no code implementations • 21 Jan 2021 • Youssef M. Aboutaleb, Mazen Danaf, Yifei Xie, Moshe Ben-Akiva
This paper discusses capabilities that are essential to models applied in policy analysis settings and the limitations of direct applications of off-the-shelf machine learning methodologies to such settings.
1 code implementation • 18 Aug 2020 • Youssef M. Aboutaleb, Moshe Ben-Akiva, Patrick Jaillet
We formulate the problem of learning an optimal nesting structure from the data as a mixed integer nonlinear programming (MINLP) optimization problem and solve it using a variant of the linear outer approximation algorithm.
no code implementations • 14 Jan 2020 • Youssef M. Aboutaleb, Mazen Danaf, Yifei Xie, Moshe Ben-Akiva
We propose a new estimator, called MISC, that uses a mixed-integer optimization (MIO) program to find an optimal block diagonal structure specification for the covariance matrix, corresponding to subsets of correlated coefficients, for any desired sparsity level using Markov Chain Monte Carlo (MCMC) posterior draws from the unrestricted full covariance matrix.