There's more than one way to aggregate cats

After getting past the provocative title, Robert Axtell’s presentation on the pitfalls of aggregation proved to be very interesting. The slides are posted here:

A comment on my last post on this summed things up pretty well:

… the presentation really focused on the challenges that aggregation brings to the modeling disciplines. Axtell presents some interesting mathematical constructs that could and should form the basis for conversations, thinking, and research in the SD and other aggregate modeling arenas.

It’s worth a look.

Also, as I linked before, check out Hazhir Rahmandad’s work on agent vs. aggregate models of an infection process. His models and articles with John Sterman are here. His thesis is here.

Hazhir’s work explores two extremes – an aggregate model of infection (which is the analog of typical Bass diffusion models in marketing science) compared to agent based versions of the same process. The key difference is that the aggregate model assumes well-mixed victims, while the agent versions explicitly model contacts across various network topologies. The well-mixed assumption is often unrealistic, because it matters who is infected, not just how many. In the real world, the gain of an infection process can vary with the depth of penetration of the social network, and only the agent model can capture this in all circumstances.

However, in modeling there’s often a middle road: an aggregation approach that captures the essence of a granular process at a higher level. That’s fortunate, because otherwise we’d always be building model-maps as big as the territory. I just ran across an interesting example.

A new article in PLoS Computational Biology models obesity as a social process:

Many behavioral phenomena have been found to spread interpersonally through social networks, in a manner similar to infectious diseases. An important difference between social contagion and traditional infectious diseases, however, is that behavioral phenomena can be acquired by non-social mechanisms as well as through social transmission. We introduce a novel theoretical framework for studying these phenomena (the SISa model) by adapting a classic disease model to include the possibility for ‘automatic’ (or ‘spontaneous’) non-social infection. We provide an example of the use of this framework by examining the spread of obesity in the Framingham Heart Study Network. … We find that since the 1970s, the rate of recovery from obesity has remained relatively constant, while the rates of both spontaneous infection and transmission have steadily increased over time. This suggests that the obesity epidemic may be driven by increasing rates of becoming obese, both spontaneously and transmissively, rather than by decreasing rates of losing weight. A key feature of the SISa model is its ability to characterize the relative importance of social transmission by quantitatively comparing rates of spontaneous versus contagious infection. It provides a theoretical framework for studying the interpersonal spread of any state that may also arise spontaneously, such as emotions, behaviors, health states, ideas or diseases with reservoirs.

The very idea of modeling obesity as an infectious social process is interesting in itself. But from a technical standpoint, the interesting innovation is that they capture some of the flavor of a disaggregate representation of the population by introducing an approximation, Continue reading “There's more than one way to aggregate cats”

SD & ABM: Don't throw stones; build bridges

There’s an old joke:

Q: Why are the debates so bitter in academia?

A: Because the stakes are so low.

The stakes are actually very high when models intersect with policy, I think, but sometimes academic debates come across as needlessly petty. That joke came to mind when a colleague shared this presentation abstract:

Pathologies of System Dynamics Models or “Why I am Not a System Dynamicst”

by Dr. Robert Axtell

So-called system dynamics (SD) models are typically interpreted as a summary or aggregate representation of a dynamical system composed of a large number of interacting entities. The high dimensional microscopic system is abstracted-notionally if not mathematically-into a ‘compressed’ form, yielding the SD model. In order to be useful, the reduced form representation must have some fidelity to the original dynamical system that describes the phenomena under study. In this talk I demonstrate formally that even so-called perfectly aggregated SD models will in general display a host of pathologies that are a direct consequence of the aggregation process. Specifically, an SD model can exhibit spurious equilibria, false stability properties, modified sensitivity structure, corrupted bifurcation behavior, and anomalous statistical features, all with respect to the underlying microscopic system. Furthermore, perfect aggregation of a microscopic system into a SD representation will generally be either not possible or not unique.

Finally, imperfectly aggregated SD models-surely the norm-can possess still other troublesome features. From these purely mathematical results I conclude that there is a definite sense in which even the best SD models are at least potentially problematical, if not outright mischaracterizations of the systems they purport to describe. Such models may have little practical value in decision support environments, and their use in formulating policy may even be harmful if their inadequacies are insufficiently understood.

In a technical sense, I agree with everything Axtell says.

However, I could equally well give a talk titled, “pathologies of agent models.” The pathologies might include ungrounded representation of agents, overuse of discrete logic and discrete time, failure to nail down alternative hypotheses about agent behavior, and insufficient exploration of sensitivity and robustness. Notice that these are common problems in practice, rather than problems in principle, because in principle one would always prefer a disaggregate representation. The problem is that we don’t build models in principle; we build them in practice. In reality resources – including data, time, computing, statistical methods, and decision maker attention – are limited. If you want more disaggregation, you’ve got to have less of something else.

Clearly there are times when an aggregate approach could be misleading. To leap from the fact that one can demonstrate pathological special cases to the idea that aggregate models are dangerous strikes me as a gross overstatement. Is the danger of aggregating agents really any greater than the danger of omitting feedback by reducing scope in order to enable modeling disaggregate agents? Hopefully this talk will illuminate some of the ways that one might think about whether a situation is dangerous or not, and therefore make informed choices of method and tradeoffs between scope and detail.

Also, models seldom inform policy directly; their influence occurs through improvement of mental models. Agent models could have a lot to offer there, but I haven’t seen many instances where authors developed the lingo to communicate insights to decision makers at their level. (Examples appreciated – any links?) That relegates many agent models to the same role as other black-box models: propaganda.

It’s strange that Axtell is picking on SD. Why not tackle economics? Most economic models have the same aggregation issues, plus they assume equilibrium and rationality from the start, so any representational problems with SD are greatly amplified. Plus the economic models are far more numerous and influential on policy. It’s like Axtell is bullying the wimpy kid in the class, because he’s scared to take on the big one who smokes at recess and shaves in 5th grade.

The sad thing about this confrontational framing is that SD and agent based modeling are a match made in heaven. At some level disaggregate models still need aggregate representations of agents; modelers could learn a lot from SD about good representation of behavior and dynamics, not to mention good habits like units checking that are seldom followed. At the same time, SD modelers could learn a lot about emergent phenomena and the limitations of aggregate representations. A good example of a non-confrontational approach, recognizing shades of gray:

Heterogeneity and Network Structure in the Dynamics of Diffusion: Comparing Agent-Based and Differential Equation Models

Hazhir Rahmandad, John Sterman

When is it better to use agent-based (AB) models, and when should differential equation (DE) models be used? Whereas DE models assume homogeneity and perfect mixing within compartments, AB models can capture heterogeneity across individuals and in the network of interactions among them. AB models relax aggregation assumptions, but entail computational and cognitive costs that may limit sensitivity analysis and model scope. Because resources are limited, the costs and benefits of such disaggregation should guide the choice of models for policy analysis. Using contagious disease as an example, we contrast the dynamics of a stochastic AB model with those of the analogous deterministic compartment DE model. We examine the impact of individual heterogeneity and different network topologies, including fully connected, random, Watts-Strogatz small world, scale-free, and lattice networks. Obviously, deterministic models yield a single trajectory for each parameter set, while stochastic models yield a distribution of outcomes. More interestingly, the DE and mean AB dynamics differ for several metrics relevant to public health, including diffusion speed, peak load on health services infrastructure, and total disease burden. The response of the models to policies can also differ even when their base case behavior is similar. In some conditions, however, these differences in means are small compared to variability caused by stochastic events, parameter uncertainty, and model boundary. We discuss implications for the choice among model types, focusing on policy design. The results apply beyond epidemiology: from innovation adoption to financial panics, many important social phenomena involve analogous processes of diffusion and social contagion. (Paywall; full text of a working version here)

Details, in case anyone reading can attend – report back here!

Thursday, October 21 at 6:00 – 8:00 PM ** New Time **

Networking 6:00 – 6:45 PM (light refreshments) Presentation 6:45 – 8:00 PM Free and open to the public

** NEW Location **

Booz Allen Hamilton – Ballston-Virginia Square

3811 N. Fairfax Drive, Suite 600

Arlington, VA 22203

(703) 816-5200

Between Virginia Square and Ballston Metro stations, between Pollard St.

and Nelson St.

On-street parking is available, especially on 10th Street near the Arlington Library.

There will be a Booz Allen representative at the front of the building until 7:00 to greet and escort guests, or call 703-627-5268 to be let in.

RSVP by e-mail to Nicholas Nahas,<>, in order to have a rough count of attendees prior to the meeting. Come anyway even if you do not RSVP.


Take the Orange Line to the Ballston station. Exit Metro Station, walk towards the IHOP (right on N. Fairfax) continue for approximately 2-3 blocks. Booz Allen Hamilton (3811 N. Fairfax Dr. Suite 600) is on the left between Pollard St. and Nelson St.

OR Take the Orange Line to the Virginia Square station. Exit Metro Station and go left and walk approximately 2-3 blocks. Booz Allen Hamilton (3811 N. Fairfax Dr. Suite 600) is on the right between Pollard St. and Nelson St.