Introduction to Computational Modeling of Social Systems Principles of agent-based modeling Prof. Lars-Erik Cederman ETH - Center for Comparative and International Studies (CIS) Seilergraben 49, Room G.2, [email protected] Nils Weidmann, CIS Room E.3, [email protected] http://www.icr.ethz.ch/teaching/compmodels Lecture, November 2, 2004 Grading (revised) Two „paths“ to get your grade: Either 1. by completing a series of homework exercises given in the lecture Or 2. by submitting a term project due at the end of this semester 2 Path 1: Exercises • Four sets of questions and exercises will be given throughout the course • For due dates see the course schedule • The more difficult exercises will be marked with a star (*) • In order to receive the best grade, students are required to hand in all exercises given, including the starred ones 3 Path 2: Term project • Create a model about a social topic • You are required to submit a one-page proposal by January 11, 2005. • Final project is due March 7, 2005 – Project report (no more than 20 pages) – Runnable model based on RePast 4 Today’s agenda • • • • • Prehistory Other types of models Principles of agent based modeling Categories of ABM models The pros and cons of ABM 5 Historical Lineages of ABM Source: Nigel Gilbert 6 Von Neumann’s theory of cellular automata 7 • Cellular automata are discrete dynamical systems that model complex behavior based on simple, local rules animating cells on a lattice Invented by John von Neumann Game of Life • • 8 First practical CA invented by John Conway in the late 1960s Later popularized by Martin Gardner John Conway Simple rules: •A dead cell with 3 live neighbors comes to life •A live cell with 2 or 3 neighbors stays alive •Otherwise the cell dies http://www.math.com/students/wonders/life/life.html Stephen Wolfram Expert on CAs Four types of models Analytical focus: Systemic variables Micromechanisms 9 Modeling language: Deductive Computational 1. Analytical macro models 2. Macrosimulation 3. Rational choice 4. Agent-based modeling 1. Analytical macro models • Equilibrium conditions or systemic variables traced in time • Closed-form, and often based on differential equations • Examples: macro economics and traditional systems theory 10 2. Macro simulation • Dynamic systems, tracing macro variables over time • Based on simulation • Systems theory and Global Modeling Jay Forrester, MIT 11 3. Rational choice modeling • Individualist reaction to macro approaches • Decision theory and game theory • Analytical equilibrium solutions • Used in micro-economics and spreading to other social sciences 12 4. Agent-based modeling • ABM is a computational methodology that allows the analyst to create, analyze, and experiment with, artificial worlds populated by agents that interact in non-trivial ways • Bottom-up • Computational • Builds on CAs and DAI 13 Complex Adaptive Systems 14 A CAS is a network exhibiting aggregate properties that emerge from primarily local interaction among many, typically heterogeneous agents mutually constituting their own environment. Emergent properties Large numbers of diverse agents Local and/or selective interaction Adaptation through selection Endogenous, non-parametric environment Microeconomics ABM Analytical Equilibrium Nomothetic Variable-based Synthetic approach Non-equilibrium theory Generative method Configurative ontology 15 Analytical Synthetic approach • Hope to solve problems through strategy of “divide and conquer” • Need to make ceteris paribus assumption • But in complex systems this assumption breaks down • Herbert Simon: Complex systems are composed of large numbers of parts that interact in a non-linear fashion • Need to study interactions explicitly 16 Equilibrium Non-equilibrium theory • Standard assumption in the social sciences: “efficient” history • But contingency and positive feedback undermine this perspective • Complexity theory and non-equilibrium physics • Statistical regularities at the macro level despite micro-level contingency Example: Avalanches in rice pile 17 Nomothetic Generative method • Search for causal regularities • Hempel’s “covering laws” • But what to do with complex social systems that have few counterparts? • Scientific realists explain complex patterns by deriving the mechanisms that generate them • Axelrod: “third way of doing science” • Epstein: “if you can’t grow it, you haven’t explained it!” 18 Variable-based Configurative ontology • • • • • • Conventional models are variable-based Social entities are assumed implicitly But variables say little about social forms A social form is a configuration of social interactions and actors together with the structures in which they are embedded ABM good at endogenizing interactions and actors Object-orientation is well suited to capture agents 19 Emergent social forms 1. 2. 3. 4. Interaction patterns Property configurations Dynamic networks Actor structures 20 1. Emergent interaction patterns 21 actor actor actor actor actor actor • Models of “emergent order” producing configurations • Axelrod (1984, chap. 8): “The structure of cooperation” actor actor actor 2. Emergent property configurations 22 • • • actor actor actor actor actor actor actor actor actor actor actor actor actor actor actor actor actor actor Models of “emergent structure” constituted as property configruations Example: Schelling’s segregation model; Carley 1991; Axelrod 1997 See Macy 2002 for further references 3. Emergent dynamic networks 23 • Most computational models treat networks as exogenous • Recent exceptions: frequency d-a degree d – Albert and Barabási’s scale-free networks – Economics and evolutionary game theory: e.g. Skyrms and Pemantle 4. Emergent actor structures • • Computational models normally assume the actors to be given Exceptions: – Axelrod’s model of new political actors – Axtell’s firm-size model – Geopolitical models in the Bremer & Mihalka tradition • Emergence? 24
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