From Model-Based Screening to Data-Driven Surrogates: A Multi-Stage Workflow for Exploring Stochastic Agent-Based Models

arXiv cs.LG / 4/7/2026

💬 OpinionIdeas & Deep AnalysisModels & Research

Key Points

  • The paper addresses systematic exploration of stochastic agent-based models (ABMs), highlighting difficulties from high dimensionality and outcome randomness.
  • It proposes a multi-stage workflow that first uses automated model-based screening to find dominant variables, quantify variability, and segment the parameter space.
  • It then trains machine learning surrogate models to capture remaining nonlinear interaction effects that are too complex for direct screening.
  • Using a predator–prey case study, the method helps automatically locate unstable regions where outcomes strongly depend on multi-variable nonlinear interactions.
  • The authors claim the pipeline offers a rigorous, largely hands-off sensitivity-analysis and policy-testing framework for high-dimensional stochastic simulators.

Abstract

Systematic exploration of Agent-Based Models (ABMs) is challenged by the curse of dimensionality and their inherent stochasticity. We present a multi-stage pipeline integrating the systematic design of experiments with machine learning surrogates. Using a predator-prey case study, our methodology proceeds in two steps. First, an automated model-based screening identifies dominant variables, assesses outcome variability, and segments the parameter space. Second, we train Machine Learning models to map the remaining nonlinear interaction effects. This approach automates the discovery of unstable regions where system outcomes are highly dependent on nonlinear interactions between many variables. Thus, this work provides modelers with a rigorous, hands-off framework for sensitivity analysis and policy testing, even when dealing with high-dimensional stochastic simulators.