Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Investigate GeneralizedNestedLogit threshold #158

Open
timokau opened this issue Sep 15, 2020 · 2 comments
Open

Investigate GeneralizedNestedLogit threshold #158

timokau opened this issue Sep 15, 2020 · 2 comments

Comments

@timokau
Copy link
Collaborator

timokau commented Sep 15, 2020

Peculiar constant - this should rather be something passed into __init__ as parameter. But this is something for a separate issue.

Originally posted by @kiudee in #157 (comment)

@prithagupta
Copy link
Collaborator

We had to set this threshold, after trial and error. Because the generalized nested logit model has so many exponential terms that need to be evaluated for getting the final choice probabilities, that it used to run in some memory issues and for larger datasets. Since we cannot remove the features, we had to subsample the instances.
This threshold is library dependent. Maybe we need to talk about using a different library for it.
Or we can recheck if the model works with larger datasets in new versions of pymc3.

@timokau
Copy link
Collaborator Author

timokau commented Nov 4, 2020

Thanks for the context @prithagupta :)

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants