Arnau Quera-Bofarull

Ayush Chopra, Shashank Kumar, Nurullah Giray-Kuru et al.

Agent-based modeling (ABM) offers powerful insights into complex systems, but its practical utility has been limited by computational constraints and simplistic agent behaviors, especially when simulating large populations. Recent advancements in large language models (LLMs) could enhance ABMs with adaptive agents, but their integration into large-scale simulations remains challenging. This work introduces a novel methodology that bridges this gap by efficiently integrating LLMs into ABMs, enabling the simulation of millions of adaptive agents. We present LLM archetypes, a technique that balances behavioral complexity with computational efficiency, allowing for nuanced agent behavior in large-scale simulations. Our analysis explores the crucial trade-off between simulation scale and individual agent expressiveness, comparing different agent architectures ranging from simple heuristic-based agents to fully adaptive LLM-powered agents. We demonstrate the real-world applicability of our approach through a case study of the COVID-19 pandemic, simulating 8.4 million agents representing New York City and capturing the intricate interplay between health behaviors and economic outcomes. Our method significantly enhances ABM capabilities for predictive and counterfactual analyses, addressing limitations of historical data in policy design. By implementing these advances in an open-source framework, we facilitate the adoption of LLM archetypes across diverse ABM applications. Our results show that LLM archetypes can markedly improve the realism and utility of large-scale ABMs while maintaining computational feasibility, opening new avenues for modeling complex societal challenges and informing data-driven policy decisions.

Arnau Quera-Bofarull, Joel Dyer, Anisoara Calinescu et al.

Agent-based models (ABMs) are a promising approach to modelling and reasoning about complex systems, yet their application in practice is impeded by their complexity, discrete nature, and the difficulty of performing parameter inference and optimisation tasks. This in turn has sparked interest in the construction of differentiable ABMs as a strategy for combatting these difficulties, yet a number of challenges remain. In this paper, we discuss and present experiments that highlight some of these challenges, along with potential solutions.

Arnau Quera-Bofarull, Nicholas Bishop, Joel Dyer et al.

Agent-based models (ABMs) simulate complex systems by capturing the bottom-up interactions of individual agents comprising the system. Many complex systems of interest, such as epidemics or financial markets, involve thousands or even millions of agents. Consequently, ABMs often become computationally demanding and rely on the calibration of numerous free parameters, which has significantly hindered their widespread adoption. In this paper, we demonstrate that automatic differentiation (AD) techniques can effectively alleviate these computational burdens. By applying AD to ABMs, the gradients of the simulator become readily available, greatly facilitating essential tasks such as calibration and sensitivity analysis. Specifically, we show how AD enables variational inference (VI) techniques for efficient parameter calibration. Our experiments demonstrate substantial performance improvements and computational savings using VI on three prominent ABMs: Axtell's model of firms; Sugarscape; and the SIR epidemiological model. Our approach thus significantly enhances the practicality and scalability of ABMs for studying complex systems.

Arnau Quera-Bofarull, Ayush Chopra, Anisoara Calinescu et al.

Agent-based modelling (ABMing) is a powerful and intuitive approach to modelling complex systems; however, the intractability of ABMs' likelihood functions and the non-differentiability of the mathematical operations comprising these models present a challenge to their use in the real world. These difficulties have in turn generated research on approximate Bayesian inference methods for ABMs and on constructing differentiable approximations to arbitrary ABMs, but little work has been directed towards designing approximate Bayesian inference techniques for the specific case of differentiable ABMs. In this work, we aim to address this gap and discuss how generalised variational inference procedures may be employed to provide misspecification-robust Bayesian parameter inferences for differentiable ABMs. We demonstrate with experiments on a differentiable ABM of the COVID-19 pandemic that our approach can result in accurate inferences, and discuss avenues for future work.