Genetic diversity - detect similar/same strategies during genetic evolution and replace them with new ones

it often happens that in genetic evolution there are many same or very similar strategies in every population.



We should recognize it and replace the duplicate strategies with randomly generated ones to improve the diversity.


Original idea from task: https://roadmap.strategyquant.com/tasks/sq4_0349

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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Normal
  • Assignee Mark Fric
  • Milestone Build 120

History

MF
#1

Mark Fric

25.05.2018 14:22

Task created

IH
#2

clonex / Ivan Hudec

30.07.2018 12:14
Hi pls, try to prioritize this task becasue current genetic generation si about plenty of very similiar strategies
h
#3

hankeys

30.07.2018 14:21
i think the major problem lies in the restarting of initial population - which is not happening more often


we can set only restart the initial population if the fitness is stagnating for some period of time


if i set islands 10, strategies 100 - i have 1000 strs as an initial population - i start building process and even after 5 hours the genetics is still working with the first initial population - this is a problem

t
#4

todtv

30.07.2018 15:34

hankeys

Hmm, is strange. If i set max numb. of generations f. ex. 150 each isladns build max 150 generation and stop, after steb by step continue in initial population. If some island end early start calculation of initial population. As I understand by my observation, but I did focused on it in detail. If I tested setting max numb of generation to 5 000 and max stagnation to 9. All Island calculate after some time by genetic and initial population calculation was stopped, respectively I did not see increase number of strategies in initial population.


May be extension of genetic against od SQ3 is in usage islands + default setting of Mirgate every X generation + population migration rate (its for migration between islands and due this generation can to have "fresh blood". Due migration islands exchange information between each other.

I observe if generation of initial population is too slow (and setting is more strict, see below) the together exist only 1 - 2 islands. This is my nonspecialist understanding how run genetic in SQX


Test this setting:

Max  numb of generation to 100

Population size 100

Island 2

Migrate every 50 generation

Migration rate 5 %

crossover 60 %

Mutation 50 %

Max stagnation 4


Alll other settings in other settings windows do not change (use the same as befor).


After you will see if diversity is bigger then befero.

h
#5

hankeys

30.07.2018 15:49
thx, i will give it a try
IH
#6

clonex / Ivan Hudec

13.09.2018 15:21
Voted for this task.
l
#7

ludvick

02.10.2018 14:40
Voted for this task.
KL
#8

kainc301

22.03.2019 20:35
I believe this was completed in 118 with the addition of the new blood feature. If so, this can be marked as fixed/duplicate
MF
#9

Mark Fric

29.03.2019 10:29

Status changed from New to Duplicate

Milestone changed from To be done later to Build 120


Votes: +2

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