Thèse Nikita GUSAROV

Performances des modèles économétriques et de Machine Learning pour l’étude économique des choix discrets de consommation

Résumé

This thesis is a cross-disciplinary study of discrete choice modeling, addressing both econometrics and machine learning (ML) techniques applied to individual choice modeling. The problematic arises from insufficient points of contact among users (economists and engineers) and data scientists, who pursue different objectives, although using similar techniques. To bridge this interdisciplinary gap, the PhD work proposes a unified framework for model performance analysis. It facilitates the comparison of data analysis techniques under varying assumptions and transformations. The designed framework is suitable for a variety of econometrics and ML models. It addresses the performance comparison task from the research procedure perspective, incorporating all the steps potentially affecting the performance perceptions. To demonstrate the framework’s capabilities we propose a series of 3 applied studies. In those studies the model performance is explored face to the changes in (1) sample size and balance, resulting from data collection; (2) changes in preferences structure within population, reflecting incorrect behavioral assumptions; and (3) model selection, directly intertwined with the performance perception.