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DOI10.1029/2017WR022051
The Fast and the Robust: Trade-Offs Between Optimization Robustness and Cost in the Calibration of Environmental Models
Kavetski, Dmitri1,2; Qin, Youwei3; Kuczera, George2
2018-11-01
发表期刊WATER RESOURCES RESEARCH
ISSN0043-1397
EISSN1944-7973
出版年2018
卷号54期号:11页码:9432-9455
文章类型Article
语种英语
国家Australia; Peoples R China
英文摘要

Environmental modelers using optimization algorithms for model calibration face an ambivalent choice. Some algorithms, for example, Newton-type methods, are fast but struggle to consistently find global parameter optima; other algorithms, for example, evolutionary methods, boast better global convergence but at much higher cost (e.g., requiring more objective function calls). Trade-offs between accuracy/robustness versus cost are ubiquitous in numerical computation, yet environmental modeling studies have lacked a systematic framework for quantifying these trade-offs. This study develops a framework for benchmarking stochastic optimization algorithms in the context of environmental model calibration, where multiple algorithm invocations are typically necessary. We define reliability as the probability of finding the desired (global or tolerable) optimum from random initial points and estimate the number of invocations to find the desired optimum with prescribed confidence (here 95%). A robust algorithm should achieve consistently high reliability across many problems. A characteristic efficiency metric for algorithm benchmarking is defined as the total cost (objective function calls over multiple invocations) to find the desired optimum with prescribed confidence. This approach avoids the pitfalls of existing approaches that compare costs without controlling the confidence in algorithm success. A case study illustrates the framework by benchmarking the Levenberg-Marquardt and Shuffled Complex Evolution (SCE) algorithms over three catchments and four hydrological models. In 8 of 12 scenarios, Levenberg-Marquardt is more efficient than SCEby sacrificing some of its speed advantage to match SCE reliability through more invocations. The proposed framework is easy to apply and can help guide algorithm selection in environmental model calibration.


英文关键词optimization benchmarking model calibration performance trade-offs algorithm efficiency robustness multistart optimization
领域资源环境
收录类别SCI-E
WOS记录号WOS:000453369400048
WOS关键词STOCHASTIC GLOBAL OPTIMIZATION ; EVOLUTIONARY ALGORITHMS ; BENCHMARKING ; SOFTWARE ; ART
WOS类目Environmental Sciences ; Limnology ; Water Resources
WOS研究方向Environmental Sciences & Ecology ; Marine & Freshwater Biology ; Water Resources
引用统计
文献类型期刊论文
条目标识符http://119.78.100.173/C666/handle/2XK7JSWQ/20833
专题资源环境科学
作者单位1.Univ Adelaide, Sch Civil Environm & Min Engn, Adelaide, SA, Australia;
2.Univ Newcastle, Sch Engn, Callaghan, NSW, Australia;
3.Hohai Univ, Ctr Global Change & Water Cycle, State Key Lab Hydrol Water Resources & Hydraul En, Nanjing, Jiangsu, Peoples R China
推荐引用方式
GB/T 7714
Kavetski, Dmitri,Qin, Youwei,Kuczera, George. The Fast and the Robust: Trade-Offs Between Optimization Robustness and Cost in the Calibration of Environmental Models[J]. WATER RESOURCES RESEARCH,2018,54(11):9432-9455.
APA Kavetski, Dmitri,Qin, Youwei,&Kuczera, George.(2018).The Fast and the Robust: Trade-Offs Between Optimization Robustness and Cost in the Calibration of Environmental Models.WATER RESOURCES RESEARCH,54(11),9432-9455.
MLA Kavetski, Dmitri,et al."The Fast and the Robust: Trade-Offs Between Optimization Robustness and Cost in the Calibration of Environmental Models".WATER RESOURCES RESEARCH 54.11(2018):9432-9455.
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