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Challenges for IOCS: Alex Ryan DSTO •Multiscale processes •Limitations of models •Validation
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Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

Dec 20, 2015

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Page 1: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

Challenges for IOCS:

Alex RyanDSTO

• Multiscale processes• Limitations of models• Validation

Page 2: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

Levels, Scale, Scope, Resolution

Level of a hierarchyLevel of descriptionScale of effectTime scaleScope of observationResolution of observation

Page 3: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

Hierarchy

Partially ordered set (by control)

Levels screened off from each other by rate differences

Time 0.1s 1s 10s 100s

Page 4: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

Multi-Level and Multi-Scale Analysis

levels scales

Cross-level effect

Cross-scale effect

Page 5: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

• Average over fast processes

• Fix constant slow processes

• Analyse the dynamics at focal level

Separation of Time Scales

Dynamics

Page 6: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

Pattern Vs Scope & Resolution

- 100x

- 10x

- 10x

Page 7: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

The Limitations of Models

“In chemistry and physics and other natural sciences the object of experiment is to fill in the actual values of the various quantities and factors appearing in an equation or a formula; and the work when done is once and for all. In economics that is not the case, and to convert a model into a quantitative formula is to destroy its usefulness as an instrument of thought. . .”

John Maynard Keynes

Page 8: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

The Limitations of Models

• Cross scale effects imply that a model at any one scale is incomplete

• Models never capture true novelty except in retrospect• Quantifying subjective, soft and data-poor processes can

be dangerous

Page 9: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

The Necessity of Models

“Having experienced the confusion that tends to arise whenever we try to relate cerebral mechanisms to observed behavior, I made it my aim to accept nothing that could not be stated in mathematical form, for only this language can one be sure, during one's progress, that one is not unconsciously changing the meaning of terms, or adding assumptions, or otherwise drifting towards confusion”

W. Ross Ashby

Page 10: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

The Necessity of Models

• To not model explicitly is to rely on a trivial model• An explicit model is often usefully wrong• Complex systems is founded on the model-based

approach, but focussed on their assumptions and limitations

Page 11: Challenges for IOCS: Alex Ryan DSTO Multiscale processes Limitations of models Validation.

Validation

• The “dark secret” in the {ABM, SD, ANN, GA, …} closet

• We need to think differently about validation– Validate individual behaviour not aggregates– Can’t validate in isolation to real world

experimentation in context