On Dec 20, 2007 11:43 AM, Jason House <[EMAIL PROTECTED]> wrote:

> I seem to have more time to think than to code lately.  I believe I've
> derived an alternate update method.
>

Thinking more, I realize I messed up a three things...
For one, Newton-Raphson requires
  new gamma - gamma = -*L/**L
instead of
  new gamma - gamma = *L/**L

Another,
  1/sigma^2 = -**L
instead of
  1/sigma^2 = **L

Finally,
  **L = sum[ (selection probability)^2 ] - wins
instead of
  **L = (estimated wins)^2 - wins



> Using Newton-Raphson method, I derived
>   fractional change = (estimation error) * (fractional uncertainty)^2
>   new gamma = gamma * (1 + fractional change)
>


A less intuitive form is:
>   fractional change = (wins-expected wins) / (expected wins^2 - wins)
>   Using Remi's notation, expected wins = gamma*sum(C/E)
>

This becomes:
  fractional change =
      ( wins - sum(selection probability) )
    / ( wins - sum((selection probability)^2) )

selection probability = gamma*C/E
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