Multitask Reinforcement Learning for Assisting Choice Model Specification

Discrete choice modeling is a common tool used for preference elicitation during policy-making, but this is typically done through parametric models. Machine learning can push the boundaries of discrete choice modeling for policy-based preference elicitation by adopting a data-driven approach or learning individual preferences. However, there is limited knowledge of how well machine learning methods can estimate individual discrete choice rules under individual heterogeneity, especially in the context of challenges often experienced during preference elicitation. This study evaluates four machine learning models (multinomial logistic regression, generalized additive model, twinned neural network, and Gaussian process) with respect to their capacity to learn and predict five choice rules that are important in the behavioral and social sciences (linear strong utility, monotonic strong utility, ideal point, lexicographic semiorder, and multiattribute linear ballistic accumulator). Monte Carlo experiments were performed to assess model performance when increasing a) the number of attributes in the choice alternatives, b) the number of training choice sets, and c) the choice rule's determinism. The simulation results demonstrated that semi-parametric and non-parametric models generally outperform parametric models across all choice rules and experimental contexts. Model performance also generally improves by 6% to 96% and 0% to 55%, respectively, with an increase in training choice sets and choice rule determinism. A case study using real energy policy preference data was also conducted, where TNN performed best with a BIC of 13.351. This work demonstrated the viability and limitations of semi-parametric and non-parametric models in the context of policy-centric discrete choice modeling and showed how the choice task context should drive model selection.

Discrete choice models (DCMs) are used to analyze individual decision-making in contexts such as transportation choices, political elections, and consumer preferences. DCMs play a central role in applied econometrics by enabling inference on key economic variables, such as marginal rates of substitution, rather than focusing solely on predicting choices on new unlabeled data. However, while traditional DCMs offer high interpretability and support for point and interval estimation of economic quantities, these models often underperform in predictive tasks compared to deep learning (DL) models. Despite their predictive advantages, DL models remain largely underutilized in discrete choice due to concerns about their lack of interpretability, unstable parameter estimates, and the absence of established methods for uncertainty quantification. Here, we introduce a deep learning model architecture specifically designed to integrate with approximate Bayesian inference methods, such as Stochastic Gradient Langevin Dynamics (SGLD). Our proposed model collapses to behaviorally informed hypotheses when data is limited, mitigating overfitting and instability in underspecified settings while retaining the flexibility to capture complex nonlinear relationships when sufficient data is available. We demonstrate our approach using SGLD through a Monte Carlo simulation study, evaluating both predictive metrics--such as out-of-sample balanced accuracy--and inferential metrics--such as empirical coverage for marginal rates of substitution interval estimates. Additionally, we present results from two empirical case studies: one using revealed mode choice data in NYC, and the other based on the widely used Swiss train choice stated preference data.

Interactive assessments generate sequential process data that are not well handled by conventional item response models. Existing MDP-based measurement approaches, such as the Markov decision process measurement model (MDP-MM, LaMar, 2018), link action choices to state-action values, but their reliance on person-specific tabular value functions makes them difficult to scale beyond small, fully enumerated tasks. We propose the Reinforcement Learning Measurement Model (RLMM), a measurement framework that decouples person-level choice sensitivity from task-level value representation through a shared parametric action-value function, making estimation more computationally efficient for larger process-data settings. The model combines a Boltzmann choice rule with normalized advantages, a soft Bellman consistency penalty, and a block-coordinate MAP procedure for joint estimation, while also yielding step-level influence diagnostics for identifying behaviorally critical decisions. In peg-solitaire simulations, the RLMM achieved higher estimation accuracy and substantially lower runtime than the original MDP-MM, with advantages increasing as task complexity grew. In AQUALAB gameplay logs, the estimated person parameter was positively associated with cumulative reward, task completion, and behavioral efficiency. These results show that the RLMM extends decision-process-based psychometric models to larger and more behaviorally realistic environments while preserving an interpretable latent trait tied to decision making steps.