Calibrating Models to Data

Calibrating models to data, or finding parameters which make a model a sufficiently close fit to data, is part of the core functionality of JuliaSimModelOptimizer. The calibrate function is designed as an automated mechanism for performing such model calibration in an accurate and efficient manner. It uses alternative methods for building the cost functions, also called transcription methods, such as multiple shooting and collocation to improve the stability of the training process, along with mixing in techniques for sampling initial conditions, to ensure that an accurate fit can be generate with little to no effort.

Note

calibrate is designed for finding a single best fitting parameter set for a model. For a set of potential fits to characterize fitting uncertainty, see the documentation on the parametric_uq function for parametric uncertainty quantification

The calibrate Function

JuliaSimModelOptimizer.calibrate — Function
calibrate(prob, alg; adtype = Optimization.AutoForwardDiff())

Find the best parameters to solve the inverse problem prob using the calibration algorithm given by alg.

Arguments

  • prob: the InverseProblem to solve
  • alg: the calibration algorithm used for building the loss function

Keyword Arguments

  • adtype: Automatic differentiation choice, see the

Optimization.jl docs for details. Defaults to AutoForwardDiff().

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Calibration Algorithms

Multiple shoothing methods

Multiple shooting methods work by splitting the timespan that is simulated in multiple segments or trajectories and enforcing the continuity between them. In the simplest case, SingleShooting we only have one trajectory, so no split occurs.

JuliaSimModelOptimizer.SingleShooting — Type
SingleShooting(;maxiters=nothing, maxtime=nothing, optimizer=Optim.LBFGS(linesearch = BackTracking()), kwargs...)

Single shooting is the simplest transcription method for building the loss function. In this case we solve all the model equation and then we compare the solutions against the data with the user given error functions.

The optimization method will get the cost function as the sum of the individual previously mentioned costs. To change the optimization method, you can use the optimizer keyword argument. The default optimization method is BFGS from OptimizationOptimJL. The maximum number of iterations for the optimizer is given by maxiters, which is a required keywork argument.

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JuliaSimModelOptimizer.MultipleShooting — Type
MultipleShooting(;maxiters=nothing, maxtime=nothing, optimizer=Optim.LBFGS(linesearch = BackTracking()), interval_saveat_points=0, trajectories=0, continuitylossfun=l2loss, continuitylossweight=100, kwargs...)

Multiple shooting is a calibration algorithm in which we split the solves of the model equations in several parts, as it can be easier to avoid local minima if we fit the individual segments and them match them up. The number of groups can be controlled via the trajectories keyword argument. The initial conditions between the segments are added to the optimization as extra hidden parameters that have to be fit. The continuity of the resulting solution ensemble is enforced using a continuity penalty between segments. The continuity loss function can be changed via continuitylossfun, defaulting to l2loss and the penalty used for the continuity is weighted via a the continuitylossweight, which defaults to 100.

The optimization method will get the cost function as the sum of the individual previously mentioned costs. To change the optimization method, you can use the optimizer keyword argument. The default optimization method is BFGS from OptimizationOptimJL. The maximum number of iterations for the optimizer is given by maxiters, which is a required keywork argument.

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JuliaSimModelOptimizer.DataShooting — Type
DataShooting(;maxiters=nothing, maxtime=nothing, optimizer=Optim.LBFGS(linesearch = BackTracking()), groupsize, continuitylossfun=l2loss, continuitylossweight=100, kwargs...)

DataShooting is a variant of the multiple shooting method (see MultipleShooting for more details), where we use the data for the internal initial conditions between segments instead of having the optimizer find them. If the data is considered noisy, it might be better to let the optimizer find the initial conditions, as we would inevitably introduce errors if we use DataShooting. To specify the group size, we can use groupsize keyword argument. The continuity of the resulting solution ensemble is enforced using a continuity penalty between segments. The continuity losss function can be changed via continuitylossfun, defaulting to l2loss and the penalty used for the continuity is weighted via a the continuitylossweight, which defaults to 100.

The optimization method will get the cost function as the sum of the individual previously mentioned costs. To change the optimization method, you can use the optimizer keyword argument. The default optimization method is BFGS from OptimizationOptimJL. The maximum number of iterations for the optimizer is given by maxiters, which is a required keywork argument.

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Collocation methods

Collocation methods work by computing the derivatives of the data instead of integrating the equations. For more details on how they work, take a look at the collocation manual page.

Note

Collocation methods work with data by design, so they can only be used when you have data in the loss functions.