Paul, I don't want to enter into yet another useless debate, but if you learn about *MATHEMATICAL* background of Particle Swarm Optimizers you will know that they are all designed to be used for CONTINUOUS parameter spaces.
The fact that non-exhaustive methods like CMAE, PSO, etc *may* work in some cases for discrete spaces is more a question of luck and relative simplicity (or more or less "smoothness") of the problem being optimized than anything else. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Paul Ho" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Wednesday, October 01, 2008 11:03 AM Subject: [amibroker] Re: CMAE behavior when optimizing control parameters? > Talking from personal experience - and I've been using intelligent > Optimizers for quite a number of years optimizing combinations of > continuous and "discrete" control parameters. Fred's IO has worked > extremely well - in that I'm able to find optiminiums successfully, > it may be a little more tricky, but not impossible. There are things > that would help to IO work better. Nevertheless, I do have more > problems with cmae with a lot of discrete parameters. But I suspect > that's more to do with configuration of cmae rather than the ability > of cmae itself. > > --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> > wrote: >> >> No, CMAE, PSO and most other non-exhaustive methods >> are best for continuous parameter spaces. Discrete spaces >> where adjacent param values result in wild changes in fitness >> tend to be very difficult to optimize in "intelligent" manner. >> >> Best regards, >> Tomasz Janeczko >> amibroker.com >> ----- Original Message ----- >> From: "Steve Davis" <[EMAIL PROTECTED]> >> To: <[email protected]> >> Sent: Wednesday, October 01, 2008 1:19 AM >> Subject: [amibroker] CMAE behavior when optimizing control > parameters? >> >> >> > Does anyone know if the CMAE algorithm can be used effectively to >> > optimize a system containing control parameters? By this I mean >> > optimizable parameters that do not measure a quantity, but are > instead >> > used to control the flow of execution of the program. In this > sort of >> > system, adjacent parameter values could result in wildly > different >> > system fitness. >> > >> > Thanks, >> > Steve >> > >> > >> > >> > ------------------------------------ >> > >> > **** IMPORTANT **** >> > This group is for the discussion between users only. >> > This is *NOT* technical support channel. >> > >> > ********************* >> > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail > directly to >> > SUPPORT {at} amibroker.com >> > ********************* >> > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> > http://www.amibroker.com/devlog/ >> > >> > For other support material please check also: >> > http://www.amibroker.com/support.html >> > >> > ********************************* >> > Yahoo! Groups Links >> > >> > >> > >> > > > > ------------------------------------ > > **** IMPORTANT **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > ********************* > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > ********************* > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > ********************************* > Yahoo! Groups Links > > >
