mdu development unit model. mdu development unit model howard redway model development unit uk...

MDUDevelopment UnitModel


Howard RedwayModel Development UnitUK Department for Work and Pensions

[email protected]

IMA ConferenceMay 18 2012

Comparison of LIAM2 and Genesis Model Generators


Background: Why Were Genesis and LIAM2 DevelopedHow Are They Used

Overview of the Structure of Genesis and LIAM2

Main Differences in Functionality

Structure of a Genesis Model

Structure of a LIAM2 Model

Simple Example of Genesis and LIAM2 Code

More Complex Example of Genesis and LIAM2 Code

Conclusions

Questions Further Information

Presentation Overview


Originally Developed for Pensim2 (replacing for Pensim)

• To model State and Private Pensions policies

• Desktop tool

• Parameter driven by users

• Maintainable within DWP (Not black box like Pensim)

• Based on DWP standard language – SAS

Why Genesis was Developedand How is it Used (1)


Originally Developed for Pensim2 (replacing for Pensim)

• To model State and Private Pensions policies

• Desktop tool

• Parameter driven by users

• Maintainable within DWP (not black box like Pensim)

• Based on DWP standard language – SAS

Realised it could generate a wide class of models

• Became Genesis separate from Pensim2

• 5 other Genesis models in addition to Pensim2

• Genesis is owned and maintained by DWP



Pensim2:

• First release 2004

• Used by the Pensions Commission

• Private and State Pension Policy Development

• Forecasting

• Up to 20 users at any one time

• High turnover of users and developers

• About 6 released a year (2 major)



LIAM2 was developed:

• For the development and management of large dynamic microsimulation models by teams of researchers

• To be flexible so that modellers can update the models fast to changes in the circumstances

• To separate the computer programming from the model development

• Microsimulation teams no longer have to reinvent the wheel

• Different teams can cooperate more easily

Why LIAM2 Developed and How is it Used








• As an open source tool running on a standard PC










Several models produced or under development










Several models produced or under development

LIAM2 is being developed at the Federal Planning Bureau (Belgium), with funding and testing by CEPS/INSTEAD (Luxembourg) and IGSS (Luxembourg), and EU funding



LIAM2 is:

• An interpreter/compiler

• Written in Python (model developer and users do not need to know this)

• The model is specified in text as a LIAM2 program

• In YAML-markup language (independent of Python)

• Most LIAM2 statements are interpreted and executed (some are compiled)

Structure of a Model: LIAM2 (1)



LIAM2



LIAM2

Model Specification(YAML format)



LIAM2

AlignmentMatrices




LIAM2

Base Data

AlignmentMatrices




LIAM2

Output

Base Data

Log and PC Output

AlignmentMatrices



Genesis is:

• A code generator

• Written in SAS

• Model specified as parameters in Excel sheets

• Writes and then runs a SAS program

Structure of a Model: Genesis (1)



Genesis Model Engine




ParametersExcel Spreadsheets




Static CodeDevelopers Own SAS





SAS Program






SAS Program



Base Data




SAS Program



Output

Base Data

Log




Tools

SAS Program

Tools

Tools Static CodeDevelopers Own SAS


Output

Base Data

Log


Genesis has:

• Static Code: Provides the flexibility to code in SAS processes that are not supported by the specific Genesis functionality

• Missing values: SAS missing value indicator enable missing values to be trapped (LIAM2 uses -1 and FALSE for Integer and Boolean

missing values).

• Date processing

• Unordered Polychotomous Regressions

Main Differences in Functionality (1)


Genesis has:

• Static Code: Provides the flexibility to code in SAS processes that are not supported by the specific Genesis functionality

• Missing values: SAS missing value indicator enable missing values to be trapped (LIAM2 uses -1 and FALSE for Integer and Boolean

missing values).

• Date processing

• Unordered Polychotomous Regressions

• Ordered Polychotomous Regressions

• Probit Regression (specific functionality)



LIAM2 has:

• Interactive Console and Breakpoints: Powerful debugging tool (inspection of variables and step through procedures)

• Temporary Variables: Not saved automatically and may be local to a procedure



LIAM2 has:

• Interactive Console and Breakpoints: Powerful debugging tool (inspection of variables and step through procedures)

• Temporary Variables: Not saved automatically and may be local to a procedure

• Macros (more general than Genesis Selection Criteria)

• One2Many links and link functions

• Forced outcomes with alignment (take/leave)

• Partnership matching

• Cloning: create a new record copying selected variables

• Output functions (can be switched off)



How would you assign level of education in LIAM2 for persons aged 25 and over?

Assuming the variables Age and EducationLevel had be defined

Specify the following as a process for the entity person.

Example 1: Simple LIAM2 Choice Process





EducationLevel: if(

(Age>25) and (EducationLevel != -1) ,

choice([2,3,4], [0.25, 0.39, 0.36]) ,

EducationLevel )






EducationLevel: if(

(Age>25) and (EducationLevel != -1) ,

choice([2,3,4], [0.25, 0.39, 0.36]) ,

EducationLevel )

The within the simulation block of the program:

person: [EducationLevel]



Example 1: Simple Genesis DPM Action

SelectionCriteriaRule Sheet

SelectionCriteria Condition1 Condition2

Over25_Education_Not_Assigned pa_Age>25 MISSING(pa_EducationLevel)



Table Name Data Item

pa EducationLevel

Selection Criteria Outcome 2002 2003 2004 2005

2 0.25 0.25 0.25 0.25

3 0.39 0.39 0.39 0.39

4


DPM_Assign_Education Sheet





Actions Name Selection Criteria Tablename Variable

DPM_Assign_Education Over25_Education_Not_Assigned pa EducationLevel


pa EducationLevel


2 0.25 0.25 0.25 0.25

3 0.39 0.39 0.39 0.39

4


ActionRule Sheet





Example 2: More Complex Genesis DPM Action



pa EducationLevel


Man_UK_Born 2 0.25 0.24 0.23 0.23

Man_UK_Born 3 0.39 0.39 0.38 0.37

Man_UK_Born 4

Man_NonUK_Born 2 0.25 0.25 0.25 0.25

Man_NonUK_Born 3 0.39 0.39 0.39 0.39

Man_NonUK_Born 4

Woman_UK_Born 2 0.23 0.23 0.23 0.23

Woman_UK_Born 3 0.23 0.23 0.23 0.23

Woman_UK_Born 4

Woman_NonUK_Born 2 0.23 0.23 0.23 0.23

Woman_NonUK_Born 3 0.23 0.23 0.23 0.23

Woman_NonUK_Born 4


EducationLevel: if(

(age>25) and (EducationLevel != -1) and (Man_UK_Born) ,

if((period=2002), choice([2,3,4], [0.25,0.39,0.36]) ,

if((period=2003), choice([2,3,4], [0.24,0.39,0.37]) ,

if((period=2004), choice([2,3,4], [0.23,0.38,0.39]) ,

if((period=2005), choice([2,3,4], [0.23,0.37,0.4]) ,

EducationLevel

) ) ) ) ,

Example 2: More Complex LIAM2 Choice Process


EducationLevel: if(

(age>25) and (EducationLevel != -1) and (Man_UK_Born) ,

if((period=2002), choice([2,3,4], [0.25,0.39,0.36]) ,

f((period=2003), choice([2,3,4], [0.24,0.39,0.37]) ,

if((period=2004), choice([2,3,4], [0.23,0.38,0.39]) ,

if((period=2005), choice([2,3,4], [0.23,0.37,0.4]) ,

EducationLevel

) ) ) ) ,

if( (age>25) and (EducationLevel != -1) and (Man_NonUK_Born)

etc

)

Example 2: More Complex LIAM2 Choice Process


LIAM2 and Genesis are both able to generate discrete dynamic microsimulation models containing similar processes (demographic, labour market, pension processes)

Genesis requires SAS (currently version 9.1)

Genesis is owned and maintained by DWP

LIAM2 is Open Source

Conclusions (1)






There are a few major differences in functionality

Genesis has Static Code

LIAM2 has Interactive Console and Temporary variables

Conclusions (1)









Many other differences in functionality

Conclusions (1)









Many other differences in functionality

Different approach to how a model is specified

Conclusions (1)


The slow running of Genesis is a concern

Currently looking for ways to speed this up

LIAM2 appears to be significantly faster

No direct comparison available yet

Conclusions (2)


The slow running of Genesis is a concern

Currently looking for ways to speed this up

LIAM2 appears to be significantly faster

No direct comparison available yet

If both Genesis and LIAM2 are capable of generating a specific model with acceptable runtimes then the most appropriate interface for the intended users is likely to be a significant factor

Conclusions (2)


Questions?

Genesis Information:

[email protected]

Or any member of the Model Development Unit

Two presentations in the next session

LIAM2 information:

http://liam2.plan.be/

Questions Further Information

mdu development unit model. mdu development unit model howard redway model development unit uk...

Documents

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