|
Tomasz
What you said and what I said can co-exist quite
happily if you want to read it again, and want to read it that
way!
It is not a debate that I want to enter into with you.
I am just sharing my experience - it is "possible" to do it.
All of these IO used simulated "Continuous" parameters,
which by its own nature are discrete, and it is the job of the user to get
the best use out of it.
Finally, I have done tens of thousands of
optimizations, lost of them with success, so its about making your own
luck in this game.
for example consider this statement
xyz = m1 * (MA(C, pds) > C) + (!m1) * (ma(c,pds)
<= C);
where m1 is a control parameters that decides whether
xyz = ma(c, pds) > C or the other way around, and pds is the period of ma, as
it stands it wont be get much "luck" as you say. because, pds that is optimimum
in the case of > is probably very different than in the case of
<=.
so by making xyz = m1 * (ma(c, pds1) > C) + (!m1) *
(ma(c, pds2) <= C); and optimize pds1, m1 and pds2 separately, you will get
pds1 and pds2 gathering around a cluster of value closer to its optiminum, and
m1 has own value of 0 or 1 which sort out what way is
better.
I hope this will be useful those who wants to use it.
Paul,
I don't want to enter into yet another useless debate, but if
you learn about
*MATHEMATICAL* background of
Particle Swarm Optimizers
you will
know that they are all designed to be used for CONTINUOUS
parameter spaces.
The fact that non-exhaustive methods like CMAE, PSO,
etc *may* work in some cases for discrete spaces
is more a question of luck
and relative simplicity (or more or less "smoothness") of the
problem
being optimized than anything else.
Best regards,
Tomasz
Janeczko
amibroker.com
----- Original Message -----
From: "Paul Ho"
<paul.tsho@xxxxxxcom>
To:
<amibroker@xxxxxxxxxps.com>
Sent:
Wednesday, October 01, 2008 11:03 AM
Subject: [amibroker] Re: CMAE behavior
when optimizing control parameters?
> 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@xxxxxxxxxps.com,
"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@xxxxxxxxxps.com>
>>
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
>> >
>> >
>>
>
>> >
------------------------------------
>> >
>> > **** IMPORTANT ****
>> > This group is for the
discussion between users only.
>> > This is *NOT* technical
support channel.
>> >
>> >
*********************
>> > TO GET TECHNICAL SUPPORT from
AmiBroker please send an e-mail
> directly to
>> > SUPPORT
{at} amibroker.com
>> > *********************
>>
>
>> > For NEW RELEASE ANNOUNCEMENTS and other news always
check DEVLOG:
>> > http://www.amibroker.com/devlog/
>>
>
>> > For other support material please check
also:
>> > http://www.amibroker.com/support.html
>>
>
>> >
*********************************
>> > Yahoo!
Groups Links
>> >
>> >
>>
>
>>
>
>
>
>
------------------------------------
>
> ****
IMPORTANT ****
> This group is for the discussion between users
only.
> This is *NOT* technical support channel.
>
>
*********************
> TO GET TECHNICAL SUPPORT from AmiBroker
please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
*********************
>
> For NEW RELEASE ANNOUNCEMENTS and
other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> *********************************
> Yahoo!
Groups Links
>
>
>
__._,_.___
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
![]()
__,_._,___
|