用粒子梯度方法加速疫情模型校准,效率更高且精度相当。
Advancing calibration for stochastic agent-based models in epidemiology with Stein variational inference and Gaussian process surrogates
- 用高斯过程代理模型结合斯坦变分推断,通过粒子迭代优化参数
- 在CityCOVID模型上,预测精度和校准效果与传统MCMC相当
- 适合需要高效校准的复杂流行病学模型研究者使用
流行病学中的随机个体基础模型(ABMs)准确校准对公共政策决策至关重要。传统校准方法如马尔可夫链蒙特卡洛(MCMC)虽能生成参数后验密度,但计算成本高昂,尤其在高度参数化的ABMs中难以应用。本文研究了斯坦变分推断(SVI)作为替代方法,结合高斯过程(GP)代理模型,用于校准随机流行病学ABMs。SVI利用梯度信息迭代更新参数空间中的粒子集,具有在高维情形下提升可扩展性和效率的潜力。粒子集合提供参数的联合后验密度,实现模型校准。我们以CityCOVID模型为例,对比了SVI与MCMC在预测准确性与校准有效性方面的表现。结果表明,SVI在保持与MCMC相当的预测精度和校准效果的同时,显著降低计算负担,是复杂流行病模型的有效替代方案。同时,我们指出基于梯度方法(如SVI)的实际挑战,包括超参数的精细调优及对粒子动态行为的持续监控。
原文摘要 · Abstract (English)
Accurate calibration of stochastic agent-based models (ABMs) in epidemiology is crucial to make them useful in public health policy decisions and interventions. Traditional calibration methods, e.g., Markov Chain Monte Carlo (MCMC), that yield a probability density function for the parameters being calibrated, are often computationally expensive. When applied to ABMs which are highly parametrized, the calibration process becomes computationally infeasible. This paper investigates the utility of Stein Variational Inference (SVI) as an alternative calibration technique for stochastic epidemiological ABMs approximated by Gaussian process (GP) surrogates. SVI leverages gradient information to iteratively update a set of particles in the space of parameters being calibrated, offering potential advantages in scalability and efficiency for high-dimensional ABMs. The ensemble of particles yields a joint probability density function for the parameters and serves as the calibration. We compare the performance of SVI and MCMC in calibrating CityCOVID, a stochastic epidemiological ABM, focusing on predictive accuracy and calibration effectiveness. Our results demonstrate that SVI maintains predictive accuracy and calibration effectiveness comparable to MCMC, making it a viable alternative for complex epidemiological models. We also present the practical challenges of using a gradient-based calibration such as SVI which include careful tuning of hyperparameters and monitoring of the particle dynamics.
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