Using history matching to speed up management strategy evaluation grid searches

Management strategy evaluations (MSEs) are a valuable tool for assessing the performance of different management strategies under varying ecological and economic conditions. They can be used to optimise the management procedure. However, MSEs are computationally demanding, especially as the complexity of operating models increases. I propose a scheme based on history matching to speed up grid searches when looking to optimise control parameters in harvest control rules. The approach uses an emulator, a fast statistical model that mimics the MSE, to exclude points that have a high probability of not being the optimal. The emulator is updated until only one point remains. The methods are introduced and demonstrated using an MSE on North Sea cod. Typically, the method found the optimal solution with only 9% of the grid evaluated in 12% of the clock time. I compared history matching with alternative optimisation algorithms, including hill climbing, simulated annealing and the genetic algorithm, and found that history matching consistently outperformed the alternatives.

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Publication Details

Journal
Canadian Journal of Fisheries and Aquatic Sciences
Published
2025-01-01
DOI
https://doi.org/10.1139/cjfas-2024-0191
Citations
1
Primary Topic
Simulation Techniques and Applications
Type
article
Field-Weighted Citation Impact
2.11
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article

Using history matching to speed up management strategy evaluation grid searches

Michael A. Spence
1 citations
Canadian Journal of Fisheries and Aquatic Sciences
Simulation Techniques and Applications
2.11
article

Using history matching to speed up management strategy evaluation grid searches

Michael A. Spence
article en
1 citations

Abstract

Management strategy evaluations (MSEs) are a valuable tool for assessing the performance of different management strategies under varying ecological and economic conditions. They can be used to optimise the management procedure. However, MSEs are computationally demanding, especially as the complexity of operating models increases. I propose a scheme based on history matching to speed up grid searches when looking to optimise control parameters in harvest control rules. The approach uses an emulator, a fast statistical model that mimics the MSE, to exclude points that have a high probability of not being the optimal. The emulator is updated until only one point remains. The methods are introduced and demonstrated using an MSE on North Sea cod. Typically, the method found the optimal solution with only 9% of the grid evaluated in 12% of the clock time. I compared history matching with alternative optimisation algorithms, including hill climbing, simulated annealing and the genetic algorithm, and found that history matching consistently outperformed the alternatives.

Canadian Journal of Fisheries and Aquatic SciencesVol. 82
Centre for Environment, Fisheries and Aquaculture Science (GB)
Openalex Percentile: Top 13%
Simulation Techniques and Applications
2.11
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