xlogit 0.0.1

A Python package for GPU-accelerated estimation of mixed logit models.

xlogit

xlogit: A Python package for GPU-accelerated estimation of mixed logit models.
Multinomial and conditional logit models are also supported.

Example:

The following example analyzes choices of fishing modes. See the data here and more information about the data here. The parameters are:

• X: Data matrix in long format (numpy array, shape [n_samples, n_variables])
• y: Binary vector of choices (numpy array, shape [n_samples, ])
• varnames: List of variable names. Its length must match number of columns in X
• alt: List of alternatives names or codes.
• randvars: Variables with random distribution. "n" for normal and "ln" for log normal.

The current version of xlogit only supports data in long format.

Usage

# Read data from CSV file
import pandas as pd
df = pd.read_csv("examples/data/fishing_long.csv")

X = df[['price', 'catch']].values
y = df['choice'].values

# Fit the model with xlogit
from xlogit import MixedLogit
model = MixedLogit()
model.fit(X, y, 
          varnames=['price', 'catch'],
          randvars={'price': 'n', 'catch': 'n'},
          alt=['beach', 'boat', 'charter', 'pier'])
model.summary()

Output

Estimation succesfully completed after 21 iterations.
------------------------------------------------------------------------
Coefficient           Estimate      Std.Err.         z-val         P>|z|
------------------------------------------------------------------------
price               -0.0274061     0.0022827   -12.0062499       2.2e-30 ***
catch                1.3345446     0.1735364     7.6902874      2.29e-13 ***
sd.price             0.0104608     0.0020466     5.1113049      1.93e-06 ***
sd.catch             1.5857201     0.3746104     4.2329844      0.000109 ***
------------------------------------------------------------------------
Significance:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Log-Likelihood= -1300.227

For more examples of xlogit see this Jupyter Notebook. To test how fast is MixedLogit with GPU processing you can use Google Colaboratory that provides some GPU processing for free. In the Jupyter Notebook above you just need to click the "Open in Colab" button to run your analysis.

Installation

Install using pip:
pip install xlogit
Alternatively, you can download source code and import xlogit.MixedLogit

Enable GPU Processsing

To enable GPU processing you must install the CuPy library (see installation instructions). When xlogit detects that CuPy is installed, it switches to GPU processing.

Notes:

The current version allows estimation of:

• Mixed logit models with normal and log-normal distributions.
• Mixed logit models with panel data
• Multinomial Logit Models: Models with individual specific variables
• Conditional Logit Models: Models with alternative specific variables
• Models with both, individual and alternative specific variables

Citing xlogit

To cite this package:

BibTeX

@software{xlogit,
    author = {Arteaga, Cristian and Bhat, Prithvi and Park, JeeWoong and Paz, Alexander},
    title = {xlogit: xlogit: A Python package for GPU-accelerated estimation of mixed logit models},
    url = {https://github.com/arteagac/xlogit},
    version = {0.0.2},
    year = {2020}
}