TalkChess.com

I recall looking at this algorithm (ROCK*) some time back. It was originally developed for robotics applications.

Looks like Lyudmil Antonov and Joona Kiiski have adapted it for chess:

https://github.com/lantonov/Rockstar

I don't recall this being discussed here. It kind of looks like a CLOP replacement at first glance.

--Jon

I made this adaptation in Perl a couple of years ago. There was a slight discussion (mostly me appealing for help in development, code revision, etc) in Fishcooking forum https://groups.google.com/d/msg/fishcoo ... EJyLPJGwkJ.

My tests showed that it was able to converge to some pre-defined values which, however, does not mean automatically that it will gain Elo. I have not played games between master and tuned to show Elo gain / loss.

One of the problems in testing for convergence was the instability of the covariance matrix: with many iterations it kept getting either infinitely small or infinitely large. I guess that this is due to the non-convexity of the objective function which leads to the appearance of non-positive definite matrices. If this is the case, than instability can be possibly mitigated in a manner similar to the transformation of the Hessian matrix in adaptive SPSA.