[Computer-go] Monte-carlo simulations vs. MCMC

2013-11-01 Thread Darren Cook
I was reading this post How would you explain Markov Chain Monte Carlo (MCMC) to a layperson?: http://stats.stackexchange.com/q/165/5503 The first few answers confused me, definitely not layperson-ready I thought! But then these two talked about it in the context of board games, so I kind of

Re: [Computer-go] Monte-carlo simulations vs. MCMC

2013-11-01 Thread Josef Moudrik
I believe that the markov-chain corresponds to the random playouts - each such playout is a chain of markov events - next position of board depends on the current position, not on the path that led to this position (maybe should regard number of captives along the configuration of the stones as a

Re: [Computer-go] Monte-carlo simulations vs. MCMC

2013-11-01 Thread Rémi Coulom
MCMC has little to do with what we do in computer Go. In MCTS we have a Markov Chain and we take Monte-Carlo samples from it, but the purpose is really not the same at all as what MCMC algorithms do. I recommend the wikipedia articles. It is difficult to really get an idea of MCMC by reading a

Re: [Computer-go] Monte-carlo simulations vs. MCMC

2013-11-01 Thread Darren Cook
MCMC has little to do with what we do in computer Go. In MCTS we have a Markov Chain and we take Monte-Carlo samples from it, but the purpose is really not the same at all as what MCMC algorithms do. I recommend the wikipedia articles. It is difficult to really get an idea of MCMC by reading

Re: [Computer-go] Monte-carlo simulations vs. MCMC

2013-11-01 Thread Rémi Coulom
On 1 nov. 2013, at 13:32, Darren Cook dar...@dcook.org wrote: MCMC has little to do with what we do in computer Go. In MCTS we have a Markov Chain and we take Monte-Carlo samples from it, but the purpose is really not the same at all as what MCMC algorithms do. I recommend the wikipedia

Re: [Computer-go] Monte-carlo simulations vs. MCMC

2013-11-01 Thread Aja Huang
2013/11/1 Rémi Coulom remi.cou...@free.fr In MCMC the distribution is given to you with some kind of mathematical definition, and the challenge is to create a Markov Chain that approximates the distribution well. In MCTS what we really want is a good playout policy and we sample (do

Re: [Computer-go] Monte-carlo simulations vs. MCMC

2013-11-01 Thread uurtamo .
Look up graphical models in the context of machine learning. s. On Nov 1, 2013 3:49 AM, Darren Cook dar...@dcook.org wrote: I was reading this post How would you explain Markov Chain Monte Carlo (MCMC) to a layperson?: http://stats.stackexchange.com/q/165/5503 The first few answers

Re: [Computer-go] Monte-carlo simulations vs. MCMC

2013-11-01 Thread uurtamo .
A Markov chain is a very specific model type. If you don't model your problem as a Markov chain, mcmc is irrelevant. Don't be fooled by the fact that it's Monte Carlo - anything from gradient descent to uniform sampling can use Monte Carlo methods. Or not! I recommend reading up on machine