An Introduction to Agent-Based Modeling · PDF fileGroup. Redfish Group. Growing Cities ......

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Bill Rand Assistant Professor of Business Management Poole College of Management North Carolina State University An Introduction to Agent-Based Modeling Unit 1: What is ABM and Why Should You Use It?

Transcript of An Introduction to Agent-Based Modeling · PDF fileGroup. Redfish Group. Growing Cities ......

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BillRand AssistantProfessorofBusinessManagement

PooleCollegeofManagementNorthCarolinaStateUniversity

An Introduction to Agent-Based Modeling

Unit 1: What is ABM and Why Should You Use It?

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Picture by Milo Bostock (https://www.flickr.com/photos/milesmilo/25121357602) Used under Creative Commons Attribution 2.0 (https://creativecommons.org/licenses/by/2.0/)

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TheBoidsModel (CraigW.Reynolds,SIGGRAPH,1987)

• Howdobirdsflock?• Isthereacentralleader?• Dotheyknowexactlywheretobeatalltimes?• Isitadeterministicprocess?• Cantheyactbasedonlocalinformation?

08/29/09

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ThreeRulesofBoids

• Cohere• Movetowardthecenterofyourflockmates

• Align• Moveinthesamedirectionasyourflockmates

• Avoid• Donotgettooclosetoanyofyourflockmates

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CourseStructure

1. WhatisAgent-BasedModelingandWhyShouldYouUseIt?2. BeginningwithSimpleModels3. ExtendingModels4. AFullModel5. TheArchitectureofanAgent-BasedModel6. AnalyzingAgent-BasedModels7. Verification,Validation,andReplication8. ApplicationandHistoryofABM9. AdvancedABM

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CourseInstructors

William(Bill)Rand-LeadInstructor

AnamariaBerea-AssistantInstructor

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ContactingUs

• Email:[email protected]• Twitter:@intro2abmor@billrand• GoogleHangouts:

• WeeklyonTuesdayfrom11-12EST• Linkswillbeposted

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Assignments

• Quizzes-Interspersedthroughtheunits• Typically2-3questions

• Tests-Attheendofeveryunit• Longerthanquizzes• Mayrequiresomemodelrunningorprogramming

• FinalProject-Dueattheendofthecourse• Checkpointsalongtheway• Developedovertheentirecourse

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Software

• NetLogo• http://ccl.northwestern.edu/netlogo• Gothroughthetutorial

• R• http://www.r-project.org/• ManyTutorialsAvailable

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RecommendedBook

• AnIntroductiontoAgent-BasedModeling• UriWilenskyandWilliamRand

• AvailableatMITPressandAmazon

https://mitpress.mit.edu/books/introduction-agent-based-modeling

http://www.intro-to-abm.com/

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YourFirstAssignment

• ParticipantPoll• Wewanttofindoutwhoyouareandwhatyourbackgroundissowecantailorthiscourse

• DifferentfromthesurveythatComplexityExplorerwillbesendingout

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WhatisaModel?

Anabstracteddescriptionofaprocess,object,oreventExaggeratescertainaspectsattheexpenseofothers

“Essentially,allmodelsarewrong,butsomeareuseful” (GeorgeBox,1987)

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WhatisanAgent-BasedModel?Anagentisanautonomousindividualelementwithpropertiesandactionsinacomputersimulation

Agent-BasedModeling(ABM)istheideathattheworldcanbemodeledusingagents,anenvironment,andadescriptionofagent-agentandagent-environmentinteractions

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ToolkitsforABM

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WhyareweusingNetLogo?

NetLogoisapremieragent-basedmodelinglanguageanddevelopmentenvironment,designedbyUriWilenskyatNorthwesternUniversity.

ItisthemostwidelyusedABMenvironment.

It’stheeasiesttolearn.

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TheNetLogoDesignPrinciple• Lowthreshold

– Novicescanbuildsimplemodelsatfirstuse– Pre-collegiatecurriculumincludescomplexsystemsandmodeling– Universitycoursestoincludemodel-basedinquiry– NewsandMediatoincludemodelsasevidenceforarguments

• Highceiling– Languageshouldbeexpressiveenoughtoenablehighendcomplex

models– Researchersto“read/write”andpublishmodels– Narrow/eliminategapbetweenmodelerandprogrammer– Enableinteractivedevelopmentandresearch– Easytosharemodels– Easytoverifyand/orchallengemodels

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TheBirthoftheTurtle

Logowasfirstdevelopedin~1969bySeymourPapertandcolleagues

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HowBig/AdvancedCanitGet?

• TensofThousandsofAgentsandPatches• ComplexDecisionMakers• ManyAgentTypes• ModelsofWholeCities• AdditionalToolsAllowforIntegrationwithotherSoftware

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Redfish Group

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Redfish Group

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GrowingCities

[Lechneretal.,2006]

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PolicyAnalysis

Part 2: ABMPart 1: GIS

landscape

Transit network

social-economic

data

Fuel Price

Create initial environment

Initialize households

Households relocate

Households choose travel modes

Part 3: TDM

Households make trips on

highway network

Households decide to own a car or not

Income Car

OwnershipCar Use

Low Density Land Use

Auto-dominant Transportation

System

Highway/Transit SystemPublic Policies Investment

OwnershipTax

Fuel taxZoning

Affordable carAuto financing

Employment sprawlResidential sprawl

Private sectors

Other socioeconomic

factors

Household formationFemale workforce

Transit agency

1995 TAZ

Rail network

Six counties

Environment in ABM

Year

Tran

sit S

hare

L2

L3

Point of no return

T1

T2T3

L1

Points of government intervention

Yandan Lu, 2009

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ViralMarketing

Image Credit: Forrest Stonedahl

with Forrest Stonedahl and Uri Wilensky, 2010

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08/29/09 VisualizationCourtesyofForrestStonedahl

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InferringSocialNetworks

with Michael Trusov and Yogesh Joshi, 2010

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DecisionSupportSystems

withManuelChica,2016NetworkVisualizationsbyJaredSylvester

WhoshouldIincentivizeandwhy?

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WhatisComplexSystems?

• Asystemcomposedofmanyinteractingpartsinwhichtheemergentoutcomeofthesystemisaproductoftheinteractionsbetweenthepartsandthefeedbacksbetweenthatemergentoutcomeandindividualdecisions

http://ccl.northwestern.edu/netlogo/models/TrafficBasic NOMAD-http://www.flickr.com/photos/lingaraj/2415084235/sizes/l/CCBY2.0

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Emergence

• Emergence=‘theactionofthewholeismorethanthesumoftheparts’(Holland,2014)

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Feedbacks

• Theeffectoftheemergentresultonthedecisionsoftheindividuals

https://www.flickr.com/photos/thefrankfurtschool/1313097473/CCBY2.0

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HowdoyouunderstandComplexSystems?

• ComplexSystemscanbedifficulttopredict,controlandmanage,whichinmanywaysisthegoalofpublicpolicy

• Agent-BasedModelingandComplexSystemsanalysisistoprovidea‘flightsimulator’ratherthanaperfectprediction(Holland,1996;Sterman,2000)

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LeveragePoints

• Leveragepointsareplaceswherethecomplexsystemcanpotentiallybeshiftedfromoneregimetoanotherwiththeleasteffort(Bankes,1993)

• Relatedto:– TippingPoints:placeswhereasmallchangeinaninputcandramaticallyaffecttheoutcome(Scheffer,2010)

• ComplexSystemsanalysisoftengivesyouthemostwhenittellsyoutheleast

http://ccl.northwestern.edu/netlogo/models/Fire

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PathDependence

PathDependenceiswhenthecurrentpossibilitiesarelimitedbypastchoices

Brownetal.,2005,IJGIS

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SensitivitytoInitialConditions

– SensitivitytoInitialConditions(TheButterflyEffect):initsstrongformaconditionofchaoswhichsaysthateverystartingpointisarbitrarilyclosetoanotherstartingpointwithasignificantlydifferentfuture(Lorenz,1972)

• Chaos:whenthepresentdeterminesthefuture,buttheapproximatepresentdoesnotapproximatelydeterminethefuture.—Lorenz

– WeakVersion-Whereyoustartmatterssignificantly

https://www.flickr.com/photos/syobosyobo/304122319/CCBY2.0

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Non-LinearityandDynamics

• Inputsdonotnecessarilyaffectoutputsinalinearmanner

• Interactionsbetweenvariousinputsmeanthatyoucannotjustsolveproblemsbybreakingthemdownone-by-one

http://ccl.northwestern.edu/netlogo/models/GiantComponent

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Robustness

• Robustnessiswhenasystemmaintainsitscharacteristicbehaviorevenafterperturbation(Bankes,2002)

NetLogoSegregationModel

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DiversityandHeterogeneity

• IndividualsinComplexSystemsareoftensignificantlydiverseandheterogeneous(Page,2010)

• Mosttraditionalmodelingapproachesfailtoaccuratelycapturetheheterogeneityofindividuals

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InterconnectednessandInteractions

• Individualsareconnectedandaffecteachother’sdecision

BinLadenRetweetNetwork HurricaneSandyRetweetNetwork

US2012ElectionRetweetNetwork

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Representation

• Representationisthekeytounderstandinganyphenomenon

• Asanexample,imaginewritingtheFlockingmodelasaseriesofequationsthatdescribewherethebirdsareandhowtheyaffecteachother

• Inmanycases,agent-basedrepresentationsareappropriate

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BenefitsofAppropriateRepresentation

• Newrepresentationscanhelpussolveproblemswecouldnotsolvebefore

• Changingrepresentationscanhelpusasknewquestions

• Agent-basedrepresentationscanhelpustocommunicateourresults

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RepresentationofComplexSystems

• Complexsystemsarecomposedofmanyinteractingparts

• Thosepartsareoftenconnectedincomplexways

• Agent-basedmodelingprovidesapowerfulwaytorepresentthoseconnections

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AThirdWayofDoingScience(Axelrod,1997)

• Twotraditionalwaysofdoingscience• Induction-inferringfromparticulardataageneraltheory

• Deduction-reasoningfromfirstprinciplestoageneraltheory

• ThirdWay• Generative-usingfirstprinciplestogenerateaparticularsetofdatathatcancreateageneraltheory

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IntegrativeUnderstanding

• Ifoneknowsthefirstprincipledrules,canyoudeterminetheaggregatepattern

• Thisisoftendifficult,andABMprovidesusawaytounderstandthis

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DifferentialUnderstanding

• Whatiftheaggregatepatternisknownandyouwanttofigureouttheindividual-levelrules?

• Thisissimilartotheflockingmodelexercisewepreviouslyexplored

• Wecanproposerulesandseeiftheygeneratethephenomenonweobserve

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WhentouseABM?

• MediumNumbers• Heterogeneity• ComplexbutLocalInteractions• RichEnvironments• Time• Adaptation

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MediumNumbersCasti,1996

• Toofewagentsandthesimplemaybetoosimple• Gametheoryandethnographyworkwell

• Toomanyagentsandmeansmaydescribethesystemwell• Mean-fieldapproachesandstatisticaldescriptions

• Thekeyisthatthenumberofagentsthatcanaffecttheoutcomeofthesystembeamediumnumber

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Heterogeneity

• Agentscanbeasheterogeneousastheyneedtobe

• Manyotherapproachesassumehomogeneityoverindividuals

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ComplexbutLocalInteractions

• ABMcanmodelcomplexinteractions• Historydependent• Propertydependent

• Theassumptionisthatthesearelocal• Noglobalknowledge

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RichEnvironments

• Theenvironmenttheagentsinteractincanbeextremelyrich

• SocialNetworks• Geographicalsystems• Theenvironmentcanevenhaveitsownagent-likerules

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Time

• Almostallagent-basedmodelsfeaturetime• ABMisamodelofprocess• Nearlynecessary• Thereareexceptions

• Solvingcomplexequilibriumproblems

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Adaptation

• Adaptationiswhenanagent’sactionsarecontingentontheirpasthistory

• Anagentmaytakedifferentactionsdependingonitsownpastexperience

• Usuallysufficient• VeryfewmodelingapproachesbesidesABMfeatureadaptiveindividuals

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Agent-BasedModeling(ABM)vs.Equation-BasedModeling(EBM)

• ManyEBMsmaketheassumptionofhomogeneity• EBMsareoftencontinuousandnotdiscrete

• Thenano-wolfproblem(Wilson,1998)• EBMsrequireaggregateknowledgeinmanycases• OntologyofEBMsisatagloballevel• EBMsdonotprovidelocaldetail• EBMsareTop-Down,ABMsareBottom-Up• EBMsaregeneralizable,butrestricted• ABMcanbebuiltfromanalyticalmodels,andcancomplementEBMs

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ABMandStatisticalModeling

• Hardtolinktofirstprinciplesandbehavioraltheory

• Needtohavetherightkindofdata• ABMcancomplementbybuildingfromfirstprinciplestostatisticalresults

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ABMvs.LabExperiments

• Labexperimentscangeneratetheory• Labexperimentsarerarelyscaledup• ABMcanbecreatedfromlabexperiments

• ABMcanexploremacro-implicationsoflabexperiments

• ABMcangeneratenewhypotheses• ABMcandeterminesensitivityofresults• ABMcancomparegenerativeprinciples

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ABMvs.AggregateComputerModeling

• SystemDynamicsModelingembracesasystem-levelapproachtothinkingabouttheworld

• However,itoftenlackstheindividual-levelrepresentation

• Hybridmodelsarepossible

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Limitations

• HighComputationalCost– Benefitofmoreinsightanddatatointermediatestages

• ManyFreeParameters– Simplyexposingparametersthatothermodelsassume

• MayRequireIndividual-LevelBehavioralKnowledge– Providesbetterinsight

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WhytheResistance?

• LackofEducationaboutComplexSystems• TheDrunk,TheKeysandTheStreetlight

– Peoplewanttosearchforsolutionswhereitiseasy

• CentralizedandDeterministicMindset(ResnickandWilensky,

1993)

– Peopleexpecttheirtobeacentralleader– Peopleexpectthateverythinghappensfora“cause”andnegatethepossibilityofchance

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UsesofABM

• Description• Explanation• Experimentation• Analogy

• Education• Touchstone• ThoughtExperiments

• Prediction

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Description

• AnABMisadescriptionofareal-worldsystem• Asimplifieddescriptionbutstilladescription• Modelsthatarenotsimplifiedareuseless• “Makeyourmodelassimpleaspossiblebutnosimpler.”-AlbertEinstein

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Explanation

• AnABMprovidesanexplanationofpotentialunderlyingphenomenonthatcontrolasystem

• Theyareaproof-of-conceptthatsomethingispossible

• Theyilluminatethepowerofemergence

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Experimentation

• ABMscanberunrepeatedlyunderslightlydifferentconditionstoobservetheresultantchanges

• Wecanchangethemodelandseewhathappens

• Wecanthengobacktothereal-worldandvalidatetheseexperiments

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Analogy

• ABMshelpustounderstandothersystemwithsimilarpatternsofbehavior

• Forinstance,themodelofflockingbirdscanhelpusunderstandfishandevenlocusts

• Theycanevenhelpusunderstandengineeredsystems,e.g.,drones

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Education/Communication

• ABMshelpuscommunicateourresultstoothers

• Theyencapsulateknowledgeinawaythatiseasilytransferrable

• Theyencourageexplorationaboutdifferenttheories

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Touchstone

• ABMscreateafocalobject• Papert(1980)callsthemanobjecttothinkwith

• Theygiveusacommonlanguagetodescribeaphenomenonandtoargueaboutitscauses

• Theyturncomplexsystemsintoasetofsimplerules

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ThoughtExperiments

• ABMscanexplorethingsthatmaynotevenexistintherealworld,orareveryidealizedexamplesoftherealworld

• ABMgivesusthepowertosaywhatwillhappenifweassumeafewbasicrules

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Prediction

• ABMisoftenusedtothinkaboutpossiblefuturescenarios

• Butthevalidityofapredictionisdeterminedbyhowwellthemodelhasbeenvalidated

• Itisdifficulttoassessthevalidityofanymodelforaneventthathasnotyetoccurred

• Predictioncanoftenbereducedtodescriptionandexplanation

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ComplexSystems,Agent-BasedModelingandPsychohistory• PsychohistoryisafictionalscienceusedbyIsaacAsimov’scharacter,HariSeldon,intheFoundationseries.

• Psychohistorycombineshistory,sociology,andmathematicstomakeapproximatepredictionsaboutthefuturebehavioroflargegroupsofpeople.

• ComplexSystemshasthepotentialtohelpusunderstandhowlargegroupsofindividualsandorganizationswillreacttofutureevents,potentiallypavingthewayforarealpsychohistory

• However,thegoalisnottomakespecificpredictions,butcanhelpustoembraceuncertainty

https://www.flickr.com/photos/uflinks/4955882191CCBY2.0

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ThankYou

SeveraloftheseslidesbenefitedfromsignificantcontributionsfromForrestStonedahl,UriWilensky,andothers.