arXiv Machine Learning

Amortized Inference for Correlated Discrete Choice Models via Equivariant Neural Networks

arXiv:2603. 24705v3 Announce Type: replace-cross Abstract: Discrete choice models are fundamental tools in management science, economics, and marketing for understanding and predicting decision-making.

arXiv Machine Learning
Jul 10

Bayesian Deep Learning for Discrete Choice

arXiv:2505. 18077v3 Announce Type: replace-cross Abstract: Discrete choice models (DCMs) are used to analyze individual decision-making in contexts such as transportation choices, political elections, and consumer preferences.

By Daniel F. Villarraga, Ricardo A. Daziano
arXiv Machine Learning
Jun 26

Embedding Foundation Model Predictions in Discrete-Choice Models with Structural Guarantees

arXiv:2606. 26432v1 Announce Type: new Abstract: Tabular foundation models achieve strong accuracy on choice prediction tasks, but their predictions often violate the economic logic those tasks require: raising a price can increase predicted demand, implied willingness-to-pay estimates are frequently negative or implausible, and unavailable alternatives receive nonzero probability.

By Yingshuo Wang, Xian Sun, Yanhang Li, Zhichao Fan, Zexin Zhuang
arXiv Machine Learning
Sep 10

Asymptotically-informed neural networks for Black-Scholes implied volatility computation

The paper introduces asymptotically-informed neural‑network architectures for computing Black‑Scholes implied volatility. By learning a trainable partition of the price‑log‑moneyness domain and combining specialised local approximations, the models outperform standard feed‑forward networks across a wide range of parameters. The neural‑network outputs also serve as highly accurate initial guesses for a third‑order Householder scheme, enabling near machine‑precision results after only two refinement iterations.

By Samira Amiriyan, Youness Boutaib
arXiv Machine Learning
Sep 1

Delta-AI: Local objectives for amortized inference in sparse graphical models

arXiv:2310.02423v3 Announce Type: replace Abstract: We present a new algorithm for amortized inference in sparse probabilistic graphical models (PGMs), which we call $\Delta$-amortized inference ($\D...

By Jean-Pierre Falet, Hae Beom Lee, Esmeralda S. Whitammer, Chen Sun, Dragos Secrieru, Thomas Jiralerspong, Dinghuai Zhang, Guillaume Lajoie, Yoshua Bengio
arXiv Machine Learning
Jun 30

Alternative Graph Neural Networks: Synergizing GEV Models and Deep Learning for Travel Mode Choice Modeling

arXiv:2509. 07123v2 Announce Type: replace-cross Abstract: Generalized extreme value models capture dependence among choice alternatives in discrete choice modeling, but require this dependence to be predefined, symmetric, and shared uniformly across individuals.

By Yuqi Zhou, Zhanhong Cheng, Dingyi Zhuang, Lingqian Hu, Yuheng Bu, Shenhao Wang