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Talking from personal experience - and I've been using intelligent
Optimizers for quite a number of years optimizing combinations of
continuous and "discrete" control parameters. Fred's IO has worked
extremely well - in that I'm able to find optiminiums successfully,
it may be a little more tricky, but not impossible. There are things
that would help to IO work better. Nevertheless, I do have more
problems with cmae with a lot of discrete parameters. But I suspect
that's more to do with configuration of cmae rather than the ability
of cmae itself.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> No, CMAE, PSO and most other non-exhaustive methods
> are best for continuous parameter spaces. Discrete spaces
> where adjacent param values result in wild changes in fitness
> tend to be very difficult to optimize in "intelligent" manner.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Steve Davis" <_sdavis@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, October 01, 2008 1:19 AM
> Subject: [amibroker] CMAE behavior when optimizing control
parameters?
>
>
> > Does anyone know if the CMAE algorithm can be used effectively to
> > optimize a system containing control parameters? By this I mean
> > optimizable parameters that do not measure a quantity, but are
instead
> > used to control the flow of execution of the program. In this
sort of
> > system, adjacent parameter values could result in wildly
different
> > system fitness.
> >
> > Thanks,
> > Steve
> >
> >
> >
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