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Merge pull request #135 from synthicity/alts-mnl-tests
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Add tests of mnl with alternative-specific coefficients
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jiffyclub committed Dec 9, 2014
2 parents 320190d + 61ba4b9 commit 485a258
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8 changes: 8 additions & 0 deletions urbansim/urbanchoice/tests/data/mnl_tests.R
Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,14 @@ print(predict(mnl, newdata=fish_choosers))
print('******************')
print('******************')

mnl = mlogit(mode ~ 0 | income, data=Fish)
summary(mnl)
print(mnl$coefficients)
print(predict(mnl, newdata=fish_choosers))

print('******************')
print('******************')

data('TravelMode', package='AER')
TravelMode = mlogit.data(TravelMode, shape='long', choice='choice', varying=c(3:7), alt.var='mode')
write.csv(TravelMode, file='travel_mode.csv')
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72 changes: 72 additions & 0 deletions urbansim/urbanchoice/tests/test_mnl.py
Original file line number Diff line number Diff line change
Expand Up @@ -138,3 +138,75 @@ def test_mnl_simulate(dm, fit_coeffs, num_alts, test_data, choosers_dm):
results = pd.DataFrame(probs, columns=test_data['sim_expected'].columns)
results, expected = results.align(test_data['sim_expected'])
npt.assert_allclose(results.as_matrix(), expected.as_matrix(), rtol=1e-4)


def test_alternative_specific_coeffs(num_alts):
template = np.array(
[[0, 0, 0],
[1, 0, 0],
[0, 1, 0],
[0, 0, 1]])

fish = df({'data': 'fish.csv'})
fish_choosers = choosers({'choosers': 'fish_choosers.csv'})
fish_chosen = chosen(fish, num_alts, {'column': 'mode'})

# construct design matrix with columns repeated for 3 / 4 of alts
num_choosers = len(fish['chid'].unique())

intercept_df = pd.DataFrame(
np.tile(template, (num_choosers, 1)),
columns=[
'boat:(intercept)', 'charter:(intercept)', 'pier:(intercept)'])
income_df = pd.DataFrame(
np.tile(template, (num_choosers, 1)),
columns=[
'boat:income', 'charter:income', 'pier:income'])

for idx, row in fish.iterrows():
income_df.loc[idx] = income_df.loc[idx] * row['income']

dm = pd.concat([intercept_df, income_df], axis=1)

# construct choosers design matrix
num_choosers = len(fish_choosers['chid'].unique())

intercept_df = pd.DataFrame(
np.tile(template, (num_choosers, 1)),
columns=[
'boat:(intercept)', 'charter:(intercept)', 'pier:(intercept)'])
income_df = pd.DataFrame(
np.tile(template, (num_choosers, 1)),
columns=[
'boat:income', 'charter:income', 'pier:income'])

for idx, row in fish_choosers.iterrows():
income_df.loc[idx] = income_df.loc[idx] * row['income']

choosers_dm = pd.concat([intercept_df, income_df], axis=1)

# test estimation
expected = pd.Series([
7.389208e-01, 1.341291e+00, 8.141503e-01, 9.190636e-05,
-3.163988e-05, -1.434029e-04],
index=[
'boat:(intercept)', 'charter:(intercept)', 'pier:(intercept)',
'boat:income', 'charter:income', 'pier:income'])

log_like, fit = mnl.mnl_estimate(dm.as_matrix(), fish_chosen, num_alts)
result = pd.Series(fit.Coefficient.values, index=dm.columns)
result, expected = result.align(expected)
npt.assert_allclose(result.values, expected.values, rtol=1e-4)

# test simulation
expected = pd.DataFrame([
[0.1137676, 0.2884583, 0.4072931, 0.190481],
[0.1153440, 0.3408657, 0.3917253, 0.152065]],
columns=['beach', 'boat', 'charter', 'pier'])

fit_coeffs = fit.Coefficient.values
probs = mnl.mnl_simulate(
choosers_dm.as_matrix(), fit_coeffs, num_alts, returnprobs=True)
results = pd.DataFrame(probs, columns=expected.columns)
results, expected = results.align(expected)
npt.assert_allclose(results.as_matrix(), expected.as_matrix(), rtol=1e-4)

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