The use of surrogate models to analyse agent-based models

The utility of Agent Based Models (ABMs) for decision making support as well as for scientific applications can be increased considerably by the availability and use of methodologies for thorough model behaviour analysis. In view of their intrinsic construction, ABMs have to be analysed numerically. Furthermore, ABM behaviour is often complex, featuring strong non-linearities, tipping points, and adaptation. This easily leads to high computational costs, presenting a serious practical limitation. Model developers and users alike would benefit from methodologies that can explore large parts of parameter space at limited computational costs. In this paper we present a methodology that makes this possible. The essence of our approach is to develop a cost-effective surrogate model based on ABM output using machine learning to approximate ABM simulation data. The development consists of two steps, both with iterative loops of training and cross-validation. In the first part, a Support Vector Machine (SVM) is developed to split behaviour space into regions of qualitatively different behaviour. In the second part, a Support Vector Regression (SVR) is developed to cover the quantitative behaviour within these regions. Finally, sensitivity indices are calculated to rank the importance of parameters for describing the boundaries between regions, and for the quantitative dynamics within regions. The methodology is demonstrated in three case studies, a differential equation model of predator-prey interaction, a common-pool resource ABM and an ABM representing the Philippine tuna fishery. In all cases, the model and the corresponding surrogate model show a good match. Furthermore, different parameters are shown to influence the quantitative outcomes, compared to those that influence the underlying qualitative behaviour. Thus, the method helps to distinguish which parameters determine the boundaries in parameter space between regions that are separated by tipping points, or by any criterion of interest to the user.