Initial Population Filters not checked for new mutations and offspring

Problem:
Some bad children and bad offspring are awarded high fitness with small amount of trades causing problems in gen builder.

I'm pretty sure all new strategies should be checked against the initial pop filters and if they fail they should be immediately removed (and possibly be replaced by the original or parent) or awarded negative fitness and left for dead. 
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  • Votes +11
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

b
#1

bentra

29.12.2020 06:58

Task created

o
#2

Enric

29.12.2020 08:36
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m
#3

mabi

29.12.2020 09:08
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k
#4

Karish

29.12.2020 11:56
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IH
#5

clonex / Ivan Hudec

29.12.2020 15:36
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AT
#6

AngelTalavera

30.12.2020 14:46
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a
#7

Venus

10.01.2021 11:24
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b
#8

bentra

11.01.2021 07:18
Voted for this task.
MF
#9

Mark Fric

08.02.2021 11:22

Status changed from New to Refused

Initial population filters are only for initial population. If you want to filter the next generations why don't you put the conditions to the standard filtering in ranking?


b
#10

bentra

08.02.2021 15:09
But with ranking filter, they do not kill off the failures so the problem remains in the building population of some bad genes getting all the love.

The gen algo papers I have studied typically have a check to make sure the new mutations/offspring can "survive in the current environment" if not then immediately they die off and or are replaced by the original/parent. We should have such a check, it seems prudent to use init pop filters to solve the problem I describe but could also be solved with a third filter set I guess.

In fact, if you think about it, why disallow a strategy from entering the pool at init pop but yet allow the same strategy to enter the pool as a child or mutation? Obv. we don't want such a strategy to ever be in the pool. 
JK
#11

Insanity82007

08.02.2021 22:38
Voted for this task.
MO
#12

mareko

08.02.2021 23:38
Voted for this task.
b
#13

bentra

09.02.2021 21:40
In my example I talk about number of trades too low but really this could be anything we apply a filter to in the init pop filter list. I get that the number of trades coefficient ratio baked in to the fitness calculation would mitigate some of my example problem so I wanted to clarify that this question can apply to any filter, not just number of trades: Why disallow a strategy from entering the pool at init pop but yet allow the same/similar strategy to enter the pool as a child or mutation?
g
#14

geektrader

16.02.2021 01:04
Voted for this task.
g
#15

geektrader

16.02.2021 01:09

Why disallow a strategy from entering the pool at init pop but yet allow the same/similar strategy to enter the pool as a child or mutation?


^ Ecactly that!!! I thought these filters for the Initial Population are of course also applied to all follow Generations?! Anything else makes absolutely no sense.

h
#16

hankeys

16.02.2021 07:34
Voted for this task.
MF
#17

Mark Fric

16.02.2021 08:33
no, it stays refused. What you want would mean that it would be almost impossible to generate a new generation.

Evolution of on egeneration could take forever or could not be even possible.


Initial population conditions apply only to initial population.

b
#18

bentra

16.02.2021 08:59
Not if it's like this: Only one attempt made to crossover or mutate if new offspring fails filter put back the original parent instead and boom next generation. Nothing happened I know but it's way more efficient than polluting the pool with a useless offspring.

EDIT: I understand we still should kill off the genes eventually so maybe a max generation age or max crossover/mutation tries could be introduced before killing it off outright, but then what to replace it with? Maybe nothing, the space can be eventually filled by elitism copies.





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