arXiv Machine Learning

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.

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
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
arXiv Machine Learning
Aug 5

Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate

arXiv:2412. 11257v4 Announce Type: replace-cross Abstract: For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification.

By Fengpei Li, Haoxian Chen, Jiahe Lin, Arkin Gupta, Xiaowei Tan, Honglei Zhao, Gang Xu, Yuriy Nevmyvaka, Agostino Capponi, Henry Lam