulation. .. GENERATED FROM PYTHON SOURCE LINES 54-58 .. code-block:: default B_TIME = Beta('B_TIME', 0, None, None, 0) B_TIME_S = Beta('B_TIME_S', 1, None, None, 0) B_TIME_RND = B_TIME + B_TIME_S * bioDraws('B_TIME_RND', 'UNIFORMSYM') .. GENERATED FROM PYTHON SOURCE LINES 59-60 Definition of the utility functions. .. GENERATED FROM PYTHON SOURCE LINES 60-64 .. 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 65-66 Associate utility functions with the numbering of alternatives. .. GENERATED FROM PYTHON SOURCE LINES 66-68 .. code-block:: default V = {1: V1, 2: V2, 3: V3} .. GENERATED FROM PYTHON SOURCE LINES 69-70 Associate the availability conditions with the alternatives. .. GENERATED FROM PYTHON SOURCE LINES 70-72 .. code-block:: default av = {1: TRAIN_AV_SP, 2: SM_AV, 3: CAR_AV_SP} .. GENERATED FROM PYTHON SOURCE LINES 73-74 Conditional to B_TIME_RND, we have a logit model (called the kernel). .. GENERATED FROM PYTHON SOURCE LINES 74-78 .. code-block:: default prob = exp(models.loglogit(V, av, CHOICE)) # We integrate over B_TIME_RND using Monte-Carlo logprob = log(MonteCarlo(prob)) .. GENERATED FROM PYTHON SOURCE LINES 79-84 Create the Biogeme object. As the objective is to illustrate the syntax, we calculate the Monte-Carlo approximation with a small number of draws. To achieve that, we provide a parameter file different from the default one: ``_ .. GENERATED FROM PYTHON SOURCE LINES 84-87 .. code-block:: default the_biogeme = bio.BIOGEME(database, logprob, parameter_file='few_draws.toml') the_biogeme.modelName = 'b06unif_mixture' .. rst-class:: sphx-glr-script-out .. code-block:: none File few_draws.toml has been parsed. .. GENERATED FROM PYTHON SOURCE LINES 88-89 Estimate the parameters .. GENERATED FROM PYTHON SOURCE LINES 89-91 .. 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 __b06unif_mixture.iter Cannot read file __b06unif_mixture.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 -0.18 -0.69 -0.37 -1 0.87 5.4e+03 0.045 10 1 ++ 1 -0.0037 -0.57 -0.99 -1.6 1.9 5.2e+03 0.021 1e+02 1.1 ++ 2 0.087 -0.45 -1.2 -2 2.5 5.2e+03 0.0064 1e+03 1.1 ++ 3 0.13 -0.4 -1.3 -2.3 2.8 5.2e+03 0.00099 1e+04 1.1 ++ 4 0.13 -0.4 -1.3 -2.3 2.8 5.2e+03 2.4e-05 1e+05 1 ++ 5 0.13 -0.4 -1.3 -2.3 2.8 5.2e+03 1.5e-08 1e+05 1 ++ Results saved in file b06unif_mixture.html Results saved in file b06unif_mixture.pickle .. GENERATED FROM PYTHON SOURCE LINES 92-93 .. code-block:: default print(results.short_summary()) .. rst-class:: sphx-glr-script-out .. code-block:: none Results for model b06unif_mixture Nbr of parameters: 5 Sample size: 6768 Excluded data: 3960 Final log likelihood: -5217.518 Akaike Information Criterion: 10445.04 Bayesian Information Criterion: 10479.14 .. GENERATED FROM PYTHON SOURCE LINES 94-96 .. code-block:: default pandas_results = results.getEstimatedParameters() pandas_results .. raw:: html
Value Rob. Std err Rob. t-test Rob. p-value
ASC_CAR 0.134336 0.053321 2.519393 1.175572e-02
ASC_TRAIN -0.395397 0.066181 -5.974457 2.308579e-09
B_COST -1.273651 0.086099 -14.792786 0.000000e+00
B_TIME -2.285529 0.125555 -18.203394 0.000000e+00
B_TIME_S 2.816753 0.196641 14.324339 0.000000e+00


.. rst-class:: sphx-glr-timing **Total running time of the script:** (0 minutes 8.278 seconds) .. _sphx_glr_download_auto_examples_swissmetro_plot_b06unif_mixture.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.py ` .. container:: sphx-glr-download sphx-glr-download-jupyter :download:`Download Jupyter notebook: plot_b06unif_mixture.ipynb ` .. only:: html .. rst-class:: sphx-glr-signature `Gallery generated by Sphinx-Gallery `_