For the problem in which moves have probability in {0, 1/n} of
being selected (n = number of legal moves or empty points
depending on the approach), what Don does, i.e.:

Keeping a vector of selectable/not selectable points with a moving
limit: When you have to fill a gap, do it immediately by moving one
from the border to the selectable area, sounds the best for me.

But, how do you handle draws with different probabilities ??

Of course, it is trivial (but slow) if you add them all and keep an
array of accumulated probabilities.

I created something I call a ticket based lottery. Moves (legal in
my case) "buy" tickets. An average move buys, say 10 tickets,
the worst possible move buys just 1 and the most urgent buys
100. Of course these numbers should be tested empirically,
because, the higher, the slower. (About 20 clockcycles per
ticket. ~6ns·n is the difference between allocating 1 and allocating
n (5 asm instructions)).

And tickets are allocated in something similar to Don's idea.

I have also considered doing multiple tickets just like coins.
Having tickets of x1 and a separate tickets of x5 or some
other value.

Any ideas ?

Jacques.
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