论文标题
基于代理的模型的数据驱动控制:方程/无变量的机器学习方法
Data-driven Control of Agent-based Models: an Equation/Variable-free Machine Learning Approach
论文作者
论文摘要
我们提出了一个方程/可变的免费机器学习(EVFML)框架,以控制通过基于微观/代理模拟器建模的复杂/多尺度系统的集体动力学。该方法消除了对替代,减少阶层模型的构建的需求。〜该提议的实施由三个步骤组成:(a)来自高维基因的模拟,机器学习(尤其是非线性的多种流形学习(扩散图(DMS)),有助于识别一组粗略的变量,参数范围均匀/均匀/均匀地均采用了均匀/均匀的均匀范围。即通过将DMS与Nystrom扩展和几何谐波耦合,从高维输入空间到低维空间和背部的非线性映射(b),我们对歧管及其坐标进行了分析,从而;步骤,我们设计了数据驱动的嵌入式洗涤控制器,该控制器将基于代理的模拟器驱动其内在的,不可行的,出现的,出现的开放环不稳定的稳态,从而证明该方案表明该方案对数值近似错误和建模不确定性是可靠的。带有模仿的随机金融市场代理模型的平衡。
We present an Equation/Variable free machine learning (EVFML) framework for the control of the collective dynamics of complex/multiscale systems modelled via microscopic/agent-based simulators. The approach obviates the need for construction of surrogate, reduced-order models.~The proposed implementation consists of three steps: (A) from high-dimensional agent-based simulations, machine learning (in particular, non-linear manifold learning (Diffusion Maps (DMs)) helps identify a set of coarse-grained variables that parametrize the low-dimensional manifold on which the emergent/collective dynamics evolve. The out-of-sample extension and pre-image problems, i.e. the construction of non-linear mappings from the high-dimensional input space to the low-dimensional manifold and back, are solved by coupling DMs with the Nystrom extension and Geometric Harmonics, respectively; (B) having identified the manifold and its coordinates, we exploit the Equation-free approach to perform numerical bifurcation analysis of the emergent dynamics; then (C) based on the previous steps, we design data-driven embedded wash-out controllers that drive the agent-based simulators to their intrinsic, imprecisely known, emergent open-loop unstable steady-states, thus demonstrating that the scheme is robust against numerical approximation errors and modelling uncertainty.~The efficiency of the framework is illustrated by controlling emergent unstable (i) traveling waves of a deterministic agent-based model of traffic dynamics, and (ii) equilibria of a stochastic financial market agent model with mimesis.