Gen Builder Stagnation condition. Please allow us to select either: All Avg | Top 10 Avg | Top Strategy

Possibly a product of the gen builder improvements (thanks!). Stagnation does not seem to happen very much.

In the context of Gen Builder stagnation condition, please allow us to select (and plot on fitness graph) stagnation of: All Avg | Top 10 Avg | Top 20 Avg | Top 30 Avg | Top Strategy etc....

Cheers.


Attachments
Screenshot 83.png
(11.21 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

b
#1

bentra

28.11.2020 18:26

Task created

b
#2

bentra

28.11.2020 18:44
Voted for this task.
k
#3

Karish

28.11.2020 19:24
Voted for this task.
b
#4

bentra

29.11.2020 19:18

Attachment Screenshot 84.png added

Screenshot 84.png
(102.44 KiB)
Even with stagnates for the minimum of 3 days, the generations go all the way to the maximum # of generation 90% of the time.


h
#5

hankeys

29.11.2020 19:51
its not happening for me...if i set restart by 7, i will get mostly to max 20-30 generation


you have set to validate this on IS validation data - do you have set any?

b
#6

bentra

30.11.2020 01:01
Yes 33% validation. I often check the fitness progression for validation. Some restart early but not many. Although my max was set to 24, I didn't expect them to get that high very often, they didn't before the builder improvements.
h
#7

hankeys

30.11.2020 07:53
maybe its because your setting right in the gen algo....why do you put to the initial population filtered strats for FULLSAMPLE? beceause with this setting you are filtering the initial population right for the full data sample, this doesnt make sense


and maby the migration between islands, which will happen for you after 13 runs - so to the islands are added the strats they work so the gen could continue farĀ 

b
#8

bentra

30.11.2020 16:51
I don't have any OOS set this time so full sample doesn't matter I don't think. I only have set ISV/IST and apparently there is no way to isolate IST from ISV in the filters, otherwise I may have chose IST for the PF filter. Good guess though. EDIT: I double checked this. selecting OOS as the data source to base a gen builder filter on does not include ISV data while selecting in-sample DOES include ISV. We should probably be able to choose ISV by itself for the filter.
.
I'm not sure, but I thought migration Xth generation was for migration DEPARTURE time only. I assumed migration ARRIVAL time would be before generation #1 of a new island. If I'm wrong then I'll have to factor that in too, good point. EDIT: Some clarification here would be great.

Anyways, this feature was in SQ3, it was only a matter of time before someone asked for it =) What is the default? Top Strategy or Top 10 strategy? I see ISV all avg stagnate for much longer than my setting so I can see it isn't that.

Votes: +2

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please