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arXiv 2103.12476cs.LGcs.MAcs.NEcs.SYeess.SY
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基于可微Agent的仿真在服从引导的仿真优化中的应用

Differentiable Agent-Based Simulation for Gradient-Guided Simulation-Based Optimization

University of Rostock(罗斯托克大学)

Philipp Andelfinger

摘要:

使用基于代理的模型的基于仿真的优化通常在描述仿真输出对输入的灵敏度的梯度不能被直接评估的假设下进行。为了仍然应用基于梯度的优化方法,其有效地将优化转向局部最优,可以采用梯度估计方法。然而,如果输入维数很大,则需要多次模拟运行来获得准确的估计。自动微分(AD)是直接计算一般程序梯度的一类技术。在这里,我们探讨了使用AD的时间驱动的基于代理的模拟的上下文中。通过用光滑近似替换常见的离散模型元素,如条件分支,我们获得了模型逻辑中跨不连续性的梯度信息。以微观交通模型和流行病模型为例,研究了可微模型的保真度和开销,以及基于梯度的优化与无梯度方法相比的收敛速度和解决方案质量。在高输入维数的交通信号配时优化问题中,基于梯度的方法表现出明显的优越性能。最后,我们证明了该方法使基于梯度的训练神经网络控制的仿真实体嵌入在模型逻辑。

英文摘要:

Simulation-based optimization using agent-based models is typically carried out under the assumption that the gradient describing the sensitivity of the simulation output to the input cannot be evaluated directly. To still apply gradient-based optimization methods, which efficiently steer the optimization towards a local optimum, gradient estimation methods can be employed. However, many simulation runs are needed to obtain accurate estimates if the input dimension is large. Automatic differentiation (AD) is a family of techniques to compute gradients of general programs directly. Here, we explore the use of AD in the context of time-driven agent-based simulations. By substituting common discrete model elements such as conditional branching with smooth approximations, we obtain gradient information across discontinuities in the model logic. On the example of microscopic traffic models and an epidemics model, we study the fidelity and overhead of the differentiable models, as well as the convergence speed and solution quality achieved by gradient-based optimization compared to gradient-free methods. In traffic signal timing optimization problems with high input dimension, the gradient-based methods exhibit substantially superior performance. Finally, we demonstrate that the approach enables gradient-based training of neural network-controlled simulation entities embedded in the model logic.

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