Automatic Gradient Estimation for Calibrating Crowd Models with Discrete Decision Making

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Hauptverfasser: Andelfinger, Philipp, Kreikemeyer, Justin N.
Format: Preprint
Veröffentlicht: 2024
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author Andelfinger, Philipp
Kreikemeyer, Justin N.
author_facet Andelfinger, Philipp
Kreikemeyer, Justin N.
contents Recently proposed gradient estimators enable gradient descent over stochastic programs with discrete jumps in the response surface, which are not covered by automatic differentiation (AD) alone. Although these estimators' capability to guide a swift local search has been shown for certain problems, their applicability to models relevant to real-world applications remains largely unexplored. As the gradients governing the choice in candidate solutions are calculated from sampled simulation trajectories, the optimization procedure bears similarities to metaheuristics such as particle swarm optimization, which puts the focus on the different methods' calibration progress per function evaluation. Here, we consider the calibration of force-based crowd evacuation models based on the popular Social Force model augmented by discrete decision making. After studying the ability of an AD-based estimator for branching programs to capture the simulation's rugged response surface, calibration problems are tackled using gradient descent and two metaheuristics. As our main insights, we find 1) that the estimation's fidelity benefits from disregarding jumps of large magnitude inherent to the Social Force model, and 2) that the common problem of calibration by adjusting a simulation input distribution obviates the need for AD across the Social Force calculations, allowing gradient descent to excel.
format Preprint
id arxiv_https___arxiv_org_abs_2404_04678
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Automatic Gradient Estimation for Calibrating Crowd Models with Discrete Decision Making
Andelfinger, Philipp
Kreikemeyer, Justin N.
Machine Learning
Multiagent Systems
Recently proposed gradient estimators enable gradient descent over stochastic programs with discrete jumps in the response surface, which are not covered by automatic differentiation (AD) alone. Although these estimators' capability to guide a swift local search has been shown for certain problems, their applicability to models relevant to real-world applications remains largely unexplored. As the gradients governing the choice in candidate solutions are calculated from sampled simulation trajectories, the optimization procedure bears similarities to metaheuristics such as particle swarm optimization, which puts the focus on the different methods' calibration progress per function evaluation. Here, we consider the calibration of force-based crowd evacuation models based on the popular Social Force model augmented by discrete decision making. After studying the ability of an AD-based estimator for branching programs to capture the simulation's rugged response surface, calibration problems are tackled using gradient descent and two metaheuristics. As our main insights, we find 1) that the estimation's fidelity benefits from disregarding jumps of large magnitude inherent to the Social Force model, and 2) that the common problem of calibration by adjusting a simulation input distribution obviates the need for AD across the Social Force calculations, allowing gradient descent to excel.
title Automatic Gradient Estimation for Calibrating Crowd Models with Discrete Decision Making
topic Machine Learning
Multiagent Systems
url https://arxiv.org/abs/2404.04678