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arXiv 2606.26432cs.LGecon.EM
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具有结构保证的嵌入基础模型预测的离散选择模型

Embedding Foundation Model Predictions in Discrete-Choice Models with Structural Guarantees

University of California, Berkeley(加州大学伯克利分校);Duke University(杜克大学);Northeastern University(东北大学);University of Illinois Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校);Southern Methodist University(南卫理公会大学)

Yingshuo Wang, Xian Sun, Yanhang Li, Zhichao Fan, Zexin Zhuang

AI总结:

提出两阶段适配器,将基础模型的预测嵌入多项Logit效用中,通过符号约束保持边际替代率,在三个数据集上平均提升6.4个百分点准确率,并保证成本单调性和合理时间价值。

摘要:

表格基础模型在选择预测任务上实现了高准确率,但其预测常常违反这些任务所需的经济逻辑:提高价格可能增加预测需求,隐含的支付意愿估计经常为负或不可信,不可用的替代方案获得非零概率。我们提出一个两阶段适配器,将基础模型预测的选择概率作为预计算特征,嵌入多项Logit的效用中。在第一阶段,我们通过带符号约束的最大似然估计拟合多项Logit的结构系数;在第二阶段,我们冻结这些系数,并拟合一个作用于基础模型预测的小型神经校正。我们证明这种组合精确保留了多项Logit的边际替代率,因此可解析计算的时间价值成为数学保证而非经验巧合。在三个数据集和两个基础模型上,该适配器相比多项Logit平均获得6.4个百分点(pp)的测试准确率提升,最高达12.8 pp,保持100%的成本单调性,并在交通数据集上产生在已发表的交通经济学范围内的时间价值。在基础模型上下文受限的情况下,性能优雅退化,即使在原始基础模型上下文的10%时仍保持至少6 pp的准确率提升。

英文摘要:

Tabular foundation models achieve strong accuracy on choice prediction tasks, but their predictions often violate the economic logic those tasks require: raising a price can increase predicted demand, implied willingness-to-pay estimates are frequently negative or implausible, and unavailable alternatives receive nonzero probability. We propose a two-stage adapter that takes a foundation model's predicted choice probabilities as a precomputed feature and embeds them inside a multinomial logit's utility. In Stage 1, we fit the multinomial logit's structural coefficients by maximum likelihood with sign constraints; in Stage 2, we freeze those coefficients and fit a small neural correction operating on the foundation model's predictions. We prove that this composition exactly preserves the multinomial logit's marginal rate of substitution, so analytically computable value-of-time becomes a mathematical guarantee rather than an empirical accident. Across three datasets and two foundation models, the adapter gains 6.4 percentage points (pp) of test accuracy on average over the multinomial logit and up to 12.8 pp, maintains 100% cost monotonicity, and produces values of time within the published transportation-economics range on the transportation datasets. Performance degrades gracefully under foundation-model context restriction, retaining at least 6 pp of accuracy gain even at 10% of the original foundation-model context.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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