Bridging the Micro and Macro: Calibration of Agent-Based Model Using Mean-Field Dynamics

Calibration of agent-based models (ABM) is an essential stage when they are applied to reproduce the actual behaviors of distributed systems. Unlike traditional methods that suffer from the repeated trial and error and slow convergence of iteration, this article proposes a new ABM calibration approach by establishing a link between agent microbehavioral parameters and systemic macro-observations. With the assumption that the agent behavior can be formulated as a high-order Markovian process, the new approach starts with a search for an optimal transfer probability through a macrostate transfer equation. Then, each agent's microparameter values are computed using mean-field approximation, where his complex dependencies with others are approximated by an expected aggregate state. To compress the agent state space, principal component analysis is also introduced to avoid high dimensions of the macrostate transfer equation. The proposed method is validated in two scenarios: 1) population evolution and 2) urban travel demand analysis. Experimental results demonstrate that compared with the machine-learning surrogate and evolutionary optimization, our method can achieve higher accuracies with much lower computational complexities.