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Rein Halbersma

Joined: 22 May 2007
Posts: 671

Post subject: Re: CLOP for Noisy Black-Box Parameter Optimization    Posted: Sat Sep 03, 2011 5:01 pm

 Rémi Coulom wrote: I don't really understand your question. The objective function can be the expected value of any random variable that depends on parameters. So, if, instead of playing one game and getting the result, you play a tournament and observe LOS over a specific opponent, you can use CLOP to optimize it. But that would be a strange way to use CLOP. If you wish to optimize a program against a set of opponents instead of just one opponent, you can use the "Replications" option of CLOP to play a game against each opponent, and then CLOP will maximize the average winning rate against all these opponents.

I don't mean to maximize the number of points against all these opponents. I mean to maximize the chance that I end up first in a tournament. E.g. playing thousands of games against opposition with an elo of 2950 +/- 1, I would prefer my program to be rated 2940 +/- 20, rather than 2945 +/- 1. The former should have a much larger chance to finish first in a tournament than the latter, even though it would score less points on average.

Is there any way to do such optimization? Can you simply make LOS the objective function?
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Rémi Coulom Thu Sep 01, 2011 10:32 am
Joona Kiiski Fri Sep 02, 2011 8:52 am
Rémi Coulom Fri Sep 02, 2011 9:45 am
Marco Costalba Fri Sep 02, 2011 5:34 pm
Zach Wegner Fri Sep 02, 2011 4:44 pm
Rémi Coulom Fri Sep 02, 2011 7:58 pm
Rein Halbersma Fri Sep 02, 2011 10:07 pm
Rémi Coulom Sat Sep 03, 2011 9:24 am
Re: CLOP for Noisy Black-Box Parameter Optimization Rein Halbersma Sat Sep 03, 2011 5:01 pm
Rémi Coulom Sat Sep 03, 2011 5:28 pm
Andres Valverde Sat Sep 03, 2011 10:28 am
Rémi Coulom Sat Sep 03, 2011 10:40 am
Peter Österlund Sat Sep 03, 2011 6:54 pm
Rémi Coulom Sat Sep 03, 2011 7:34 pm
Ernest Bonnem Sun Sep 04, 2011 4:49 pm
Don Dailey Wed Sep 07, 2011 4:57 pm
Rémi Coulom Wed Sep 07, 2011 5:47 pm
Don Dailey Wed Sep 07, 2011 6:09 pm
Rémi Coulom Wed Sep 07, 2011 6:26 pm
F. Bluemers Wed Sep 07, 2011 6:39 pm
Rémi Coulom Wed Sep 07, 2011 8:19 pm
Rémi Coulom Thu Sep 08, 2011 4:44 pm
Larry Kaufman Fri Sep 09, 2011 3:36 am
Rémi Coulom Fri Sep 09, 2011 6:11 am
Larry Kaufman Fri Sep 09, 2011 2:43 pm
Rémi Coulom Fri Sep 09, 2011 7:47 pm
Marco Costalba Sun Nov 06, 2011 8:24 am
Rémi Coulom Sun Nov 06, 2011 8:30 am
Marco Costalba Sun Nov 06, 2011 8:50 am
Peter Österlund Sun Nov 06, 2011 1:11 pm
Marco Costalba Sun Nov 06, 2011 4:53 pm
Rémi Coulom Sun Nov 06, 2011 5:14 pm
Peter Österlund Sun Nov 06, 2011 11:11 pm
Rémi Coulom Mon Nov 07, 2011 11:18 am
Rémi Coulom Sun Nov 06, 2011 5:05 pm
Rémi Coulom Fri Sep 09, 2011 7:52 pm
Rémi Coulom Sat Sep 10, 2011 9:49 am
Michel Van den Bergh Sun Sep 25, 2011 8:18 am
Rémi Coulom Sun Sep 25, 2011 8:47 am
Michel Van den Bergh Mon Sep 26, 2011 10:55 am
Rémi Coulom Mon Sep 26, 2011 1:40 pm
Michel Van den Bergh Tue Sep 27, 2011 7:54 am
Rémi Coulom Tue Sep 27, 2011 8:39 am
Michel Van den Bergh Thu Sep 29, 2011 2:04 pm
Rémi Coulom Thu Sep 29, 2011 3:38 pm
Daniel Shawul Mon Oct 17, 2011 2:03 am
Michel Van den Bergh Mon Oct 17, 2011 7:51 am
Rémi Coulom Mon Oct 17, 2011 7:56 am
Rémi Coulom Mon Oct 17, 2011 8:02 am
Rémi Coulom Mon Oct 17, 2011 8:11 am
Daniel Shawul Mon Oct 17, 2011 9:54 am
Rémi Coulom Mon Oct 17, 2011 11:10 am
david nash Wed Oct 05, 2011 12:19 am
Edward Yu Fri Oct 07, 2011 11:58 am
Rémi Coulom Fri Oct 07, 2011 1:17 pm
Edward Yu Fri Oct 07, 2011 4:01 pm
Rémi Coulom Fri Oct 07, 2011 4:30 pm
Edward Yu Sat Oct 08, 2011 3:59 am
Rémi Coulom Sat Oct 08, 2011 7:49 am
Edward Yu Tue Oct 11, 2011 4:04 pm
Rémi Coulom Tue Oct 11, 2011 4:22 pm
Daniel Shawul Tue Oct 11, 2011 4:49 pm
Rémi Coulom Tue Oct 11, 2011 5:27 pm
Michel Van den Bergh Sat Oct 15, 2011 2:51 pm
Rémi Coulom Sun Oct 16, 2011 6:30 am
Michel Van den Bergh Sun Oct 16, 2011 8:10 am
Rémi Coulom Sun Oct 16, 2011 9:02 am
Michel Van den Bergh Sun Oct 16, 2011 3:10 pm
Rémi Coulom Sun Oct 16, 2011 7:25 pm
Michel Van den Bergh Sat Oct 08, 2011 6:00 am
Rémi Coulom Sat Oct 08, 2011 7:53 am
Rémi Coulom Sat Oct 08, 2011 8:27 am
Ferdinand Mosca Tue Oct 11, 2011 8:22 am
Rémi Coulom Tue Oct 11, 2011 1:38 pm
Ferdinand Mosca Sun Oct 23, 2011 7:39 pm
Rémi Coulom Sun Oct 23, 2011 8:55 pm
Ferdinand Mosca Sun Oct 23, 2011 10:47 pm
Jonatan Pettersson Fri Nov 04, 2011 9:42 am
Rémi Coulom Fri Nov 04, 2011 9:58 am
Jonatan Pettersson Fri Nov 04, 2011 10:17 am
Rémi Coulom Fri Nov 04, 2011 10:30 am
Jonatan Pettersson Fri Nov 04, 2011 10:44 am
Rémi Coulom Fri Nov 04, 2011 10:56 am
Jonatan Pettersson Fri Nov 04, 2011 11:04 am
Rémi Coulom Fri Nov 04, 2011 11:56 am
Jonatan Pettersson Fri Nov 04, 2011 4:16 pm
Jonatan Pettersson Fri Nov 04, 2011 5:48 pm
Sergei S. Markoff Fri Nov 04, 2011 3:02 pm
Rémi Coulom Sat Nov 05, 2011 7:45 pm
Jonatan Pettersson Sat Nov 05, 2011 10:49 pm
Ilari Pihlajisto Sat Nov 05, 2011 11:17 pm
Jonatan Pettersson Sun Nov 06, 2011 12:06 am
Rémi Coulom Sun Nov 06, 2011 8:00 am
Jonatan Pettersson Sun Nov 06, 2011 10:20 am
Rémi Coulom Sun Nov 06, 2011 5:10 pm

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