Python Biogeme Parameters
Python Biogeme: parameters
The execution of Biogeme can be controlled by user defined parameters. The syntax is
BIOGEME_OBJECT.PARAMETERS['parameterName'] = 'value'
The parameterName
must be one of the names listed below. Depending on the nature of the parameter, the value must be an integer, a real number or a string of characters. The value must be delimited by double quotes.
Parameter name | Type of value | Default value | Description |
---|---|---|---|
BTRArmijoBeta1 |
Real | 0.1 |
|
BTRArmijoBeta2 |
Real | 0.9 |
|
BTREta1 |
Real | 0.01 |
|
BTREta2 |
Real | 0.9 |
|
BTRGamma1 |
Real | 0.5 |
|
BTRGamma2 |
Real | 0.5 |
|
BTRIncreaseTRRadius |
Real | 2 |
Defines the factor by which the radius of the trust region is multiplied after a successful iteration. |
BTRInitRadius |
Real | 1 |
Defines the initial radius of the trust region. |
BTRKappaEpp |
Real | 0.25 |
|
BTRKappaFrd |
Real | 0.5 |
|
BTRKappaLbs |
Real | 0.9 |
|
BTRKappaUbs |
Real | 0.1 |
|
BTRMaxTRRadius |
Real | 1e+10 |
Defines the maximum radius of the trust region. If this radius is reached, the trust region is not enlarged anymore. |
BTRMinTRRadius |
Real | 1e-07 |
Defines the minimum radius of the trust region. If this radius is reached, the iterations are interrupted. |
BTRTolerance |
Real | 6.05545e-06 |
Value used for the stopping criterion of the BIO algorithm. |
BTRTypf |
Real | 1 |
Typical value of the log likelihood function, with opposite sign |
TSExpTheta |
Real | 0.5 |
|
TSFractionGradientRequired |
Real | 0.1 |
|
TolSchnabelEskow |
Real | 0.00492157 |
|
cfsqpEps |
Real | 6.05545e-06 |
See CFSQP manual. In general, it should not be changed. |
cfsqpEpsEqn |
Real | 6.05545e-06 |
See CFSQP manual. In general, it should not be changed. |
cfsqpUdelta |
Real | 0 |
See CFSQP manual. In general, it should not be changed. |
donlp2delmin |
Real | 1e-06 |
See DONLP2 manual. In general, it should not be changed. |
donlp2epsdif |
Real | 0 |
See DONLP2 manual. In general, it should not be changed. |
donlp2epsx |
Real | 1e-05 |
See DONLP2 manual. In general, it should not be changed. |
donlp2smallw |
Real | 3.66685e-11 |
See DONLP2 manual. In general, it should not be changed. |
missingValue |
Real | 99999 |
Default value for composite literals. |
singularValueThreshold |
Real | 0.0001 |
A singular value lesser of equal to this value is considered to be zero. |
solvoptErrorArgument |
Real | 0.0001 |
|
solvoptErrorFunction |
Real | 1e-06 |
See SOLVOPT manual. In general, it should not be changed. |
tTestThreshold |
Real | 1.96 |
Set the threshold for the t-test hypothesis tests. If the absolute value of a t-test is less than the value of this parameter, a symbol * will be appended to the relevant line in the report file (or the symbol defined by the previous parameter). |
HeaderOfRowId |
String | __rowId__ |
Biogeme assumes that the data file contains a virtual column where the number of the row is reported. The name of this column is defined by this parameter, and can be used in the specification. |
RandomDistribution |
String | PSEUDO |
Type of draws used for simulating random distributions. Valid values are
|
optimizationAlgorithm |
String | BIO |
Name of the optimization algorithm used to solve the maximum likelihood estimation problem. Valid values are:
|
stopFileName |
String | STOP |
During the optimization process, Biogeme checks for the existence of a file, whose name is defined by this parameter. If the file exists, Biogeme interrupts the iterations and generate output files. This is convenient to prematurely stop iterations without loosing the computations performed thus far. |
warningSign |
String | * |
Signs printed in the estimation report in front of parameters such that the t-test is between -1.96 and 1.96 (or the value defined by the parameter tTestThreshold ). |
BTRCheapHessian |
Integer | 1 |
If 1, BHHH (see Berndt et al, 1974) is used as an approximation of the second derivatives matrix. |
BTRExactHessian |
Integer | 0 |
|
BTRIncreaseDraws |
Integer | 2 |
If BIOMC is used for simulated maximum likelihood estimation, this parameters defines the factor by which the number of draws is increased. (Not yet implemented) |
BTRInitQuasiNewtonWithTrueHessian |
Integer | 0 |
|
BTRMaxIter |
Integer | 1000 |
Maximum number of iterations to be performed by the BIO algorithm. |
BTRQuasiNewtonUpdate |
Integer | 1 |
|
BTRSignificantDigits |
Integer | 7 |
|
BTRStartDraws |
Integer | 10 |
If BIOMC is used for simulated maximum likelihood estimation, this parameter defines the number of draws which are used during the first iterations. (Not yet implemented) |
BTRUnfeasibleCGIterations |
Integer | 0 |
|
BTRUsePreconditioner |
Integer | 1 |
If 1, the subproblem is preconditioned using a modified Cholesky factorization (see Schnabel and Eskow, 1991). |
NbrOfDraws |
Integer | 1000 |
Number of draws for the simulation of the random parameters |
Seed |
Integer | 9021967 |
Seed for random number generation. |
antitheticDraws |
Integer | 1 |
If 1, Biogeme uses antithetic draws for the simulation of random parameters. |
buildAnalyticalGradient |
Integer | 1 |
If 1, Biogeme generates the analytical gradient of the log likelihood. If 0, the finite difference approximation is used instead. |
cfsqpIprint |
Integer | 2 |
Set it to 1 for silent mode, and to 2 for information at each iteration of the optimization algorithm. |
cfsqpMaxIter |
Integer | 1000 |
Maximum number of iterations for CFSQP. |
cfsqpMode |
Integer | 100 |
Even if it is a descent algorithm, CFSQP sometimes allows non-monotone iterates, hoping not to be trapped in local minima. If the function is convex, a descent algorithm is more appropriate. In this case, set the value to 100. See CFSQP manual for more details. |
checkDerivatives |
Integer | 0 |
If set to 1, the analytical derivatives of the log likelihood functions and the nonlinear constraints are compared to the finite difference derivatives. This is used mainly for debugging purposes. |
computeInitLoglikelihood |
Integer | 1 |
If 1, Biogeme computes the log likelihood at the starting point, before running the algorithm. |
donlp2nreset |
Integer | 9 |
See DONLP2 manual. In general, it should not be changed. |
dumpDrawsOnFile |
Integer | 0 |
If set to 1, Biogeme dumps the draws used for simulated likelihood estimation in the file draws.lis . Another file called model.udraws , where model is the name of the model estimated, contains the uniform draws. |
firstIdOfLiterals |
Integer | 10000 |
Each literal is assigned a unique ID by Biogeme. The first of these IDs is defined by this parameter. It is recommended not to modify it. |
maxGcpIter |
Integer | 10000 |
|
maxPrimeNumbers |
Integer | 1000 |
The generation of Halton sequences is based on prime numbers. This parameter defines the maximum number of prime numbers that can be used. Most users will never have to change the default value. |
moreRobustToNumericalIssues |
Integer | 0 |
Biogeme performs additional verifications about numerical issues (division by zero, log of zero, overflws, etc.) if the parameter is set to 1. It is at the cost of computing performance. |
numberOfThreads |
Integer | 2 |
This parameter specifies the number of threads that will be launched. Note that it may exceed the actual number of available processors. However, this may affect the performance by creating unnecessary overhead. It is therefore advised to set this parameter to the exact number of available processors. |
printPValue |
Integer | 1 |
If 1, Biogeme prints the p-value in the results. The p-value is computed as follows: if t is the t-test of the parameters, p = 2 (1 - Φ(t)),where Φ() is the cumulative density function of the univariate normal distribution. |
simplifyExpressions |
Integer | 1 |
OBSOLETE. Should not be used. |
solvoptDisplay |
Integer | 1 |
Controls the display of the algorithm. See SOLVOPT manual. |
solvoptMaxIter |
Integer | 1000 |
Maximum number of iterations for algorithm SOLVOPT |
svdMaxIter |
Integer | 60 |
Maximum number of iterations for the singular value decomposition of the final second derivative matrix. |
varCovarFromBHHH |
Integer | 0 |
The computation of the variance-covariance matrix of the estimated parameters using finite difference approximation may take a while for complex models. It is sometimes useful to use the BHHH approximation, which is much faster to compute. If so, set this parameter to 1. It is recommended not to use BHHH in the final model. |
warnsForIllegalElements |
Integer | 1 |
The expression Elem is designed to access an element from a dictionary. If Biogeme tries to access an element not in the dictionary, it will trigger a warning if the parameter is set to 1, and stay silent if set to 0. |
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