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ResLogit: A residual neural network logit model for data-driven choice modelling

Melvin Wong, Bilal Farooq

arXiv 20 Dec 2019 · Econometrics · publishedTransportation Research Part C Emerging Technologies (2021) · 9 citations (OpenAlex)

arXiv:1912.10058 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper presents a novel deep learning-based travel behaviour choice model.Our proposed Residual Logit (ResLogit) model formulation seamlessly integrates a Deep Neural Network (DNN) architecture into a multinomial logit model. Recently, DNN models such as the Multi-layer Perceptron (MLP) and the Recurrent Neural Network (RNN) have shown remarkable success in modelling complex and noisy behavioural data. However, econometric studies have argued that machine learning techniques are a `black-box' and difficult to interpret for use in the choice analysis.We develop a data-driven choice model that extends the systematic utility function to incorporate non-linear cross-effects using a series of residual layers and using skipped connections to handle model identifiability in estimating a large number of parameters.The model structure accounts for cross-effects and choice heterogeneity arising from substitution, interactions with non-chosen alternatives and other effects in a non-linear manner.We describe the formulation, model estimation, interpretability and examine the relative performance and econometric implications of our proposed model.We present an illustrative example of the model on a classic red/blue bus choice scenario example. For a real-world application, we use a travel mode choice dataset to analyze the model characteristics compared to traditional neural networks and Logit formulations.Our findings show that our ResLogit approach significantly outperforms MLP models while providing similar interpretability as a Multinomial Logit model.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Goodfellow, I., Bengio, Y., Courville, A (2016) Deep Learning0.92843100%
2He, K., Zhang, X., Ren, S., Sun, J (2016) Deep residual learning for image recognition0.87472100%
3Sifringer, B., Lurkin, V., Alahi, A (2020) Enhancing discrete choice models with representation learning0.87452100%
4Timmermans, H., Borgers, A., van der Waerden, P (1992) Mother logit analysis of substitution effects in consumer shopping destination choice0.87452100%
5Hess, S., Daly, A., Batley, R (2018) Revisiting consistency with random utility maximisation: theory and implications for practical work0.84333100%
6Lee, D., Derrible, S., Pereira, F.C (2018) Comparison of four types of artificial neural network and a multinomial logit model for travel mode choice modeling0.73732100%
7Bansal, P., Krueger, R., Bierlaire, M., Daziano, R.A., Rashidi, T.H (2019) Bayesian estimation of mixed multinomial logit models: Advances and simulation-based evaluations0.64422100%
8Borysov, S.S., Rich, J., Pereira, F.C (2019) How to generate micro-agents? a deep generative modeling approach to population synthesis0.64422100%
9McFadden, D., Tye, W.B., Train, K (1977) An application of diagnostic tests for the independence from irrelevant alternatives property of the multinomial logit model0.64422100%
10Pereira, F.C (2019) Rethinking travel behavior modeling representations through embeddings0.64422100%

Showing the top 10 of 56 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Deep Learning for Choice Modeling0.51121
2Combining Discrete Choice Models and Neural Networks through Embeddings: Formulation, Interpretability and Performance0.40511
3The Mixed Aggregate Preference Logit Model: A Machine Learning Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis0.40511
4Bayesian Deep Learning for Discrete Choice0.40511
5Combine and conquer: model averaging for out-of-distribution forecasting0.40511
6Amortized Inference for Correlated Discrete Choice Models via Equivariant Neural Networks0.40511