Trajectory-Oriented Optimization of Stochastic Epidemiological Models

Trajectory-Oriented Optimization of Stochastic Epidemiological Models
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随机流行病学模型的轨迹导向优化

DOI:
10.1109/wsc60868.2023.10408258
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发表时间:
2023
期刊:
IEEE
影响因子:
--
通讯作者:
Toh, Kok Ben
Toh, Kok Ben
中科院分区:
--
文献类型:
--
作者:
Fadikar, Arindam;Collier, Nicholson;Stevens, Abby;Ozik, Jonathan;Binois, Mickaël;Toh, Kok Ben

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必须对流行病学模型进行校准,以确定下游任务的真实情况,例如产生前瞻性预测或运行假设情景。在随机模型的情况下校准变化的意义,因为这种模型的输出通常是通过集合或分布来描述的。该集合的每个成员通常被映射到随机数种子(显式或隐式)。为了既能找到输入参数设置,又能找到与地面真实情况一致的随机种子,提出了一类高斯过程(GP)代理,并提出了一种基于Thompson抽样的优化策略。这种面向轨迹的优化(Too)方法产生接近经验观测的实际轨迹,而不是只有平均模拟行为与地面真实匹配的一组参数设置。
Epidemiological models must be calibrated to ground truth for downstream tasks such as producing forward projections or running what-if scenarios. The meaning of calibration changes in case of a stochastic model since output from such a model is generally described via an ensemble or a distribution. Each member of the ensemble is usually mapped to a random number seed (explicitly or implicitly). With the goal of finding not only the input parameter settings but also the random seeds that are consistent with the ground truth, we propose a class of Gaussian process (GP) surrogates along with an optimization strategy based on Thompson sampling. This Trajectory Oriented Optimization (TOO) approach produces actual trajectories close to the empirical observations instead of a set of parameter settings where only the mean simulation behavior matches with the ground truth.
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发表时间: 2021-12
期刊: 2021 Winter Simulation Conference (WSC)
影响因子: --
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