[Computer-go] parameter optimization (clop & others)

Olivier Teytaud teytaud at lri.fr
Thu Feb 7 12:08:10 PST 2013


Thanks Brian for this comment:


> 1) It is very important to limit the number of parameters concurrently
> optimized. E.g., to 4 or fewer. The optimum might be 3.
>

I do something similar (with other optimization algorithms); in large
dimension, I optimize only a few parameters,
and then I slowly add new parameters. A little bit like Sieves method in
statistics.
I try to mathematically justify this process, which is not that much
documented in noisy optimization papers and which
might be a good optimization trick...

Best regards,
Olivier
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