Enhanced Simulation Metamodeling via Graph and Generative Neural Networks.

For large, complex simulation models, simulation metamodeling is crucial for enabling simulation-based-optimization under uncertainty in operational settings where results are needed quickly. We enhance simulation metamodeling in two important ways. First, we use graph neural networks (GrNN) to allow the graphical structure of a simulation model to be treated as a metamodel input parameter that can be varied along with real-valued and integer-ordered inputs. Second, we combine GrNNs with generative neural networks so that a metamodel can rapidly produce not only a summary statistic like E [Y], but also a sequence of i.i.d. samples of Y or even a stochastic process that mimics dynamic simulation outputs. Thus a single metamodel can be used to estimate multiple statistics for multiple performance measures. Our metamodels can potentially serve as surrogate models in digital-twin settings. Preliminary experiments indicate the promise of our approach.