A constrained optimisation framework for parameter identification of the SIRD model.

Andrés Miniguano-Trujillo, John W Pearson, Benjamin D Goddard
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Abstract

We consider a numerical framework tailored to identifying optimal parameters in the context of modelling disease propagation. Our focus is on understanding the behaviour of optimisation algorithms for such problems, where the dynamics are described by a system of ordinary differential equations associated with the epidemiological SIRD model. Applying an optimise-then-discretise approach, we examine properties of the solution operator and determine existence of optimal parameters for the problem considered. Further, first-order optimality conditions are derived, the solution of which provides a certificate of goodness of fit, which is not always guaranteed with parameter tuning techniques. We then propose strategies for the numerical solution of such problems, based on projected gradient descent, Fast Iterative Shrinkage-Thresholding Algorithm (FISTA), nonmonotone Accelerated Proximal Gradient (nmAPG), and limited memory BFGS trust region approaches. We carry out a thorough computational study for a range of problems of interest, determining the relative performance of these numerical methods. Our results provide insights into the effectiveness of these strategies, contributing to ongoing research into optimising parameters for accurate and reliable disease spread modelling. Moreover, our approach paves the way for calibration of more intricate compartmental models.

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用于确定 SIRD 模型参数的约束优化框架。
我们考虑一个数字框架,以确定在建模疾病传播的背景下的最佳参数。我们的重点是理解这类问题的优化算法的行为,其中动力学是由与流行病学SIRD模型相关的常微分方程系统描述的。应用先优化后离散的方法,我们检验了解算子的性质,并确定了所考虑问题的最优参数的存在性。进一步,导出了一阶最优性条件,其解提供了拟合优度的证明,而参数调整技术并不总是保证这一点。然后,我们提出了基于投影梯度下降、快速迭代收缩阈值算法(FISTA)、非单调加速近端梯度(nmAPG)和有限内存BFGS信任域方法的数值解决这些问题的策略。我们对一系列感兴趣的问题进行了彻底的计算研究,确定了这些数值方法的相对性能。我们的结果为这些策略的有效性提供了见解,有助于正在进行的优化参数的研究,以实现准确可靠的疾病传播建模。此外,我们的方法为更复杂的区室模型的校准铺平了道路。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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