SearchLibrium 0.0.130

A Python package for econometric models driven by search

SearchLibrium

Automated discrete choice model search powered by Simulated Annealing, Bandit-guided SA, Harmony Search, SA+PBIL, HS+PBIL, Parallel SA, and JAX-accelerated MLE.

SearchLibrium searches over model specifications — which variables to include, whether parameters should be random, which transformations to apply, and which model class to use — and returns the best converged, all-significant model according to your chosen criterion (BIC, AIC, log-likelihood, MAE, or multi-objective combinations).

---

Install

pip install SearchLibrium --upgrade

Requirements: Python ≥ 3.10, numpy ≥ 2.0, scipy ≥ 1.10, pandas ≥ 2.0, scikit-learn ≥ 1.3.1, statsmodels

Install in Jupyter Notebook

# Run in a notebook cell
import subprocess
import sys

subprocess.check_call([sys.executable, "-m", "pip", "install", "SearchLibrium", "--upgrade"])

# Then import
from SearchLibrium import Parameters, call_siman
print("✓ SearchLibrium installed and ready!")

---

Quick start

import numpy as np
import pandas as pd
from SearchLibrium import Parameters, call_siman

df = pd.read_csv("https://raw.githubusercontent.com/zahern/HypothesisX/refs/heads/main/data/Swissmetro_final.csv")
varnames   = ["TIME", "COST", "HEADWAY", "SEATS"]
choice_set = np.unique(df["alt"]).tolist()

params = Parameters(
    criterions   = [("bic", -1)],        # minimise BIC
    df           = df,
    varnames     = varnames,
    asvarnames   = varnames,
    isvarnames   = [],
    choice_set   = choice_set,
    choices      = df["CHOICE"].values,
    alt_var      = df["alt"].values,
    choice_id    = df["custom_id"].values,
    ind_id       = df["ID"].values,
    base_alt     = "SM",
    models       = ["multinomial", "mixed_logit"],
    allow_random = True,
    p_val        = 0.05,
)

best = call_siman(params, init_sol=None, id_num=1)

A run dashboard is printed automatically at the end of every search, showing BIC, log-likelihood, AIC, MAE, variables, model type, and (if multi-objective) the full Pareto archive.

---

Example Notebooks

Model	Notebook
Multinomial Logit — standalone fit + search	notebooks/mnl_example.ipynb
Mixed Logit — standalone fit + search	notebooks/mixed_logit_example.ipynb
Random Regret Minimisation — standalone fit + search	notebooks/rrm_example.ipynb
Mixed Random Regret — standalone fit + search	notebooks/mixed_rrm_example.ipynb
Nested Logit — standalone fit + search	notebooks/Data_Nest.ipynb
HPC Batch Jobs & PyPI Publishing	notebooks/pbs_batch_jobs_guide.ipynb

---

How the search works

The search uses metaheuristic optimisation (SA, BanditSA, Harmony Search, SA+PBIL, HS+PBIL, or parallel variants) to explore the space of model specifications:

generate starting solution
  └─ for each iteration / temperature step / improvisation
       └─ perturb current specification → guaranteed distinct from current
            ├─ fit model with JAX-accelerated MLE
            ├─ run backward elimination (remove insignificant vars, refit)
            ├─ accept if converged + acceptance criterion satisfied
            │    (Metropolis, dominance, or pitch adjustment)
            └─ update best solution / harmony memory
print dashboard

Key guarantees:

• Only converged solutions are accepted
• Every accepted solution has all variables statistically significant (p < p_val, backward elimination)
• Each perturbation is guaranteed to produce a genuinely different specification — a distribution-only swap (e.g. normal → lognormal) without any structural change does not count

---

Data format

Your dataframe must be in long format — one row per alternative per observation:

obs_id	alt	choice	TIME	COST	...
1	car	1	35	12	...
1	train	0	60	8	...
1	bus	0	55	5	...
2	car	0	40	14	...

---

Model types

Model name	Description	JAX MLE
"multinomial"	Multinomial Logit (MNL)	✓
"mixed_logit"	Mixed Logit with simulation-based integration	✓
"random_regret"	Random Regret Minimisation (RRM)	✓
"mixed_random_regret"	Mixed-RRM with random parameters	✓
"nested_logit"	Nested Logit (requires nests= and lambdas= kwargs)	✓
"ordered_logit"	Ordered Logit	✓

---

Search examples by model type

Multinomial Logit

params = Parameters(
    criterions = [("bic", -1)],
    df         = df,
    varnames   = ["TIME", "COST", "HEADWAY"],
    asvarnames = ["TIME", "COST", "HEADWAY"],
    isvarnames = [],
    choice_set = choice_set,
    choices    = df["CHOICE"].values,
    alt_var    = df["alt"].values,
    choice_id  = df["custom_id"].values,
    base_alt   = "SM",
    models     = ["multinomial"],
    p_val      = 0.05,
)
best = call_siman(params, init_sol=None, id_num=1)

Mixed Logit (random parameters)

params = Parameters(
    criterions   = [("bic", -1)],
    df           = df,
    varnames     = ["TIME", "COST", "HEADWAY"],
    asvarnames   = ["TIME", "COST", "HEADWAY"],
    isvarnames   = [],
    choice_set   = choice_set,
    choices      = df["CHOICE"].values,
    alt_var      = df["alt"].values,
    choice_id    = df["custom_id"].values,
    ind_id       = df["ID"].values,
    base_alt     = "SM",
    models       = ["mixed_logit"],
    allow_random = True,     # enable random parameters
    allow_bcvars = True,     # enable Box-Cox transformations
    n_draws      = 500,      # Halton draws for simulation
    p_val        = 0.05,
)
best = call_siman(params, init_sol=None, id_num=1)

Random Regret Minimisation (RRM)

params = Parameters(
    criterions = [("bic", -1)],
    df         = df,
    varnames   = ["TIME", "COST", "HEADWAY"],
    asvarnames = ["TIME", "COST", "HEADWAY"],
    isvarnames = [],
    choice_set = choice_set,
    choices    = df["CHOICE"].values,
    alt_var    = df["alt"].values,
    choice_id  = df["custom_id"].values,
    base_alt   = "SM",
    models     = ["random_regret"],
    p_val      = 0.05,
)
best = call_siman(params, init_sol=None, id_num=1)

Mixed Random Regret (regret + heterogeneity)

params = Parameters(
    criterions   = [("bic", -1)],
    df           = df,
    varnames     = ["TIME", "COST", "HEADWAY"],
    asvarnames   = ["TIME", "COST", "HEADWAY"],
    isvarnames   = [],
    choice_set   = choice_set,
    choices      = df["CHOICE"].values,
    alt_var      = df["alt"].values,
    choice_id    = df["custom_id"].values,
    ind_id       = df["ID"].values,
    base_alt     = "SM",
    models       = ["mixed_random_regret"],
    allow_random = True,
    n_draws      = 500,
    p_val        = 0.05,
)
best = call_siman(params, init_sol=None, id_num=1)

Nested Logit

nests   = {"PublicTransport": [0, 1], "Private": [2, 3]}
lambdas = {"PublicTransport": 0.8, "Private": 1.0}

params = Parameters(
    criterions = [("bic", -1)],
    df         = df,
    varnames   = ["TIME", "COST", "HEADWAY"],
    asvarnames = ["TIME", "COST", "HEADWAY"],
    choice_set = choice_set,
    choices    = df["CHOICE"].values,
    alt_var    = df["alt"].values,
    choice_id  = df["custom_id"].values,
    base_alt   = "SM",
    models     = ["nested_logit"],
    nests      = nests,
    lambdas    = lambdas,
    p_val      = 0.05,
)
best = call_siman(params, init_sol=None, id_num=1)

Multi-objective search (BIC + MAE)

params = Parameters(
    criterions   = [("bic", -1), ("mae", -1)],   # minimise both
    df           = df,
    df_test      = df_test,                        # required for MAE
    varnames     = varnames,
    asvarnames   = varnames,
    choice_set   = choice_set,
    choices      = df["CHOICE"].values,
    alt_var      = df["alt"].values,
    choice_id    = df["custom_id"].values,
    base_alt     = "SM",
    models       = ["multinomial", "mixed_logit"],
    allow_random = True,
)
best = call_siman(params, init_sol=None, id_num=1)
# Returns a Pareto-optimal solution; full archive is printed in the dashboard

---

Key parameters

Parameter	Type	Default	Description
criterions	list of (name, sign)	required	Objectives: "bic", "aic", "loglik", "mae". Sign: -1 = minimise, +1 = maximise
models	list of str	all	Model classes to search over
allow_random	bool	False	Enable random parameters (required for mixed models)
allow_bcvars	bool	False	Enable Box-Cox variable transformations
allow_corvars	bool	False	Enable correlated random parameters
p_val	float	0.05	Significance threshold — variables with p > p_val are eliminated
all_sig	bool	True	Enforce all-significant via backward elimination at each evaluation
n_draws	int	1000	Halton draws for mixed model simulation
maxiter	int	2000	Maximum MLE iterations per model evaluation

Random parameter distributions

Code	Distribution
"n"	Normal
"ln"	Log-normal
"t"	Triangular
"tn"	Truncated normal
"u"	Uniform

SA control parameters

Pass ctrl=(tI, tF, max_temp_steps, max_iter) to call_siman:

best = call_siman(params, ctrl=(500, 0.001, 100, 20), id_num=1)

Parameter	Description
tI	Initial temperature — higher = more exploration early on
tF	Final temperature — lower = more exploitation at the end
max_temp_steps	Number of cooling steps
max_iter	Iterations evaluated at each temperature step

---

Standalone model fitting (no search)

from SearchLibrium import MultinomialLogit, MixedLogit, RandomRegret, MixedRandomRegret

# MNL
mnl = MultinomialLogit()
mnl.setup(X, y, varnames=varnames, alts=alts, ids=ids)
mnl.fit()
mnl.summarise()

# Mixed Logit
mxl = MixedLogit()
mxl.setup(X, y, varnames=varnames, alts=alts, ids=ids, panels=panels,
          randvars={"TIME": "n", "COST": "ln"}, n_draws=500)
mxl.fit()
mxl.summarise()

# RRM
rrm = RandomRegret(df=df, short=False)
rrm.fit()
rrm.report()

# Mixed RRM
mrrm = MixedRandomRegret(df=df)
mrrm.fit()

---

Interpreting the dashboard

After every call_siman run a dashboard is printed:

╔══════════════════════════════════════════════════════╗
║           SEARCHLIBRIUM — RUN DASHBOARD              ║
╠══════════════════════════════════════════════════════╣
║  Model type   : mixed_logit                          ║
║  Variables    : TIME, COST, HEADWAY                  ║
║  Random params: TIME~n, COST~ln                      ║
╠══════════════════════════════════════════════════════╣
║  Log-likelihood : -312.45                            ║
║  AIC            :  634.90                            ║
║  BIC            :  658.22   ◄ best                   ║
║  MAE            :  0.1843                            ║
╠══════════════════════════════════════════════════════╣
║  Evaluations : 247   Converged : 198   Accepted : 43 ║
╚══════════════════════════════════════════════════════╝

• Lower BIC / AIC = better fit-complexity tradeoff
• All retained variables are statistically significant (p < p_val)
• Random parameters indicate heterogeneity in that attribute's taste
• RRM models suit contexts where regret-avoidance drives choice behaviour
• For multi-objective runs the full Pareto archive is shown with one row per non-dominated solution

---

Bundled datasets

import SearchLibrium as sl
sl.main.preview_dataset()   # prints head of each dataset

Name	Description
electricity	Stated-preference electricity plan choice
travel_mode	Mode choice: air / train / bus / car
swiss_metro	Swiss Metro SP study (SM / train / car)

---

CLI

python -m SearchLibrium --info              # print package guide
python -m SearchLibrium --preview_datasets  # preview bundled datasets
python -m SearchLibrium --test_search       # run MNL/MXL search on travel_mode
python -m SearchLibrium --test_search_nest  # run nested logit search

---

Search algorithms

All algorithms share a consistent interface. The library auto-estimates hyperparameters from problem size when you omit ctrl:

from SearchLibrium import (call_search, call_siman, call_harmony, call_sapbil,
                            call_banditsa, call_harmony_pbil,
                            call_parsa, call_parcopsa, estimate_ctrl)

# Unified entry point — auto hyperparameters (recommended)
best = call_search(params)                              # SA (default)
best = call_search(params, algorithm='hs')              # Harmony Search
best = call_search(params, algorithm='sapbil')          # SA + PBIL
best = call_search(params, algorithm='banditsa')        # Bandit-guided SA
best = call_search(params, algorithm='hspbil')          # HS + PBIL

# Inspect auto-estimated hyperparameters before running
ctrl = estimate_ctrl(params, algorithm='sa')
print(ctrl)

Algorithm reference

Function	Description	Population-based	Key idea
call_siman	Simulated Annealing		Metropolis acceptance with temperature cooling
call_banditsa	Bandit-guided SA		Thompson Sampling to choose perturbation actions
call_sapbil	SA + PBIL	✓	Probability matrix learns from accepted solutions to bias perturbations
call_harmony	Harmony Search	✓	Memory-based improvisation with pitch adjustment
call_harmony_pbil	HS + PBIL	✓	Harmony Search with PBIL-guided pitch perturbation
call_parsa	Parallel SA		Multiple independent SA solvers running in parallel
call_parcopsa	Parallel Cooperative SA	✓	Parallel SA with periodic best-solution sharing

Simulated Annealing (call_siman / algorithm='sa')

Control tuple: (tI, tF, max_temp_steps, max_iter)

Parameter	Meaning
tI	Initial temperature — higher → more exploration
tF	Final temperature — lower → more exploitation
max_temp_steps	Number of cooling steps
max_iter	Evaluations per cooling step

best = call_siman(params, ctrl=(1000, 0.001, 100, 20), id_num=1)

Harmony Search (call_harmony / algorithm='hs')

Control tuple: (max_mem, maxiter, max_harm, min_harm, max_pitch, min_pitch)

Parameter	Meaning
max_mem	Harmony memory size (population)
maxiter	Improvisation iterations
max_harm	Max harmony memory consideration rate
min_harm	Min harmony memory consideration rate
max_pitch	Max pitch adjustment rate
min_pitch	Min pitch adjustment rate

best = call_harmony(params, ctrl=(20, 400, 0.9, 0.6, 0.85, 0.3), id_num=1)

SA + PBIL (call_sapbil / algorithm='sapbil')

Population-Based Incremental Learning coupled with Simulated Annealing. Maintains a probability matrix over the search decisions (inclusion, randomness, distribution, correlation, Box-Cox) and updates it from accepted solutions using a temperature-coupled learning rate.

best = call_sapbil(params, id_num=1)

HS + PBIL (call_harmony_pbil / algorithm='hspbil')

Harmony Search with PBIL-guided pitch adjustment. Instead of uniform-random perturbations during pitch adjustment, the PBIL probability matrix guides add/remove decisions based on learned probabilities.

best = call_harmony_pbil(params, id_num=1)

Bandit-guided SA (call_banditsa / algorithm='banditsa')

Uses Thompson Sampling over a multi-armed bandit of perturbation actions (add asvar, remove asvar, change distribution, ...). Actions that historically led to accepted solutions are more likely to be chosen again.

best = call_banditsa(params, id_num=1)

Parallel SA variants

best = call_parsa(params, nthrds=4)       # 4 independent SA solvers
best = call_parcopsa(params, nthrds=8)    # 8 SA solvers sharing best periodically

Auto hyperparameter estimation

If ctrl is omitted, the library estimates appropriate defaults from the problem complexity (n_vars × n_alts × n_models, doubled for random params):

from SearchLibrium import estimate_ctrl
ctrl_sa = estimate_ctrl(params, algorithm='sa')
ctrl_hs = estimate_ctrl(params, algorithm='hs')

Complexity buckets:

Complexity	SA tI	SA steps	SA iter/step	HS mem	HS iters
< 50	500	50	10	10	100
50–200	1 000	100	15	15	300
200–600	2 000	150	20	20	500
> 600	5 000	250	30	25	800

---

Constraints

Use ConstraintBuilder to enforce model structure rules during the search:

from SearchLibrium import Parameters, ConstraintBuilder, call_siman

constraints = ConstraintBuilder()

# ── Inclusion / exclusion ──
constraints.force_include('TIME', 'COST')      # must always appear
constraints.never_include('ID', 'DUMMY')       # must never appear

# ── Mutually exclusive groups ──
# At most ONE variable from each group may appear in any solution.
# The search will never add a partner if a group member is already
# present, and will remove extras if they slip through.
constraints.mutually_exclusive('SPEED', 'TIME')                  # speed OR time, never both
constraints.mutually_exclusive('LOG_INCOME', 'INCOME_DUMMY')     # independent group

# ── Minimum behavioural content ──
# Require at least N variables from a pool without locking in which ones.
constraints.min_behavioral(2, 'PRICE', 'BIKELANE', 'DIST6', 'RECRE')

# ── Random-parameter rules ──
constraints.force_random('TIME', distribution='n')    # must have random parameter
constraints.exclude_random('HEADWAY')                 # must never be random

# ── Attach constraints to the Parameters object ──
params = Parameters(
    criterions   = [("bic", -1)],
    df           = df,
    varnames     = varnames,
    asvarnames   = varnames,
    choice_set   = choice_set,
    choices      = df["CHOICE"].values,
    alt_var      = df["alt"].values,
    choice_id    = df["custom_id"].values,
    ind_id       = df["ID"].values,
    base_alt     = "SM",
    models       = ["multinomial", "mixed_logit"],
    allow_random = True,
    p_val        = 0.05,
    pre_spec_constraints = constraints.dict(),   # ◄ attach here
)

best = call_siman(params, id_num=1)

The constraint enforcement happens at every stage:

• Solution generation — filtered so violations are never created
• Perturbation / mutation — blocked from adding violating variables
• Post-evaluation cleanup — extra members are removed if somehow present

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License

MIT — see LICENSE for details.

Citation

If you use SearchLibrium in academic work, please cite:

Ahern, Z., Taco Morales, M.F., Paz, A., Beeramole, P., & Burdett, R. (2026).
SearchLibrium: Automated discrete choice model search.
https://pypi.org/project/SearchLibrium/