mixl: An open-source R package for estimating complex choice models on large datasets
mixl: An open-source R package for estimating complex choice models on large datasets
复制标题
mixl：一个开源 R 包，用于估计大型数据集上的复杂选择模型
DOI：
10.3929/ethz-b-000334289
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发表时间：
2021
影响因子：
2.4
通讯作者：
K. Axhausen
中科院分区：
文献类型：
--
作者：
Joseph Molloy;Felix Becker;B. Schmid;K. Axhausen
摘要本文介绍了一个新的用于高级选择模型估计的R软件包mixl。这种模型的估计通常依赖于具有大量随机抽取的模拟方法以获得稳定的结果。MIXL使用对数似然问题结构的固有属性来大大减少特定类型的混合多项式Logit模型的估计过程的存储器使用和运行时间。包括预测和后验分析功能。并行计算也得到支持，在多达24个内核上观察到接近线性的加速比。mixl可从R直接访问，可在CRAN上获得。我们证明了mixl是快速的，易于使用的，并且可以扩展到非常大的数据集。本文介绍了该软件包的体系结构和性能，详细介绍了它的使用，并提出了使用真实的世界的数据和模型的一些结果。
Abstract This paper introduces mixl, a new R package for the estimation of advanced choice models. The estimation of such models typically relies on simulation methods with a large number of random draws to obtain stable results. mixl uses inherent properties of the log-likelihood problem structure to greatly reduce both the memory usage and runtime of the estimation procedure for specific types of mixed multinomial logit models. Functions for prediction and posterior analysis are included. Parallel computing is also supported, with near linear speedups observed on up to 24 cores. mixl is directly accessible from R, available on CRAN. We show that mixl is fast, easy to use, and scales to very large datasets. This paper presents the architecture and performance of the package, details its use, and presents some results using real world data and models.