Beyond the (geometric) mean: stochastic models undermine deterministic predictions of bet hedger evolution

Abstract

AbstractBet hedging is a ubiquitous strategy for risk reduction in the face of unpredictable environmental change where a lineage lowers its variance in fitness across environments at the expense of also lowering its arithmetic mean fitness. Classically, the benefit of bet hedging has been quantified using geometric mean fitness (GMF); bet hedging is expected to evolve if and only if it has a higher GMF than the wild-type. We build upon previous research on the effect of incorporating stochasticity in phenotypic distribution, environment, and reproduction to investigate the extent to which these sources of stochasticity will impact the evolution of real-world bet hedging traits. We utilize both individual-based simulations and Markov chain numerics to demonstrate that modeling stochasticity can alter the sign of selection for the bet hedger compared to deterministic predictions. We find that bet hedging can be deleterious at small population sizes and beneficial at larger population sizes. This non-monotonic dependence of the sign of selection on population size, known as sign inversion, exists across parameter space for both conservative and diversified bet hedgers. We apply our model to published data of bet hedging strategies to show that sign inversion exists for biologically relevant parameters in two study systems:Papaver dubium, an annual poppy with variable germination phenology, andSalmonella typhimurium, a pathogenic bacteria that exhibits antibiotic persistence. Taken together, our results suggest that GMF is not enough to predict when bet hedging is adaptive.