ABSTRACT
The validation of agent-based models (ABM) in a crucial issue to help the development and dissemination  of ABMs in economics and social sciences. After recalling the problematics of such a validation, I will  present a typology of common approaches, and then describe the method we used at LIP6 to calibrate an ABMs of the French Labor Market : WorkSim.
WorkSim is a big model, and has 60 parameters to calibrate, so this is a quite challenging problem. We propose to use a black-box optimization approach, where an evolutionary algorithm, CMA-ES, is used to minimize a fitness function that aggregates the distances between (60) simulated outputs and parameter targets. I will present and discuss our calibration results, show the advantages and limits of such an approach and extend the discussion to what still has to be done to improve ABMs validation.

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Le séminaire de recherche de la Chaire Energie et prospérité est organisé par Adrien Nguyen Huu et Floren Mc Isaac, chercheurs associés à la Chaire. Il est accueilli par l’AFD.

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