Combining Discrete Choice Models and Neural Networks through Embeddings: Formulation, Interpretability and Performance
通过嵌入结合离散选择模型与神经网络:形式、可解释性及表现
This study proposes a novel approach that combines theory and data-driven choice models using Artificial Neural Networks (ANNs). In particular, we use continuous vector representations, called embeddings, for encoding categorical or discrete explanatory variables with a special focus on interpretability and model transparency. Although embedding representations within the logit framework have been conceptualized by Pereira (2019), their dimensions do not have an absolute…