lcl-choice 0.1.29

A high-performance Python package for estimating latent-class conditional logit models.

LCL

LCL is a Python package for estimating latent-class conditional logit models. It runs an expectation-maximization (EM) algorithm on JAX, sharding the per-class M-steps across available accelerators. After estimation, the results object supports counterfactual predictions and consumer welfare analysis.

Although I'm an economist by training, this package is intended for all social scientists who study household-level panel data: marketers, transportation researchers, operations researchers, political scientists, and public policy researchers, among others.

Key features

LatentClassConditionalLogit: finite-mixture conditional logit with a fractional-response multinomial logit regression of class membership on demographics.

• ConditionalLogit: standard conditional logit, useful both as a baseline and as the inner kernel of the M-step.
• cv_optimal_classes: blocked K-fold cross-validation for choosing the number of latent classes. Folds are split at the decision-maker level, so no individuals' choices appear in both training and hold-out data.
• Counterfactual prediction: out-of-sample choice probabilities, expected consumer surplus, own- and cross-elasticities, and marginal willingness-to-pay broken out by demographic partitions.
• Inference: clustered sandwich covariance at the panel level and the Delta method for non-linear functions of the parameters (such as the value of time).

Types are enforced at runtime by jaxtyping and beartype. A wrongly shaped design matrix should raise a readable error at the call site rather than a cryptic XLA trace.

Documentation

Full documentation—worked tutorials, an API reference, and a model-selection guide—is hosted at zeyveld.github.io/latent-class-conditional-logit.

Installation

The wheel is published on PyPI as lcl-choice (it imports as lcl):

pip install lcl-choice

If you plan to use a GPU, install the CUDA-matched JAX build first; see the JAX installation notes.

Quickstart

A two-class model on a small synthetic panel. The estimation tutorial provides a full example, including counterfactual fares and value-of-time partitions.

import numpy as onp
import polars as pl
import lcl
from lcl import EMAlgConfig, MleConfig

rng = onp.random.default_rng(7)

# Two latent classes: one is price-sensitive, the other prefers quality.
n_panels, n_choices, n_alts = 200, 4, 3
true_class = rng.choice(2, size=n_panels, p=[0.55, 0.45])
beta_price   = onp.array([-1.8, -0.3])
beta_quality = onp.array([ 0.4,  1.6])

rows = []
for panel in range(n_panels):
    income = rng.normal()
    for case in range(n_choices):
        prices  = rng.uniform(0.5, 3.0, size=n_alts)
        quality = rng.uniform(0.0, 5.0, size=n_alts)
        u = (beta_price[true_class[panel]]   * prices
           + beta_quality[true_class[panel]] * quality
           + rng.gumbel(size=n_alts))
        chosen = int(onp.argmax(u))
        for alt in range(n_alts):
            rows.append({
                "panel": panel,
                "case":  panel * n_choices + case,
                "alt":   alt,
                "choice":  alt == chosen,
                "price":   float(prices[alt]),
                "quality": float(quality[alt]),
                "income":  float(income),
            })

df = pl.DataFrame(rows)

model = lcl.LatentClassConditionalLogit(num_classes=2, numeraire="price")
results = model.fit(
    data=df,
    alts_col="alt",
    cases_col="case",
    panels_col="panel",
    choice_col="choice",
    case_varnames=["price", "quality"],
    dem_varnames=["income"],
    em_alg_config=EMAlgConfig(maxiter=50, num_devices=1),
    mle_config=MleConfig(maxiter=40),
)

results.summarize_betas()
print(results)

A representative end-of-run printout:

Estimation time: 15.705 seconds
Information criteria: CAIC=1233.4, BIC=1227.4, adjusted BIC=1197.4

--- Table preview ---

┌──────────┬─────────────┬───────────────────────────┐
│ Variable │ Means (β's) │ Standard deviations (σ's) │
├──────────┼─────────────┼───────────────────────────┤
│ price    │ -1.124      │ 0.723                     │
│          │ (0.114)     │ (0.128)                   │
│ quality  │  0.905      │ 0.611                     │
│          │ (0.097)     │ (0.130)                   │
└──────────┴─────────────┴───────────────────────────┘

<LCLResults: 2 Classes | Converged | Log likelihood: -597.8 |
 CAIC: 1233.4 | BIC: 1227.4 | Adj. BIC: 1197.4>

The parentheses enclose Delta-method standard errors of the population moments. The class-specific β's themselves are available in results.em_res.structural_betas.

Roadmap

The estimator is fairly stable and the results object covers the cases I routinely encounter in my own work. I'm hoping to make at least two extensions:

• Model selection. Blocked K-fold cross-validation is included but still marked experimental; expect refinements as I use this utility in my research.
• Documentation. A mathematical appendix and additional worked examples beyond Apollo's mode-choice data.

If there is a constraint, optimization routine, or post-estimation tool you'd like to see, please open an issue.

Contributing

The project uses uv for dependency management:

git clone https://github.com/zeyveld/latent-class-conditional-logit.git
cd latent-class-conditional-logit
uv sync --all-extras --dev
uv run pytest tests/

Acknowledgments

LCL is built on JAX, Polars, equinox, jaxopt, jaxtyping, beartype, and formulaic. The differenced-design-matrix kernel at the heart of the conditional logit likelihood evaluation owes a particular debt to the xlogit package by Cristian Arteaga, JeeWoong Park, Prithvi Bhat Beeramoole, and Alexander Paz.

The documentation site is set in Luciole, a typeface designed for visually impaired readers by Laurent Bourcellier and Jonathan Perez in collaboration with the Centre Technique Régional pour la Déficience Visuelle and typographies.fr, released under CC-BY 4.0.

Citation

@software{lcl_2026,
  author = {Zeyveld, Andrew},
  title  = {LCL: Latent-Class Conditional Logit Estimation in Python},
  year   = {2026},
  url    = {https://github.com/zeyveld/latent-class-conditional-logit}
}