arXiv Machine Learning By Gabriel Nova, Stephane Hess, Sander van Cranenburgh

Delphos: A reinforcement learning framework for assisting discrete choice model specification

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Delphos is a deep reinforcement learning framework designed to aid the specification of discrete choice models. It treats model specification as a sequential decision-making task, where an agent selects modeling actions—such as adding constants, choosing taste parameters, applying transformations, or including interactions—to generate candidate models. Each candidate is estimated and evaluated using a reward function that reflects statistical fit and behavioral expectations, and a Deep Q-Network learns which sequences of decisions lead to high-quality models, as demonstrated on simulated and empirical datasets.

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Multitask Reinforcement Learning for Assisting Choice Model Specification

Delphos is a multitask reinforcement learning framework that automates discrete choice model specification by treating it as a sequential decision-making problem. It learns transferable specification strategies across multiple transport choice datasets using a DeepSet‑Q architecture, enabling a shared policy to adapt to varying variable sets. Trained on nine datasets, Delphos outperforms single‑task agents, and when applied to unseen Swissmetro and Decisions datasets, it quickly identifies competitive specifications with higher log‑likelihoods than existing methods.

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