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From Model-Based Screening to Data-Driven Surrogates: A Multi-Stage Workflow for Exploring Stochastic Agent-Based Models

Paul Saves, Matthieu Mastio, Nicolas Verstaevel, Benoit Gaudou

Abstract

Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning surrogates. Using a predator-prey case study, our methodology proceeds in two steps. First, an automated model-based screening identifies dominant variables, assesses outcome variability, and segments the parameter space. Second, we train Machine Learning models to map the remaining nonlinear interaction effects. This approach automates the discovery of unstable regions where system outcomes are highly dependent on nonlinear interactions between many variables. Thus, this work provides modelers with a rigorous, hands-off framework for sensitivity analysis and policy testing, even when dealing with high-dimensional stochastic simulators.

From Model-Based Screening to Data-Driven Surrogates: A Multi-Stage Workflow for Exploring Stochastic Agent-Based Models

Abstract

Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning surrogates. Using a predator-prey case study, our methodology proceeds in two steps. First, an automated model-based screening identifies dominant variables, assesses outcome variability, and segments the parameter space. Second, we train Machine Learning models to map the remaining nonlinear interaction effects. This approach automates the discovery of unstable regions where system outcomes are highly dependent on nonlinear interactions between many variables. Thus, this work provides modelers with a rigorous, hands-off framework for sensitivity analysis and policy testing, even when dealing with high-dimensional stochastic simulators.

Paper Structure

This paper contains 17 sections, 8 figures, 2 tables.

Figures (8)

  • Figure 1: Multi-stage exploration workflow.
  • Figure 2: PDP/ICE and Uncertainties variations for the 6 most important features.
  • Figure 3: Simulation results showing the relationship between variables X and Y.
  • Figure 4: Global Regime Dynamics. Comparison of simulation outcome distributions between the initial broad exploration (V1) and the refined sampling strategy (V2). The dominance of the Extinction regime highlights the system's structural vulnerability.
  • Figure 5: Model-Based Screening (Phase 1). A Decision Tree (CART) trained on the initial dataset. It identifies the primary anthropogenic tipping point: a deterministic shift toward extinction when the Proportion of Hunting Zones ($PH$) exceeds $\approx 31\%$.
  • ...and 3 more figures