Modeling and optimization of strategies for making individual decisions in multi-agent socio-economic systems with the use of machine learning

This article presents a new approach to modeling and optimizing individual decision-making strategies in multi-agent socio-economic systems (MSES). This approach is based on the synthesis of agent-based modeling methods, machine learning and genetic optimization algorithms. A procedure for the synthesis and training of artificial neural networks (ANNs) that simulate the functionality of MSES and provide an approximation of the values of its objective characteristics has been developed. The feature of the two-step procedure is the combined use of particle swarm optimization methods (to determine the optimal values of hyperparameters) and the Adam machine learning algorithm (to compute weight coefficients of the ANN). The use of such ANN-based surrogate models in parallel multi-agent real-coded genetic algorithms (MA-RCGA) makes it possible to raise substantially the time-efficiency of the evolutionary search for optimal solutions. We have conducted numerical experiments that confirm a significant improvement in the performance of MA-RCGA, which periodically uses the ANN-based surrogate-model to approximate the values of the objective and fitness functions. A software framework has been designed that consists of the original (reference) agent-based model of trade interactions, the ANN-based surrogate model and the MA-RCGA genetic algorithm. At the same time, the software libraries FLAME GPU, OpenNN (Open Neural Networks Library), etc., agent-based modeling and machine learning methods are used. The system we developed can be used by responsible managers.