Thanks Paul and Tomasz, I have also used IO for many years and consulted with Fred on this issue. Fred suggested using the Differential Evolution algorithm rather than Particle Swarm when a system has many non-continuous parameters.
In any case, Tomasz gave me the answer I needed regarding CMAE. Thanks again, Steve --- In [email protected], "Paul Ho" <[EMAIL PROTECTED]> wrote: > > Tomasz > > What you said and what I said can co-exist quite happily if you want to read > it again, and want to read it that way! > It is not a debate that I want to enter into with you. I am just sharing my > experience - it is "possible" to do it. > All of these IO used simulated "Continuous" parameters, which by its own > nature are discrete, and it is the job of the user to get the best use out > of it. > > Finally, I have done tens of thousands of optimizations, lost of them with > success, so its about making your own luck in this game. > > for example consider this statement > xyz = m1 * (MA(C, pds) > C) + (!m1) * (ma(c,pds) <= C); > where m1 is a control parameters that decides whether xyz = ma(c, pds) > C > or the other way around, and pds is the period of ma, as it stands it wont > be get much "luck" as you say. because, pds that is optimimum in the case of > > is probably very different than in the case of <=. > so by making xyz = m1 * (ma(c, pds1) > C) + (!m1) * (ma(c, pds2) <= C); and > optimize pds1, m1 and pds2 separately, you will get pds1 and pds2 gathering > around a cluster of value closer to its optiminum, and m1 has own value of 0 > or 1 which sort out what way is better. > > I hope this will be useful those who wants to use it. > > > _____ > > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of Tomasz Janeczko > Sent: Wednesday, 1 October 2008 7:18 PM > To: [email protected] > Subject: Re: [amibroker] Re: CMAE behavior when optimizing control > parameters? > > > > 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] <mailto:paul.tsho%40gmail.com> com> > To: <[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com> > 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] <mailto:amibroker%40yahoogroups.com> ps.com, > "Tomasz Janeczko" <groups@> > > 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" <_sdavis@> > >> To: <[EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com> > >> 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.amibroke <http://www.amibroker.com/devlog/> r.com/devlog/ > >> > > >> > For other support material please check also: > >> > http://www.amibroke <http://www.amibroker.com/support.html> > r.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.amibroke <http://www.amibroker.com/devlog/> r.com/devlog/ > > > > For other support material please check also: > > http://www.amibroke <http://www.amibroker.com/support.html> > r.com/support.html > > > > ********************************* > > Yahoo! Groups Links > > > > > > >
