Machine learning-assisted calibration of Agent-based Models: surrogate-based optimization with Genetic Algorithm and Particle Swarm Optimization

RESUMO

Calibrating an agent-based model (ABM) is difficult because its objective landscape is stochastic and rugged, and can be evaluated only through costly black-box simulations. This study adapts inner-loop surrogate-assisted evolutionary computation (SAEC) to ABM calibration by embedding a machine-learning surrogate within genetic algorithm (GA) and particle swarm optimisation (PSO). At each iteration, the surrogate screens the candidates and the simulator validates only the top 50%, reducing simulation demand while correcting surrogate errors. We evaluate a full factorial of 48 configurations combining two optimisers, five surrogates, and four calibration objectives on two contrasting ABMs, the Brock-Hommes asset-pricing model and the Island growth model. Parameter recovery is measured against pseudo-true values. Relative to the strongest pure-optimiser baseline, the best ML-assisted configurations reduce RMSE by 20.0% on Brock-Hommes and 63.8% on Island, while reducing computation time by 32.1% and 61.1%, respectively. ANOVA with Dunnett's post-hoc tests confirms significant time savings for every surrogate under both Brock-Hommes optimisers and under GA on Island. No surrogate differs significantly from the pure-optimiser baseline in parameter-recovery accuracy on Island; the reported accuracy gains are therefore best-configuration outcomes rather than average effects resolved at this sample size. The best surrogate-optimiser-objective combination changes with ABM complexity, indicating that surrogate-assisted calibration depends on the model and does not admit a universal default recipe.