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CLOP for Noisy Black-Box Parameter Optimization
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Rein Halbersma



Joined: 22 May 2007
Posts: 671

PostPost subject: Re: CLOP for Noisy Black-Box Parameter Optimization    Posted: Sat Sep 03, 2011 5:01 pm Reply to topic Reply with quote

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