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Online Regime-aware Calibration for Black-box Social Simulators via Posterior-assisted Evolutionary Dynamic Optimization

arXiv 2601.19481 ↗First posted 27 Jan 2026cs.NE cs.LGcited by 0

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Abstract (arXiv)

Evolutionary dynamic optimization (EDO) commonly assumes that environmental changes can be detected from fitness variations and handled through random re-initialization, historical solutions, or learned transition patterns. Online calibration of black-box simulators introduces a different setting, where the dynamic objective is induced by sequential observations and a changing calibration window, rather than being controlled by explicit variables. Fitness variations therefore cannot be directly attributed to regime changes, while the unknown relationship between successive regimes limits conventional adaptation. We formulate this setting as an observation-driven dynamic optimization problem and propose PosEDO, which augments fitness-based EDO with an observation-conditioned parameter-space signal. PosEDO learns this signal online as a posterior distribution over simulator parameters from parameter-trajectory pairs generated during evolutionary evaluation, using posterior shifts for change detection and posterior samples for population adaptation. The new evaluation records are further utilized for online posterior updating without additional simulator calls. Experiments on nonstationary economic and financial simulators show that PosEDO improves calibration accuracy, optimization performance, and change-detection quality over representative EDO baselines.

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References · 13

  1. 2017Masked Autoregressive Flow for Density Estimationcited by 680
  2. 2020Learning under Concept Drift: A Reviewcited by 470
  3. 2019Automatic Posterior Transformation for Likelihood-Free Inferencecited by 216
  4. 2017A Systematic Study of Online Class Imbalance Learning with Concept Driftcited by 28
  5. 2023Robust and Scalable Bayesian Online Changepoint Detectioncited by 16
  6. 2024Unsupervised Concept Drift Detection from Deep Learning Representations in Real-timecited by 16
  7. 2023Reducing Idleness in Financial Cloud Services via Multi-objective Evolutionary Reinforcement Learning based Load Balancercited by 13
  8. 2024QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCEcited by 13
  9. 2021Efficient Calibration of Multi-Agent Simulation Models from Output Series with Bayesian Optimizationcited by 5
  10. 2022A Data-Driven Evolutionary Transfer Optimization for Expensive Problems in Dynamic Environmentscited by 5
  11. 2025Towards Calibrating Financial Market Simulators with High-frequency Datacited by 3
  12. 2023Knowledge Transfer for Dynamic Multi-objective Optimization with a Changing Number of Objectivescited by 2
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  1. 2019A Kalman particle filter for online parameter estimation with applications to affine modelscited by 1

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