A CMA‐ES Algorithm Allowing for Random Parameters in Model Calibration

Abstract

In geoscience and other fields, researchers use models as a simplified representation of reality. The models include processes that often rely on uncertain parameters that reduce model performance in reflecting real‐world processes. The problem is commonly addressed by adapting parameter values to reach a good match between model simulations and corresponding observations. Different optimization tools have been successfully applied to address this task of model calibration. However, seeking one best value for every single model parameter might not always be optimal. For example, if model equations integrate over multiple real‐world processes which cannot be fully resolved, it might be preferable to consider associated model parameters as random parameters. In this paper, a random parameter is drawn from a wide probability distribution for every singe model simulation. We developed an optimization approach that allows us to declare certain parameters random while optimizing those that are assumed to take fixed values. We designed a corresponding variant of the well known Covariance Matrix Adaption Evolution Strategy (CMA‐ES). The new algorithm was applied to a global biogeochemical circulation model to quantify the impact of zooplankton mortality on the underlying biogeochemistry. Compared to the deterministic CMA‐ES, our new method converges to a solution that better suits the credible range of the corresponding random parameter with less computational effort.