论文标题

使用机器学习模拟基于代理的模拟

Using Machine Learning to Emulate Agent-Based Simulations

论文作者

Angione, Claudio, Silverman, Eric, Yaneske, Elisabeth

论文摘要

在这项概念验证工作中,我们评估了多种机器学习方法作为统计模拟器的性能,以用于分析基于代理的模型(ABMS)。分析ABM输出可能具有挑战性,因为即使在相对简单的模型中,输入参数之间的关系也可能是非线性甚至混乱的,并且每个模型运行都可能需要大量的CPU时间。统计仿真,其中构建了ABM的统计模型以促进详细的模型分析,已被提议作为计算昂贵的蒙特卡洛方法的替代方法。在这里,我们比较了ABM仿真的多种机器学习方法,以确定最适合模仿ABM的复杂行为的方法。我们的结果表明,在大多数情况下,人工神经网络(ANN)和梯度增强的树木的表现优于高斯工艺模拟器,这是目前最常用的方法用于模拟复杂计算模型。 ANN在模型运行量大的情况下产生了最准确的模型复制,尽管训练时间比其他方法更长。我们建议,基于代理的建模将受益于使用机器学习方法进行仿真,因为这可以促进模型的更强大的灵敏度分析,同时在校准和分析模拟时还会降低CPU的时间消耗。

In this proof-of-concept work, we evaluate the performance of multiple machine-learning methods as statistical emulators for use in the analysis of agent-based models (ABMs). Analysing ABM outputs can be challenging, as the relationships between input parameters can be non-linear or even chaotic even in relatively simple models, and each model run can require significant CPU time. Statistical emulation, in which a statistical model of the ABM is constructed to facilitate detailed model analyses, has been proposed as an alternative to computationally costly Monte Carlo methods. Here we compare multiple machine-learning methods for ABM emulation in order to determine the approaches best suited to emulating the complex behaviour of ABMs. Our results suggest that, in most scenarios, artificial neural networks (ANNs) and gradient-boosted trees outperform Gaussian process emulators, currently the most commonly used method for the emulation of complex computational models. ANNs produced the most accurate model replications in scenarios with high numbers of model runs, although training times were longer than the other methods. We propose that agent-based modelling would benefit from using machine-learning methods for emulation, as this can facilitate more robust sensitivity analyses for the models while also reducing CPU time consumption when calibrating and analysing the simulation.

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