The prior strength was increased from 1e-3 to 1e-2, and the number of iterations of the localization process was limited to 7.
I did not have time to measure this very precisely, but tests on Rosenbrock5 show a performance improvement. I made that change because some users of CLOP sent data to me that show that when CLOP had many parameters (>10), it had a tendency to overfit: the localization iteration looped until only a few wins were left. That did not prevent the algorithm from working, but it was a bit inefficient. Rémi On 7 nov. 2011, at 03:50, Brian Sheppard wrote: > How does the new version improve regularization in high dimensions? My diff > of the source code showed some changes, but it was not clear which changes > improve regularization, specifically in high dimensions. > > Thanks, > Brian > > _______________________________________________ > Computer-go mailing list > [email protected] > http://dvandva.org/cgi-bin/mailman/listinfo/computer-go _______________________________________________ Computer-go mailing list [email protected] http://dvandva.org/cgi-bin/mailman/listinfo/computer-go
