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Towards Differentiable Agent-Based Simulation 基于可微主体的仿真研究
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-10-06 DOI: 10.1145/3565810
Philipp Andelfinger
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.
使用基于代理的模型的基于模拟的优化通常是在描述模拟输出对输入的敏感性的梯度不能直接评估的假设下进行的。为了仍然应用基于梯度的优化方法,其有效地将优化引向局部最优,可以使用梯度估计方法。然而,如果输入维度较大,则需要进行多次模拟以获得准确的估计。自动微分(AD)是一系列直接计算通用程序梯度的技术。在这里,我们探讨了AD在基于时间驱动的代理模拟环境中的使用。通过用平滑近似代替常见的离散模型元素(如条件分支),我们获得了模型逻辑中不连续性的梯度信息。以基于合成网格的模型、流行病模型和微观交通模型为例,我们研究了可微分模拟的保真度和开销,以及与无梯度方法相比,基于梯度的优化所实现的收敛速度和求解质量。在具有高输入维度的交通信号时序优化问题中,基于梯度的方法表现出显著优越的性能。通过将无梯度和基于梯度的方法相结合,实现了优化进度的进一步增加。我们证明了该方法能够对嵌入模型逻辑中的神经网络控制的模拟实体进行基于梯度的训练。最后,我们表明,通过利用模型逻辑中的稀疏性,可以显著降低基于可微代理的模拟的性能开销。
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引用次数: 3
Virtual Time III, Part 2: Combining Conservative and Optimistic Synchronization 虚拟时间III,第2部分:结合保守和乐观同步
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-09-23 DOI: 10.1145/3505249
D. Jefferson, P. Barnes
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.
这是三项工作的第2部分,旨在提供一个统一的框架,在该框架中,并行离散事件模拟的保守和乐观同步可以在同一逻辑过程中逐个事件自由透明地组合。在本文中,我们继续介绍第1部分中介绍的一种称为统一虚拟时间(UVT)的方法,通过两个扩展示例详细展示了如何在UVT框架中重构保守同步并将其与乐观同步相结合。我们描述了称为统一简单时间窗口的基本时间窗口算法和称为统一CMB的Chandy Misra Bryant空消息算法的重构版本的UVT版本。
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引用次数: 1
Virtual Time III, Part 1: Unified Virtual Time Synchronization for Parallel Discrete Event Simulation 虚拟时间3,第1部分:并行离散事件仿真的统一虚拟时间同步
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-09-23 DOI: 10.1145/3505248
D. Jefferson, P. Barnes
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.
并行离散事件模拟的同步算法历来分为需要前瞻但不回滚的保守方法和需要回滚但不前瞻的乐观方法。在本文中,我们以一个名为统一虚拟时间(UVT)的框架的形式提出了一种新方法,该框架将这两种方法统一起来,并将两者的优势结合在一个单一的同步理论中。只要有及时的前瞻性信息可用,逻辑进程(LP)就会使用不可逆的事件处理程序保守地执行。当前瞻信息不可用时,LP不会像在经典保守执行中那样阻塞,而是使用可逆事件处理程序乐观地执行。从保守同步到乐观同步再返回的切换是由模拟器在逐个事件的基础上决定的,对模型代码是透明的。UVT将保守同步算法视为底层乐观同步算法的可选加速器,无论何时适用,都可以实现保守执行的速度,但在其他方面又依赖于乐观执行的普遍性。基于基本不变量、单调性要求和同步规则,我们以一种新颖的方式描述了UVT。UVT允许零延迟消息,并注意使用叠加处理平局。我们证明,在相当普遍的条件下,UVT模拟总是在虚拟时间中取得进展。这是描述PDES的UVT框架、混合保守和乐观同步以及集成节流控制的三篇论文的第1部分。
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引用次数: 4
Dynamic Data-driven Microscopic Traffic Simulation using Jointly Trained Physics-guided Long Short-Term Memory 基于联合训练物理引导的长短期记忆的动态数据驱动微观交通模拟
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-09-06 DOI: 10.1145/3558555
Htet Naing, Wentong Cai, Hu Nan, Wu Tiantian, Yuanxi Liang
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.
包含数据驱动方法(如机器/深度学习)的共生仿真系统是实时(JIT)操作决策的有效工具。随着人们对数字双城越来越感兴趣,这种系统是实时微观交通模拟的理想选择。然而,基于学习的模型严重偏向于训练数据,并可能产生物理上不一致的输出。就微观交通模拟而言,这可能导致不安全的驾驶行为,导致模拟中的车辆碰撞。至于共生模拟,这可能会严重影响实时基础模拟模型的性能,导致预测不准确或不切实际,进而误导JIT假设分析。为了克服这个问题,应该采用物理学指导的数据驱动建模范式,以便生成的模型能够捕捉准确和安全的驾驶行为。然而,在开发这样一个能够在模拟精度和物理一致性之间取得平衡的跟车模型方面,很少有工作。因此,本文提出了一种新的“联合训练的物理引导长短期记忆(JTPG-LSTM)”神经网络,并将其集成到动态数据驱动的仿真系统中,以捕捉动态跟车行为。进行了一系列广泛的实验,从建模和仿真的角度证明了所提出的模型的优势。
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引用次数: 3
Performance Analysis of Speculative Parallel Adaptive Local Timestepping for Conservation Laws 守恒律推测并行自适应局部时间步进的性能分析
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-09-01 DOI: 10.1145/3545996
Maximilian H. Bremer, J. Bachan, Cy P. Chan, C. Dawson
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.
守恒定律的稳定模拟,例如那些用于模拟流体动力学和等离子体物理应用的定律,需要满足所谓的Courant-Friedrichs-Lewy条件。通过允许网格区域以满足局部稳定性约束的不同时间步进推进,与使用单一时间步长的时间积分方案相比,可以显著减少工作量。然而,该算法的并行化存在相当大的困难。由于稳定性条件取决于系统的状态,因此依赖关系变为动态的,并且可能是非局部的。在本文中,我们提出了一种自适应局部时间步进算法,该算法使用乐观的(基于时间偏差的)并行离散事件模拟。我们引入了等待启发式来限制错误猜测和半静态负载平衡方案来消除负载不平衡,因为部分网格需要更细或更粗的时间步长。最后,我们概述了一个接口,用于将特定守恒定律的物理从时间积分中分离出来,从而允许有效地采用我们提出的算法。我们对三个守恒定律进行了错误的推测研究,展示了本地时间步进API的生产力,其中74%的代码行被跨不同的守恒定律重用,以及等待启发式的鲁棒性-最多1.5%的元素更新被回滚。我们的性能研究表明,与基线未优化的本地时间步进方法相比,加速高达2.8倍,与同步时间步进的MPI并行化相比,每个节点的吞吐量提高了4倍,并且在NERSC的Cori Haswell分区上可扩展性高达3,072个内核。
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引用次数: 0
A General Framework to Simulate Diffusions with Discontinuous Coefficients and Local Times 一个模拟具有间断系数和局部时间的扩散的通用框架
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-08-26 DOI: 10.1145/3559541
Kailin Ding, Zhenyu Cui
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.
在本文中,我们提出了一种有效的一般扩散模拟方法,该方法是具有不连续系数和局部时间项的随机微分方程的解。所提出的方法是基于相应的连续时间马尔可夫链近似的采样。与现有的时间离散化方案相比,马尔可夫链近似方法对应于空间离散化方案,并且被证明特别适合于模拟状态空间中具有不连续性的扩散过程。我们建立了理论收敛阶,并通过将该方法与已知基准在均方根误差、运行时间和参数灵敏度方面进行比较,在数值示例中证明了该方法的准确性和稳健性。
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引用次数: 0
Simulating the Impact of Dynamic Rerouting on Metropolitan-scale Traffic Systems 动态重路由对大城市交通系统影响的仿真研究
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-07-26 DOI: 10.1145/3579842
Cy P. Chan, Anu Kuncheria, Jane Macfarlane
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.
移动导航助手的快速引入,使用实时道路网络信息为驾驶员提供替代路线,这使得研究人员和政府交通机构更难理解和预测拥堵交通系统的动态。计算机模拟是这些组织分析假设情景的关键能力;然而,交通系统的复杂性使得它们很难模拟非常大的地理区域,例如多城市的大都市地区。在本文中,我们描述了对Mobiliti并行交通模拟器的增强,以通过添加车辆控制器参与者和车辆到控制器的重新路由请求来建模动态重新路由行为。该模拟器旨在支持使用离散事件模拟的分布式内存并行执行,并可在高性能计算平台上进行扩展。我们通过分析动态改线的人口渗透率变化对旧金山湾区公路网的影响,展示了模拟器的潜力。使用高性能并行计算,我们可以在不到三分钟的时间内模拟旧金山湾区的一天,在拥有50万个节点和100万条链路的道路网络上,1900万辆汽车出行,50%的动态重新路由渗透率。我们对动态重路由参数进行了敏感性研究,讨论了模拟器的并行可扩展性,并分析了改变动态重路由渗透对系统级的影响。此外,我们研究了对不同功能类别和地理区域的不同影响,并将模拟结果与真实世界的数据进行了比较验证。
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引用次数: 2
A New Test for Hamming-Weight Dependencies 锤击-权重依赖关系的新测试
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-07-25 DOI: https://dl.acm.org/doi/10.1145/3527582
David Blackman, Sebastiano Vigna

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 F2-linear transformations such as the dSFMT [22], xoroshiro1024+ [1], and WELL512 [19].

我们描述了伪随机数生成器(prng)的一个新的统计检验。我们的测试可以发现由PRNG输出的汉明权重之间的依赖关系引起的偏差,即使对于通过文献中同类最先进测试的PRNG,特别是基于f2线性变换的生成器,如dSFMT [22], xoroshiro1024+[1]和WELL512[19]。
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引用次数: 0
Bayesian Optimisation vs. Input Uncertainty Reduction 贝叶斯优化vs.减少输入不确定性
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-07-25 DOI: https://dl.acm.org/doi/10.1145/3510380
Juan Ungredda, Michael Pearce, Juergen Branke

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 Bayesian Information Collection and Optimisation 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.

模拟器通常需要从实际数据中估计校准输入,并且估计会显著影响模拟输出。特别是在执行模拟优化以找到最优解决方案时,输入中的不确定性会显着影响找到的解决方案的质量。一种补救办法是在不确定的输入范围内寻找平均性能最好的解决方案,从而产生最优的折衷解决方案。我们考虑更一般的设置,其中用户可以在运行模拟或查询外部数据源之间进行选择,从而改进输入估计并启用搜索更有针对性,更少妥协的解决方案。我们明确地研究了模拟和真实数据收集之间的权衡,以找到具有真实输入的模拟器的最优解。利用信息值过程,我们提出了一种新的统一的模拟优化过程,称为贝叶斯信息收集和优化,在每次迭代中,自动确定两种操作(运行模拟或数据收集)中哪一种更有益。我们从理论上证明了在无限预算极限下的收敛性,并进行了数值实验,证明了所提出的算法能够自动确定优化和数据收集之间的适当平衡。
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引用次数: 0
The DEVStone Metric: Performance Analysis of DEVS Simulation Engines DEVStone指标:DEVS模拟引擎的性能分析
IF 0.9 4区 计算机科学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2022-07-25 DOI: https://dl.acm.org/doi/10.1145/3543849
Román Cárdenas, Kevin Henares, Patricia Arroba, José L. Risco-Martín, Gabriel A. Wainer

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.

DEVStone基准允许我们评估基于离散事件系统(DEVS)形式的离散事件模拟器的性能。它提供具有不同特征的模型集,从而能够分析仿真引擎的特定问题。然而,这种异质性阻碍了研究结果之间的比较,因为每项研究工作获得的结果取决于所选择的DEVStone模型子集。我们在DEVStone综合基准的基础上定义了DEVStone指标,并提供了一种为基于DEVStone的模拟器指定客观评级的机制。这个指标对应于模拟器在1分钟内可以执行12个DEVStone模型的平均次数。所选模型的多样性确保我们测量DEVStone提供的不同特性。建议的度量允许我们比较各种模拟器,并评估新功能对其性能的影响。我们使用DEVStone指标来比较一些流行的基于DEVStone的模拟器。
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引用次数: 0
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ACM Transactions on Modeling and Computer Simulation
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