A Brief Introduction to the Use of Machine Learning Techniques in the Analysis of Agent-Based Models

• Published in: Advances in Management Engineering pp. 179 - 186
• Main Authors: Pereda, María, Santos, José Ignacio, Galán, José Manuel
• Format: Book Chapter
• Language: English
• Published: Switzerland Springer International Publishing AG 2017; Springer International Publishing
• Series: Lecture Notes in Management and Industrial Engineering
• Subjects: Agent based modelling; Economics of industrial organisation; Machine learning; Permutation test; Production engineering; Simulation; Statistical learning; Technical design
• DOI: 10.1007/978-3-319-55889-9_11
• ISBN: 9783319558882; 3319558889
• ISSN: 2198-0772

In this paper, we give a succinct introduction to some basic concepts imported from the fields of Machine and Statistical Learning that can be useful in the analysis of complex agent-based models (ABM). The paper presents some guidelines in the design of experiments. It then focuses on considering an ABM simulation as a computational experiment relating parameters with a response variable of interest, i.e. a statistic obtained from the simulation. This perspective gives the opportunity of using a supervised learning algorithm to fit the response with the parameters. The fitted model can be used to better interpret and understand the relation between the parameters of the ABM and the results in the simulation.