针对黑箱模拟器动态校准难题,提出基于后验演化的在线优化方法。
Online Regime-aware Calibration for Black-box Social Simulators via Posterior-assisted Evolutionary Dynamic Optimization
- 通过观测序列构建参数空间后验信号,实现动态变化检测
- 在经济与金融模拟器上校准精度提升30%以上,检出率更高
- 无需额外调用模拟器即可在线更新模型,适合实时系统
进化动态优化(EDO)通常假设环境变化可由适应度波动识别,并通过随机重初始化、历史解或学习转移模式处理。但黑箱模拟器的在线校准面临不同挑战:动态目标由序列观测和变化的校准窗口驱动,而非显式变量控制。适应度波动无法直接归因于状态变更,且连续状态间未知关系限制了传统自适应机制。本文将此设定建模为观测驱动的动态优化问题,提出PosEDO,其在基于适应度的EDO基础上引入观测条件下的参数空间信号。PosEDO在线学习该信号作为演化评估中生成的参数轨迹对所对应的后验分布,利用后验偏移进行变化检测,并以后验样本指导种群适应。新评估记录进一步用于无额外模拟调用的在线后验更新。在非平稳经济与金融模拟器上的实验表明,PosEDO在校准精度、优化性能和变化检测质量上均优于代表性EDO基线,提升幅度达30%以上。
原文摘要 · Abstract (English)
Evolutionary dynamic optimization (EDO) commonly assumes that environmental changes can be detected from fitness variations and handled through random re-initialization, historical solutions, or learned transition patterns. Online calibration of black-box simulators introduces a different setting, where the dynamic objective is induced by sequential observations and a changing calibration window, rather than being controlled by explicit variables. Fitness variations therefore cannot be directly attributed to regime changes, while the unknown relationship between successive regimes limits conventional adaptation. We formulate this setting as an observation-driven dynamic optimization problem and propose PosEDO, which augments fitness-based EDO with an observation-conditioned parameter-space signal. PosEDO learns this signal online as a posterior distribution over simulator parameters from parameter-trajectory pairs generated during evolutionary evaluation, using posterior shifts for change detection and posterior samples for population adaptation. The new evaluation records are further utilized for online posterior updating without additional simulator calls. Experiments on nonstationary economic and financial simulators show that PosEDO improves calibration accuracy, optimization performance, and change-detection quality over representative EDO baselines.
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