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This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random…

Statistics Theory · Mathematics 2011-02-25 Pierpaolo De Blasi , Lancelot F. James , John W. Lau

Estimating causal effect using machine learning (ML) algorithms can help to relax functional form assumptions if used within appropriate frameworks. However, most of these frameworks assume settings with cross-sectional data, whereas…

Econometrics · Economics 2024-09-04 Jonathan Fuhr , Dominik Papies

Models of choice are a fundamental input to many now-canonical optimization problems in the field of Operations Management, including assortment, inventory, and price optimization. Naturally, accurate estimation of these models from data is…

Artificial Intelligence · Computer Science 2024-02-09 Joohwan Ko , Andrew A. Li

Conjoint experiments randomize multidimensional profiles, offering a powerful design for recovering structural preference parameters -- including marginal rates of substitution, willingness to pay, and the distribution of preferences across…

Methodology · Statistics 2026-05-26 Avidit Acharya , Jens Hainmueller , Yiqing Xu

We consider the problem of learning the preferences of a heterogeneous population by observing choices from an assortment of products, ads, or other offerings. Our observation model takes a form common in assortment planning applications:…

Machine Learning · Statistics 2016-06-09 Nathan Kallus , Madeleine Udell

Ensuring AI models align with human values is essential for their safety and functionality. Reinforcement learning from human feedback (RLHF) leverages human preferences to achieve this alignment. However, when preferences are sourced from…

Machine Learning · Computer Science 2025-02-10 Ryan Bahlous-Boldi , Li Ding , Lee Spector , Scott Niekum

We propose a robust method of discrete choice analysis when agents' choice sets are unobserved. Our core model assumes nothing about agents' choice sets apart from their minimum size. Importantly, it leaves unrestricted the dependence,…

Econometrics · Economics 2021-02-11 Levon Barseghyan , Maura Coughlin , Francesca Molinari , Joshua C. Teitelbaum

Data heterogeneity plays a pivotal role in determining the performance of machine learning (ML) systems. Traditional algorithms, which are typically designed to optimize average performance, often overlook the intrinsic diversity within…

Machine Learning · Computer Science 2025-06-03 Jiashuo Liu , Peng Cui

We study the assortment optimization problem under the Sequential Multinomial Logit (SML), a discrete choice model that generalizes the multinomial logit (MNL). Under the SML model, products are partitioned into two levels, to capture…

Discrete Mathematics · Computer Science 2018-08-31 Alvaro Flores , Gerardo Berbeglia , Pascal van Hentenryck

Predicting patient features from single-cell data can help identify cellular states implicated in health and disease. Linear models and average cell type expressions are typically favored for this task for their efficiency and robustness,…

Machine Learning · Computer Science 2024-03-11 Jan P. Engelmann , Alessandro Palma , Jakub M. Tomczak , Fabian J. Theis , Francesco Paolo Casale

This study presents a semi-nonparametric Latent Class Choice Model (LCCM) with a flexible class membership component. The proposed model formulates the latent classes using mixture models as an alternative approach to the traditional random…

We consider ordered logit models for directed network data that allow for flexible sender and receiver fixed effects that can vary arbitrarily across outcome categories. This structure poses a significant incidental parameter problem,…

Econometrics · Economics 2025-07-23 Chris Muris , Cavit Pakel , Qichen Zhang

Modern applications of machine learning (ML) deal with increasingly heterogeneous datasets comprised of data collected from overlapping latent subpopulations. As a result, traditional models trained over large datasets may fail to recognize…

Machine Learning · Statistics 2019-10-16 Benjamin Lengerich , Bryon Aragam , Eric P. Xing

Motivated by generating personalized recommendations using ordinal (or preference) data, we study the question of learning a mixture of MultiNomial Logit (MNL) model, a parameterized class of distributions over permutations, from partial…

Machine Learning · Statistics 2014-11-04 Sewoong Oh , Devavrat Shah

Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…

Methodology · Statistics 2016-02-16 Hien D. Nguyen , Geoffrey J. McLachlan

Collaborative Metric Learning (CML) has recently emerged as a popular method in recommendation systems (RS), closing the gap between metric learning and Collaborative Filtering. Following the convention of RS, existing methods exploit…

Information Retrieval · Computer Science 2022-10-03 Shilong Bao , Qianqian Xu , Zhiyong Yang , Yuan He , Xiaochun Cao , Qingming Huang

We propose a novel parameterized family of Mixed Membership Mallows Models (M4) to account for variability in pairwise comparisons generated by a heterogeneous population of noisy and inconsistent users. M4 models individual preferences as…

Machine Learning · Computer Science 2015-04-06 Weicong Ding , Prakash Ishwar , Venkatesh Saligrama

Preference based alignment objectives implicitly assume that all human preferences are expressed with equal strength. In practice, however, preference strength varies across individuals and contexts -- a phenomenon established in behavioral…

Machine Learning · Computer Science 2026-01-13 Saki Imai , Pedram Heydari , Anthony Sicilia , Asteria Kaeberlein , Katherine Atwell , Malihe Alikhani

We obtain a necessary and sufficient condition under which random-coefficient discrete choice models, such as mixed-logit models, are rich enough to approximate any nonparametric random utility models arbitrarily well across choice sets.…

Theoretical Economics · Economics 2023-12-12 Haoge Chang , Yusuke Narita , Kota Saito

Random Utility Models (RUMs), which subsume Plackett-Luce model (PL) as a special case, are among the most popular models for preference learning. In this paper, we consider RUMs with features and their mixtures, where each alternative has…

Machine Learning · Computer Science 2022-05-04 Zhibing Zhao , Ao Liu , Lirong Xia