[seq opt] Make sequential optimizer actually optimize for highest scoring AREA and choose the center point

Currently, it doesn't actually optimize to find the best area, it just optimizes to find the best settings that give the highest fitness and then checks the area to see if it "passes" the stable area filter.

In doing manual heat map style optimizations, it's best to find the best area using the heat map and use the settings from the center of the area. That's the whole point of the heat map style manual optimization, you can check Rob Pardo books for more info.  So, it would be better do this automatically. I suggest we pick the "best/most stable" area by scoring each area and then select the center of the highest scoring area and use the settings from the center of the highest scoring area.

And furthermore the current one-size-fits-all-filter system is problematic as some variables are way more sensitive and or have higher variance than others and we still want to pick the best area in relationship to other areas for each variable. An optimizer should be for optimizing first and foremost. 

In order to score the area of best fitness we need a scoring method.  I'd like to hear more ideas for scoring the areas but here are mine so far:

-Best average fitness of the entire area
-Best lowest fitness (find the lowest individual fitness of an area and that will be that areas score, if there is a tie, the tiebreaker can be the best average fitness of the entire area)
-Allow scripting our own selection/scoring mechanism of the area
-Median fitness (agentpot)
-Sum(gazorpazorpius)
(examples and screens bellow...)

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  • Votes +13
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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b
#1

bentra

29.05.2022 21:04

Task created

b
#2

bentra

29.05.2022 21:04
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#3

geektrader

30.05.2022 00:04
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clonex / Ivan Hudec

30.05.2022 12:53
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#5

Emmanuel

30.05.2022 14:17
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JJ
#6

jjsb41

30.05.2022 14:26
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4
#7

Jordan

01.06.2022 16:10
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a
#8

astral

02.06.2022 10:06
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k
#9

Karish

02.06.2022 23:03
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b
#10

bentra

17.09.2022 20:27

Subject changed from [seq opt] Make sequential optimizer actually optimize to [seq opt] Make sequential optimizer actually optimize for highest scoring AREA

Description changed:

Currently, it doesn't actually optimize to find the best area, it just optimizes to find the best settings that give the highest fitness and then checks the area to see if it "passes".

In doing manual heat map style optimizations, it's best to find the best area using the heat map and use the settings from the center of the area. That's the whole point of the heat map style manual optimization, you can check Rob Pardo books for more info.  So, it would be better do this automatically. I suggest we pick the "best/most stable" area by scoring each area and then select the center of the highest scoring area and use the settings from the center of the highest scoring area.

In order to score the area of best fitness we need a scoring method.  I'd like to hear more ideas for scoring the areas but here are mine so far:

-Best average fitness of the entire area
-Best lowest fitness (find the lowest individual fitness of an area and that will be that areas score, if there is a tie, the tiebreaker can be the best average fitness of the entire area)

-Allow scripting our own selection/scoring mechanism of the area

AA
#11

Alex

18.09.2022 12:19
Voted for this task.
b
#12

bentra

25.12.2022 16:49

Attachment Screenshot_466.png added

Attachment Screenshot_465.png added

Screenshot_466.png
(20.95 KiB)
Screenshot_465.png
(67.77 KiB)
Straightforward sample calculations
b
#13

bentra

25.12.2022 16:50

Attachment Screenshot_468.png added

Attachment Screenshot_467.png added

Screenshot_468.png
(47.52 KiB)
Screenshot_467.png
(44.95 KiB)
Custom calculation example.
b
#14

bentra

25.12.2022 17:10

Attachment Screenshot_470.png added

Attachment Screenshot_469.png added

Screenshot_470.png
(51.75 KiB)
Screenshot_469.png
(83.66 KiB)
Another custom scoring example
b
#15

bentra

25.12.2022 17:12

Attachment Screenshot_472.png added

Attachment Screenshot_471.png added

Screenshot_472.png
(54.34 KiB)
Screenshot_471.png
(59.11 KiB)
And another custom scoring example
MS
#16

mscapin95

27.12.2022 11:18
Voted for this task.
KB
#17

kbtech

28.12.2022 17:54
Voted for this task.
CG
#18

Chris G

16.01.2023 23:22
Voted for this task.
b
#19

binhsir

17.01.2023 09:32
Voted for this task.

Votes: +13

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