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Re: [Bug-gnubg] Variance reduction efficiency

From: tchow
Subject: Re: [Bug-gnubg] Variance reduction efficiency
Date: Thu, 24 Aug 2017 21:29:14 -0400
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On 2017-08-24 16:28, Philippe Michel wrote:
With your proposal used for the usual 2-ply rollouts the first few
steps would be 20 times slower, the following ones unchanged. The
total number of steps would depend of the position but the final cost
may be in the
x 1.5 to x 2 range, similar to the gain in accuracy when *all* steps
use 2-ply variance reduction.

Thanks for taking a look. I thought of a related idea, which is to increase the ply-level for the VR occasionally, but not necessarily for the first play; instead, one increases the ply-level for the VR level "as needed." I'm not sure exactly what "as needed" should mean, but one possibility is that if the roll chosen in the rollout trial is extremely lucky or extremely unlucky, then we invest some extra effort to make sure that the luck estimate is accurate for that roll. If the threshold for "extremely lucky or unlucky" is chosen so that the 20x slowdown is invoked only 1/20 of the time then the overall time penalty should be in the 2x range. Of course it's not clear whether my intuition is correct that the extremely lucky/unlucky rolls are the ones that are in most need of accurate VR.


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