{"title":"Towards Differentiable Agent-Based Simulation","authors":"Philipp Andelfinger","doi":"10.1145/3565810","DOIUrl":"https://doi.org/10.1145/3565810","url":null,"abstract":"Simulation-based optimization using agent-based models is typically carried out under the assumption that the gradient describing the sensitivity of the simulation output to the input cannot be evaluated directly. To still apply gradient-based optimization methods, which efficiently steer the optimization towards a local optimum, gradient estimation methods can be employed. However, many simulation runs are needed to obtain accurate estimates if the input dimension is large. Automatic differentiation (AD) is a family of techniques to compute gradients of general programs directly. Here, we explore the use of AD in the context of time-driven agent-based simulations. By substituting common discrete model elements such as conditional branching with smooth approximations, we obtain gradient information across discontinuities in the model logic. On the examples of a synthetic grid-based model, an epidemics model, and a microscopic traffic model, we study the fidelity and overhead of the differentiable simulations as well as the convergence speed and solution quality achieved by gradient-based optimization compared with gradient-free methods. In traffic signal timing optimization problems with high input dimension, the gradient-based methods exhibit substantially superior performance. A further increase in optimization progress is achieved by combining gradient-free and gradient-based methods. We demonstrate that the approach enables gradient-based training of neural network-controlled simulation entities embedded in the model logic. Finally, we show that the performance overhead of differentiable agent-based simulations can be reduced substantially by exploiting sparsity in the model logic.","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"32 1","pages":"1 - 26"},"PeriodicalIF":0.9,"publicationDate":"2022-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49174224","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Virtual Time III, Part 2: Combining Conservative and Optimistic Synchronization","authors":"D. Jefferson, P. Barnes","doi":"10.1145/3505249","DOIUrl":"https://doi.org/10.1145/3505249","url":null,"abstract":"This is Part 2 of a trio of works intended to provide a unifying framework in which conservative and optimistic synchronization for parallel discrete event simulations can be freely and transparently combined in the same logical process on an event-by-event basis. In this article, we continue the outline of an approach called Unified Virtual Time (UVT) that was introduced in Part 1, showing in detail via two extended examples how conservative synchronization can be refactored and combined with optimistic synchronization in the UVT framework. We describe UVT versions of both a basic time windowing algorithm called Unified Simple Time Windows and a refactored version of the Chandy-Misra-Bryant Null Message algorithm called Unified CMB.","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"32 1","pages":"1 - 21"},"PeriodicalIF":0.9,"publicationDate":"2022-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48261953","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Virtual Time III, Part 1: Unified Virtual Time Synchronization for Parallel Discrete Event Simulation","authors":"D. Jefferson, P. Barnes","doi":"10.1145/3505248","DOIUrl":"https://doi.org/10.1145/3505248","url":null,"abstract":"Algorithms for synchronization of parallel discrete event simulation have historically been divided between conservative methods that require lookahead but not rollback, and optimistic methods that require rollback but not lookahead. In this paper we present a new approach in the form of a framework called Unified Virtual Time (UVT) that unifies the two approaches, combining the advantages of both within a single synchronization theory. Whenever timely lookahead information is available, a logical process (LP) executes conservatively using an irreversible event handler. When lookahead information is not available the LP does not block, as it would in a classical conservative execution, but instead executes optimistically using a reversible event handler. The switch from conservative to optimistic synchronization and back is decided on an event-by-event basis by the simulator, transparently to the model code. UVT treats conservative synchronization algorithms as optional accelerators for an underlying optimistic synchronization algorithm, enabling the speed of conservative execution whenever it is applicable, but otherwise falling back on the generality of optimistic execution. We describe UVT in a novel way, based on fundamental invariants, monotonicity requirements, and synchronization rules. UVT permits zero-delay messages and pays careful attention to tie-handling using superposition. We prove that under fairly general conditions a UVT simulation always makes progress in virtual time. This is Part 1 of a trio of papers describing the UVT framework for PDES, mixing conservative and optimistic synchronization and integrating throttling control.","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"32 1","pages":"1 - 29"},"PeriodicalIF":0.9,"publicationDate":"2022-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47097128","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Htet Naing, Wentong Cai, Hu Nan, Wu Tiantian, Yuanxi Liang
{"title":"Dynamic Data-driven Microscopic Traffic Simulation using Jointly Trained Physics-guided Long Short-Term Memory","authors":"Htet Naing, Wentong Cai, Hu Nan, Wu Tiantian, Yuanxi Liang","doi":"10.1145/3558555","DOIUrl":"https://doi.org/10.1145/3558555","url":null,"abstract":"Symbiotic simulation systems that incorporate data-driven methods (such as machine/deep learning) are effective and efficient tools for just-in-time (JIT) operational decision making. With the growing interest on Digital Twin City, such systems are ideal for real-time microscopic traffic simulation. However, learning-based models are heavily biased towards the training data and could produce physically inconsistent outputs. In terms of microscopic traffic simulation, this could lead to unsafe driving behaviours causing vehicle collisions in the simulation. As for symbiotic simulation, this could severely affect the performance of real-time base simulation models resulting in inaccurate or unrealistic forecasts, which could, in turn, mislead JIT what-if analyses. To overcome this issue, a physics-guided data-driven modelling paradigm should be adopted so that the resulting model could capture both accurate and safe driving behaviours. However, very few works exist in the development of such a car-following model that can balance between simulation accuracy and physical consistency. Therefore, in this paper, a new “jointly-trained physics-guided Long Short-Term Memory (JTPG-LSTM)” neural network, is proposed and integrated to a dynamic data-driven simulation system to capture dynamic car-following behaviours. An extensive set of experiments was conducted to demonstrate the advantages of the proposed model from both modelling and simulation perspectives.","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"32 1","pages":"1 - 27"},"PeriodicalIF":0.9,"publicationDate":"2022-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47000787","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Maximilian H. Bremer, J. Bachan, Cy P. Chan, C. Dawson
{"title":"Performance Analysis of Speculative Parallel Adaptive Local Timestepping for Conservation Laws","authors":"Maximilian H. Bremer, J. Bachan, Cy P. Chan, C. Dawson","doi":"10.1145/3545996","DOIUrl":"https://doi.org/10.1145/3545996","url":null,"abstract":"Stable simulation of conservation laws, such as those used to model fluid dynamics and plasma physics applications, requires the satisfaction of the so-called Courant-Friedrichs-Lewy condition. By allowing regions of the mesh to advance with different timesteps that locally satisfy this stability constraint, significant work reduction can be attained when compared to a time integration scheme using a single timestep size. However, parallelizing this algorithm presents considerable difficulty. Since the stability condition depends on the state of the system, dependencies become dynamic and potentially non-local. In this article, we present an adaptive local timestepping algorithm using an optimistic (Timewarp-based) parallel discrete event simulation. We introduce waiting heuristics to limit misspeculation and a semi-static load balancing scheme to eliminate load imbalance as parts of the mesh require finer or coarser timesteps. Last, we outline an interface for separating the physics of the specific conservation law from the temporal integration allowing for productive adoption of our proposed algorithm. We present a misspeculation study for three conservation laws, demonstrating both the productivity of the local timestepping API, for which 74% of the lines of code are reused across different conservation laws, and the robustness of the waiting heuristics—at most 1.5% of element updates are rolled back. Our performance studies demonstrate up to a 2.8× speedup versus a baseline unoptimized local timestepping approach, a 4x improvement in per-node throughput compared to an MPI parallelization of synchronous timestepping, and scalability up to 3,072 cores on NERSC’s Cori Haswell partition.","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"32 1","pages":"1 - 30"},"PeriodicalIF":0.9,"publicationDate":"2022-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44657137","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A General Framework to Simulate Diffusions with Discontinuous Coefficients and Local Times","authors":"Kailin Ding, Zhenyu Cui","doi":"10.1145/3559541","DOIUrl":"https://doi.org/10.1145/3559541","url":null,"abstract":"In this article, we propose an efficient general simulation method for diffusions that are solutions to stochastic differential equations with discontinuous coefficients and local time terms. The proposed method is based on sampling from the corresponding continuous-time Markov chain approximation. In contrast to existing time discretization schemes, the Markov chain approximation method corresponds to a spatial discretization scheme and is demonstrated to be particularly suited for simulating diffusion processes with discontinuities in their state space. We establish the theoretical convergence order and also demonstrate the accuracy and robustness of the method in numerical examples by comparing it to the known benchmarks in terms of root mean squared error, runtime, and the parameter sensitivity.","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":" ","pages":"1 - 29"},"PeriodicalIF":0.9,"publicationDate":"2022-08-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49404607","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Simulating the Impact of Dynamic Rerouting on Metropolitan-scale Traffic Systems","authors":"Cy P. Chan, Anu Kuncheria, Jane Macfarlane","doi":"10.1145/3579842","DOIUrl":"https://doi.org/10.1145/3579842","url":null,"abstract":"The rapid introduction of mobile navigation aides that use real-time road network information to suggest alternate routes to drivers is making it more difficult for researchers and government transportation agencies to understand and predict the dynamics of congested transportation systems. Computer simulation is a key capability for these organizations to analyze hypothetical scenarios; however, the complexity of transportation systems makes it challenging for them to simulate very large geographical regions, such as multi-city metropolitan areas. In this article, we describe enhancements to the Mobiliti parallel traffic simulator to model dynamic rerouting behavior with the addition of vehicle controller actors and vehicle-to-controller reroute requests. The simulator is designed to support distributed-memory parallel execution using discrete event simulation and be scalable on high-performance computing platforms. We demonstrate the potential of the simulator by analyzing the impact of varying the population penetration rate of dynamic rerouting on the San Francisco Bay Area road network. Using high-performance parallel computing, we can simulate a day in the San Francisco Bay Area with 19 million vehicle trips with 50 percent dynamic rerouting penetration over a road network with 0.5 million nodes and 1 million links in less than three minutes. We present a sensitivity study on the dynamic rerouting parameters, discuss the simulator’s parallel scalability, and analyze system-level impacts of changing the dynamic rerouting penetration. Furthermore, we examine the varying effects on different functional classes and geographical regions and present a validation of the simulation results compared to real-world data.","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"33 1","pages":"1 - 29"},"PeriodicalIF":0.9,"publicationDate":"2022-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48801643","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A New Test for Hamming-Weight Dependencies","authors":"David Blackman, Sebastiano Vigna","doi":"https://dl.acm.org/doi/10.1145/3527582","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3527582","url":null,"abstract":"<p>We describe a new statistical test for pseudorandom number generators (PRNGs). Our test can find bias induced by dependencies among the Hamming weights of the outputs of a PRNG, even for PRNGs that pass state-of-the-art tests of the same kind from the literature, and particularly for generators based on <b>F</b><sub>2</sub>-linear transformations such as the dSFMT [22], <monospace>xoroshiro1024+</monospace> [1], and WELL512 [19].</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"30 2","pages":""},"PeriodicalIF":0.9,"publicationDate":"2022-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138523764","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Bayesian Optimisation vs. Input Uncertainty Reduction","authors":"Juan Ungredda, Michael Pearce, Juergen Branke","doi":"https://dl.acm.org/doi/10.1145/3510380","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3510380","url":null,"abstract":"<p>Simulators often require calibration inputs estimated from real-world data, and the estimate can significantly affect simulation output. Particularly when performing simulation optimisation to find an optimal solution, the uncertainty in the inputs significantly affects the quality of the found solution. One remedy is to search for the solution that has the best performance on average over the uncertain range of inputs yielding an optimal compromise solution. We consider the more general setting where a user may choose between either running simulations or querying an external data source, improving the input estimate and enabling the search for a more targeted, less compromised solution. We explicitly examine the trade-off between simulation and real data collection to find the optimal solution of the simulator with the true inputs. Using a value of information procedure, we propose a novel unified simulation optimisation procedure called <i>Bayesian Information Collection and Optimisation</i> that, in each iteration, automatically determines which of the two actions (running simulations or data collection) is more beneficial. We theoretically prove convergence in the infinite budget limit and perform numerical experiments demonstrating that the proposed algorithm is able to automatically determine an appropriate balance between optimisation and data collection.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"60 2","pages":""},"PeriodicalIF":0.9,"publicationDate":"2022-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138523771","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Román Cárdenas, Kevin Henares, Patricia Arroba, José L. Risco-Martín, Gabriel A. Wainer
{"title":"The DEVStone Metric: Performance Analysis of DEVS Simulation Engines","authors":"Román Cárdenas, Kevin Henares, Patricia Arroba, José L. Risco-Martín, Gabriel A. Wainer","doi":"https://dl.acm.org/doi/10.1145/3543849","DOIUrl":"https://doi.org/https://dl.acm.org/doi/10.1145/3543849","url":null,"abstract":"<p>The DEVStone benchmark allows us to evaluate the performance of discrete-event simulators based on the Discrete Event System (DEVS) formalism. It provides model sets with different characteristics, enabling the analysis of specific issues of simulation engines. However, this heterogeneity hinders the comparison of the results among studies, as the results obtained on each research work depend on the chosen subset of DEVStone models. We define the DEVStone metric based on the DEVStone synthetic benchmark and provide a mechanism for specifying objective ratings for DEVS-based simulators. This metric corresponds to the average number of times that a simulator can execute a selection of 12 DEVStone models in 1 minute. The variety of the chosen models ensures that we measure different particularities provided by DEVStone. The proposed metric allows us to compare various simulators and to assess the impact of new features on their performance. We use the DEVStone metric to compare some popular DEVS-based simulators.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"84 8","pages":""},"PeriodicalIF":0.9,"publicationDate":"2022-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138523745","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}