|
PureBytes Links
Trading Reference Links
|
Hello,
This works for smooth functions. But when function to be optimized is choppy problems start.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Joseph Landry" <jelandry@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, November 13, 2003 2:11 PM
Subject: [amibroker] Re: Help on automating optimization (genetic algorithms)
> I like what Fred suggests about working from coarse to
> fine..mathematical programming systems(what we called the products
> that IBM and others sold then) that perform optimizations on general
> functions proceed that way, except they do it with a little more
> sophistication...Back in the 60s when studying Chemical Plant
> optimizations (where your excursions and boundaries were limited by
> a physical plant process)... I first heard about Fibonacci as a
> search technique (this has probably been replaced by newer methods
> say in database searches, or Google searches). Like a binary table
> search but more advanced because it takes fewer of steps when you
> proceed say with Fibonacci numbers to step across a range of say 0
> to 100. Of course with all the computing power now a days, we could
> do brute force optimizations without much loss in time by hitting
> every step. (;>.
>
> We also had an saying that one should get the chemical plant to
> yield information beside it's main objective, which were products. I
> can see the steps in optimizations as being a study where you learn
> the how the function(your system) responds as you work it from
> coarse to fine, to find the global optimum.
> Best regards
> Joe
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > One way, not necessarily the best way to do this is to work from
> > coarse to fine ...
> >
> > For example lets assume you have 4 variables that could have
> values
> > of 0 to 100 which you'd like to simultaneously optimize based on
> > something to achieve the best results yielding an integer for each
> > variable. 100^4 of course might be able to be done but you might
> > have to take a week off to have the answer. But you might also be
> > able to get at an answer more quickly without overlooking
> potentially
> > good results by first running the optimizations as 0 to 100 by 25,
> > seeing where the best results are and then scaling down the range
> and
> > the increment for the next pass i.e. if the first run shows 50 as
> the
> > best place to be then on pass 2 you might want to set the values
> as
> > 10 to 90 by 20 etc. If you are careful how you write the code for
> > the optimization statements this can be done in one pass from an
> > AB/AA/AFL perspective.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
> > <serkhoshian777@xxxx> wrote:
> > > Hi all,
> > >
> > > I should preface this e-mail by saying that I'm not trying to
> > create a Rube Goldberg as I can go through the process ourlined
> below
> > manually. So, if what I'm suggesting requires a Rube Goldberg
> type
> > solution let me know, and I'll let it go.
> > >
> > > Essentially what I'm doing with optimizations over multiple
> > variables is prioritizing variables on importance, and optimizing
> one
> > variable at a time leaving the others static. I just keep
> iterating
> > through all the variables until things stabilize in terms of
> standard
> > measures. The cocktail party term is genetic algorithms, but
> between
> > us it's necesary as optimizing over multiple variables (4+) will
> > either take too long or worse cause AmiBroker to crash due to
> memory
> > issues.
> > >
> > > Here's the punchline. Can you all give some input on ways to
> > program this in afl so as to automate the process outlined above
> > rather than me manually iterating through as it is labor intensive.
> > >
> > > Many thanks,
> > > Gary
> > >
> > >
> > > ---------------------------------
> > > Do you Yahoo!?
> > > Protect your identity with Yahoo! Mail AddressGuard
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|