I think the basic idea is sound: when looking for an optimum in noisy data, it is often much more accurate to determine points where you are the same amount below the optimum, on either side, and take the center of those, as to experiment close to the optimum. This because most optima are parbolic, and thus steepen their dependence on the parameter the further you get from the maximum. And a steeper slope means a larger uncertainty in the vertical (result) scale transates to a smaller error in the parameter value.opraus wrote:Hi Marco,
Here is an idea:
Since it takes too many games to measure small changes, why not increase the size of the changes?
Eg, if we modified ALL our test engines to use %300 passed pawn scores, would'nt the adjustments to individual parts produce 3X results? In effect, exaggerating the impact of a category of the evaluation, so otherwise small changes, become more distinguishable. [have greater impact on tournament result].
Thoughts? Nonsense? [I can take it]
-David
Perhaps 300% is overdoing it, but making the weighting factor 10% of where you think the optimum might ly, and then increasing it in the range of 200% until you get an equally sub-optimal result (say 210%), and just taking the average as estimate for the best value (110% in this case) would need several orders of magnitude fewer games than figuring out which of the values 100%, 110% and 120% is best by testing these values themselves.