Incorporating Engineering Knowledge Max Yi Ren, Panos Y. Papalambros - - PowerPoint PPT Presentation
Incorporating Engineering Knowledge Max Yi Ren, Panos Y. Papalambros - - PowerPoint PPT Presentation
Adaptive Choice-Based Conjoint Analysis Incorporating Engineering Knowledge Max Yi Ren, Panos Y. Papalambros University of Michigan, Ann Arbor IDETC14 Buffalo, NY Aug 19 th , 2014 Motivation (1/2) partworth Engineering Survey or &
Motivation (1/2)
Objective from marketing perspective: Improve the hit-rate of the preference model to help design optimization.
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Preference model Survey or market data Engineering & cost model Conditional probabilities to be the most profitable 1 2 3
Optimal design: Design w/ the highest prob. to be the most profitable.
partworth
Motivation (2/2)
Cost
8G 16G 32G 64G 128G 256G $5 $5 $6 $16 $40 $200 Consider optimizing the profit of a USB drive w.r.t. memory capacity
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- “8G” is never optimal if larger memory is more preferred.
- No need to measure the partworth on the level “8G”.
- Probability of “256G” to be the optimal is low due to high cost.
(Example modified from E. Feit Dissertation)
Outline
- Overview: Optimization by asking good questions
- Intuition: Preference modeling vs. design optimization
- Algorithm: Group Generalized Binary Search
- Case study
- Conclusion
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Overview
Objective: To find the optimal design w/ the least number of queries
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Preference model Queries (pairwise choices) Deterministic engineering & cost model Conditional probabilities to be the most profitable
Partworth distribution
1 2 3
Optimal design: One w/ the highest prob. to be the most profitable, within a finite set.
Intuition
User feedback to a query is a cut in the version space (the space of feasible partworth). The difference b/w preference modeling and design optimization:
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Group Generalized Binary Search (1/3)
- A sequence of queries forms a path. Ideally, it
terminates when the optimal design is derived.
- A query strategy determines which query to make
under user feedback to previous queries.
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Internal node: Contains the constrained version space reaching the node, the current query and response. Leaf node: Contains the final constrained version space, and the design most probable to be the most profitable.
Originally proposed in: Bellala et al., 2012. “Group based active query selection for rapid diagnosis in time critical situations”. IEEE Transactions on Information Theory, 58(1), pp. 459–478.
Group Generalized Binary Search (2/3)
- The partworths of the user is a random vector
following an unknown distribution. A prior distribution is assumed.
- Each query strategy leads to an expected path length,
which could be minimized by the best strategy.
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The GGBS algorithm finds the best question to ask, based on current and previous users’ responses The algorithm minimizes at each node : Most uncertain question
Probability mass from the same design into the same child node
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D1 D2
Group Generalized Binary Search (3/3)
MCMC used for calculating conditional probabilities.
Case Study: Dial-readout Scale Design
2455 feasible designs on 6 attributes w/ 5 levels.
Data and model from Michalek, Feinberg, Papalambros, 2005.
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Case Study: Settings & Assumptions
- The true partworths are used to simulate responses.
- Responses have no random error.
- Engineering models are deterministic.
- The best query is picked from four candidates w/ the
highest conditional probabilities to be the optimal.
- GGBS is compared w/ uncertainty sampling (utility
balance).
- 20 independent simulations, each with 50 queries.
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Case Study: Convergence Result
Proposed GGBS Utility balance Most probable vs. current chosen
27 34 Average #query to find the correct best two designs derived from full knowledge
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Variance from MCMC Sampling size = 1e5
Proposed GGBS Utility balance Most probable vs. current chosen
Correlation btw. Estimated partworths and the truth:
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Case Study: Correlation
Future Work
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- Update of conditional probabilities
- Query w/ more than two designs
- GGBS with noisy user choices
Prior distribution Posterior distribution HB Model
Queries
Conclusions
Key points: The query strategy for finding the optimal design can be enhanced by engineering knowledge. Contribution: Adaptive query is achieve by greedily minimizing the expected path length through GGBS. Major limitation: Real-time interaction is limited to ~1000 candidate designs due to high computation time
- f MCMC.
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Acknowledgement
- NSF CMMI-1266184
- Dr. Fred Feinberg, B.School, Univ. of Michigan
- Dr. Clayton Scott, EE, Univ. of Michigan
- All my reviewers
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