scholarly journals Validation and Calibration of an Agent-Based Model: A Surrogate Approach

2020 ◽  
Vol 2020 ◽  
pp. 1-9 ◽  
Author(s):  
Yi Zhang ◽  
Zhe Li ◽  
Yongchao Zhang
Keyword(s):  
Surrogate Model ◽  
Original System ◽  
Supervised Machine Learning ◽  
Computational Time ◽  
Chinese Stock Market ◽  
Agent Based Model ◽  
Agent Based Models ◽  
Agent Based ◽  
Asset Pricing Model ◽  
Remarkable Reduction

Agent-based modelling has been proved to be extremely useful for learning about real world societies through the analysis of simulations. Recent agent-based models usually contain a large number of parameters that capture the interactions among microheterogeneous subjects and the multistructure of the complex system. However, this can result in the “curse of dimensionality” phenomenon and decrease the robustness of the model’s output. Hence, it is still a great challenge to efficiently calibrate agent-based models to actual data. In this paper, we present a surrogate analysis method for calibration by combining supervised machine-learning and intelligent iterative sampling. Without any prior assumptions regarding the distribution of the parameter space, the proposed method can learn a surrogate model as the approximation of the original system with a relatively small number of training points, which will serve the needs of further sensitivity analysis and parameter calibration research. We take the heterogeneous asset pricing model as an example to evaluate the model’s performance using actual Chinese stock market data. The results demonstrate the good capabilities of the surrogate model at modelling the observed reality, as well as the remarkable reduction of the computational time for validating the agent-based model.

A Two-level Agent-Based Model for Hurricane Evacuation in New Orleans

2015 ◽  
Vol 12 (2) ◽  
Author(s):  
Wei Liang ◽  
Nina S.-N. Lam ◽  
Xiaojun Qin ◽  
Wenxue Ju
Keyword(s):  
New Orleans ◽  
Urban Areas ◽  
Computational Time ◽  
Agent Based Model ◽  
Agent Based Models ◽  
Hurricane Evacuation ◽  
Agent Based ◽  
The Real ◽  
Evacuation Traffic ◽  
Mass Evacuation

AbstractMass evacuation of urban areas due to hurricanes is a critical problem in emergency management that requires extensive basic and applied research. Previous research uses agent-based models to simulate individual vehicle and driver behavior, and is limited mostly to a small study area due to the complexity of the models and the computational time needed. To better understand evacuation behavior, simulating the evacuation traffic in a larger region is needed. This paper develops a two-level regional disaster evacuation model by coupling two agent-based models. The first model uses each census block centroid, weighted with its corresponding number of vehicles, as an agent to simulate the local road network traffic. The second model, developed on the platform of a commercial software program called VISSIM, treats each vehicle as an agent to simulate the interstate highway traffic. This two-level agent-based model was used to simulate hurricane evacuation traffic in New Orleans. Validation results with the real Hurricane Katrina’s evacuation data confirm that the proposed model performs well in terms of high model accuracy (i.e., close agreement between the real and simulated traffic patterns) and short model running time. The modeling results show that the average root-mean-square error (RMSE) for the three major evacuation directions was 347.58. Under a simultaneous evacuation strategy, and with 240,251 vehicles in 17,744 agents (census blocks), it would take at least 46.3 hours to evacuate all residents from the New Orleans metropolitan area. This two-level modeling approach could serve as a practical tool for evaluating mass evacuation strategies in New Orleans and other similar urban areas.

Modeling and analysis of an agent-based model for Chinese stock market

2013 ◽  
Vol 377 (34-36) ◽  
pp. 2041-2046 ◽  
Author(s):  
Chun-Xia Yang ◽  
Rui Wang ◽  
Sen Hu
Keyword(s):  
Stock Market ◽  
Chinese Stock Market ◽  
Agent Based Model ◽  
Modeling And Analysis ◽  
Agent Based

Agent-Based Macroeconomic Modeling and Policy Analysis

2018 ◽  
Author(s):  
Herbert Dawid ◽  
Simon Gemkow ◽  
Philipp Harting ◽  
Sander van der Hoog ◽  
Michael Neugart
Keyword(s):  
Policy Analysis ◽  
Simulation Models ◽  
Proof Of Concept ◽  
Agent Based Model ◽  
Agent Based Models ◽  
Agent Based Simulation ◽  
Agent Based ◽  
Modeling Approaches ◽  
Macroeconomic Modeling ◽  
Spatial Policy

This chapter introduces the Eurace@Unibi model, one of the agent-based simulation models that are relatively new additions to the toolbox of macroeconomists, and the research that has been done within this framework. It shows how an agent-based model can be used to identify economic mechanisms and how it can be applied to spatial policy analysis. The assessment is that agent-based models in economics have passed the proof-of-concept phase and it is now time to move beyond that stage. It has been shown that new kinds of insights can be obtained that complement established modeling approaches. The chapter concludes by pointing toward some potentially fruitful areas of agent-based macroeconomic research.

scholarly journals Accurate and efficient discretizations for stochastic models providing near agent-based spatial resolution at low computational cost

2019 ◽  
Vol 16 (159) ◽  
pp. 20190421 ◽  
Author(s):  
Nabil T. Fadai ◽  
Ruth E. Baker ◽  
Matthew J. Simpson
Keyword(s):  
Single Cell ◽  
Cell Biology ◽  
Computational Cost ◽  
Kolmogorov Equation ◽  
Single Cell Level ◽  
Agent Based Model ◽  
Computationally Efficient ◽  
Agent Based Models ◽  
Cell Level ◽  
Agent Based

Understanding how cells proliferate, migrate and die in various environments is essential in determining how organisms develop and repair themselves. Continuum mathematical models, such as the logistic equation and the Fisher–Kolmogorov equation, can describe the global characteristics observed in commonly used cell biology assays, such as proliferation and scratch assays. However, these continuum models do not account for single-cell-level mechanics observed in high-throughput experiments. Mathematical modelling frameworks that represent individual cells, often called agent-based models, can successfully describe key single-cell-level features of these assays but are computationally infeasible when dealing with large populations. In this work, we propose an agent-based model with crowding effects that is computationally efficient and matches the logistic and Fisher–Kolmogorov equations in parameter regimes relevant to proliferation and scratch assays, respectively. This stochastic agent-based model allows multiple agents to be contained within compartments on an underlying lattice, thereby reducing the computational storage compared to existing agent-based models that allow one agent per site only. We propose a systematic method to determine a suitable compartment size. Implementing this compartment-based model with this compartment size provides a balance between computational storage, local resolution of agent behaviour and agreement with classical continuum descriptions.

scholarly journals The Use of Artificial Neural Networks to Forecast the Behavior of Agent-Based Models of Pathophysiology: An Example Utilizing an Agent-Based Model of Sepsis

2021 ◽  
Vol 12 ◽  
Author(s):  
Dale Larie ◽  
Gary An ◽  
R. Chase Cockrell
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Networks ◽  
Multi Layer Perceptron ◽  
State Of Health ◽  
Agent Based Model ◽  
Agent Based Models ◽  
Clinical Sepsis ◽  
Agent Based ◽  
Artificial Neural

Introduction: Disease states are being characterized at finer and finer levels of resolution via biomarker or gene expression profiles, while at the same time. Machine learning (ML) is increasingly used to analyze and potentially classify or predict the behavior of biological systems based on such characterization. As ML applications are extremely data-intensive, given the relative sparsity of biomedical data sets ML training of artificial neural networks (ANNs) often require the use of synthetic training data. Agent-based models (ABMs) that incorporate known biological mechanisms and their associated stochastic properties are a potential means of generating synthetic data. Herein we present an example of ML used to train an artificial neural network (ANN) as a surrogate system used to predict the time evolution of an ABM focusing on the clinical condition of sepsis.Methods: The disease trajectories for clinical sepsis, in terms of temporal cytokine and phenotypic dynamics, can be interpreted as a random dynamical system. The Innate Immune Response Agent-based Model (IIRABM) is a well-established model that utilizes known cellular and molecular rules to simulate disease trajectories corresponding to clinical sepsis. We have utilized two distinct neural network architectures, Long Short-Term Memory and Multi-Layer Perceptron, to take a time sequence of five measurements of eleven IIRABM simulated serum cytokine concentrations as input and to return both the future cytokine trajectories as well as an aggregate metric representing the patient’s state of health.Results: The ANNs predicted model trajectories with the expected amount of error, due to stochasticity in the simulation, and recognizing that the mapping from a specific cytokine profile to a state-of-health is not unique. The Multi-Layer Perceptron neural network, generated predictions with a more accurate forecasted trajectory cone.Discussion: This work serves as a proof-of-concept for the use of ANNs to predict disease progression in sepsis as represented by an ABM. The findings demonstrate that multicellular systems with intrinsic stochasticity can be approximated with an ANN, but that forecasting a specific trajectory of the system requires sequential updating of the system state to provide a rolling forecast horizon.

scholarly journals Novel participatory methods for co-building an agent-based model of physical activity with youth

PLoS ONE ◽  
2020 ◽  
Vol 15 (11) ◽  
pp. e0241108
Author(s):  
Leah Frerichs ◽  
Natalie Smith ◽  
Jill A. Kuhlberg ◽  
Gretchen Mason ◽  
Damie Jackson-Diop ◽  
...  
Keyword(s):  
Physical Activity ◽  
Basic Structure ◽  
Quantitative Model ◽  
Agent Based Model ◽  
Dynamics Modeling ◽  
Agent Based Models ◽  
Technical Aspects ◽  
System Science ◽  
Agent Based ◽  
Engagement Strategies

Public health scholarship has increasingly called for the use of system science approaches to understand complex problems, including the use of participatory engagement to inform the modeling process. Some system science traditions, specifically system dynamics modeling, have an established participatory practice tradition. Yet, there remains limited guidance on engagement strategies using other modeling approaches like agent-based models. Our objective is to describe how we engaged adolescent youth in co-building an agent-based model about physical activity. Specifically, we aim to describe how we communicated technical aspects of agent-based models, the participatory activities we developed, and the resulting visual diagrams that were produced. We implemented six sessions with nine adolescent participants. To make technical aspects more accessible, we used an analogy that linked core components of agent-based models to elements of storytelling. We also implemented novel, facilitated activities that engaged youth in the development, annotation, and review of graphs over time, geographical maps, and state charts. The process was well-received by the participants and helped inform the basic structure of an agent-based model. The resulting visual diagrams created space for deeper discussion among participants about patterns of daily activity, important places for physical activity, and interactions between social and built environments. This work lays a foundation to develop and refine engagement strategies, especially for translating qualitative insights into quantitative model specifications such as ‘decision rules’.

scholarly journals Learning differential equation models from stochastic agent-based model simulations

2021 ◽  
Vol 18 (176) ◽  
Author(s):  
John T. Nardini ◽  
Ruth E. Baker ◽  
Matthew J. Simpson ◽  
Kevin B. Flores
Keyword(s):  
Differential Equation ◽  
Cell Biology ◽  
Coarse Grained ◽  
Disease Spread ◽  
Agent Based Model ◽  
Agent Based Models ◽  
Agent Based ◽  
Model Simulations ◽  
Differential Equation Models ◽  
Model Dynamics

Agent-based models provide a flexible framework that is frequently used for modelling many biological systems, including cell migration, molecular dynamics, ecology and epidemiology. Analysis of the model dynamics can be challenging due to their inherent stochasticity and heavy computational requirements. Common approaches to the analysis of agent-based models include extensive Monte Carlo simulation of the model or the derivation of coarse-grained differential equation models to predict the expected or averaged output from the agent-based model. Both of these approaches have limitations, however, as extensive computation of complex agent-based models may be infeasible, and coarse-grained differential equation models can fail to accurately describe model dynamics in certain parameter regimes. We propose that methods from the equation learning field provide a promising, novel and unifying approach for agent-based model analysis. Equation learning is a recent field of research from data science that aims to infer differential equation models directly from data. We use this tutorial to review how methods from equation learning can be used to learn differential equation models from agent-based model simulations. We demonstrate that this framework is easy to use, requires few model simulations, and accurately predicts model dynamics in parameter regions where coarse-grained differential equation models fail to do so. We highlight these advantages through several case studies involving two agent-based models that are broadly applicable to biological phenomena: a birth–death–migration model commonly used to explore cell biology experiments and a susceptible–infected–recovered model of infectious disease spread.

scholarly journals Accurate and efficient discretisations for stochastic models providing near agent-based spatial resolution at low computational cost

2019 ◽  
Author(s):  
Nabil T. Fadai ◽  
Ruth E. Baker ◽  
Matthew J. Simpson
Keyword(s):  
Single Cell ◽  
Cell Biology ◽  
Computational Cost ◽  
Kolmogorov Equation ◽  
Single Cell Level ◽  
Agent Based Model ◽  
Computationally Efficient ◽  
Agent Based Models ◽  
Cell Level ◽  
Agent Based

AbstractUnderstanding how cells proliferate, migrate, and die in various environments is essential in determining how organisms develop and repair themselves. Continuum mathematical models, such as the logistic equation and the Fisher-Kolmogorov equation, can describe the global characteristics observed in commonly-used cell biology assays, such as proliferation and scratch assays. However, these continuum models do not account for single-cell-level mechanics observed in high-throughput experiments. Mathematical modelling frameworks that represent individual cells, often called agent-based models, can successfully describe key single-cell-level features of these assays, but are computationally infeasible when dealing with large populations. In this work, we propose an agent-based model with crowding effects that is computationally efficient and matches the logistic and Fisher-Kolmogorov equations in parameter regimes relevant to proliferation and scratch assays, respectively. This stochastic agent-based model allows multiple agents to be contained within compartments on an underlying lattice, thereby reducing the computational storage compared to existing agent-based models that allow one agent per site only. We propose a systematic method to determine a suitable compartment size. Implementing this compartment-based model with this compartment size provides a balance between computational storage, local resolution of agent behaviour, and agreement with classical continuum descriptions.

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