> Massimiliano Maini wrote: > > Roughly (cubelessly) speaking, if the equity of the current position is > > the weighted > > average of the equities of the subsequent postions in the game tree, > > wouldn't the > > variance of such equities be an indicator of the volatility ? > > Yes, that's a good measurement for the volatility. Of course it should > be 2-ply variance, since the that's what can happen until it's your turn > again. I believe the doubling algorithm in Jellyfish worked with at > volatility based on the 1-ply variance, and that algorithm wasn't bad. > > Implementing such feature in GNU Backgammon should not be difficult, > however... hmmmm... where would we integrate this in the GUI? and how do > we set the evalcontext etc. Small problems... can be solved.... > > -Øystein
I would put it it's in the Hint dialog of a cube decision (and in the analysis pane, of course). 2-ply variance is the logical thing too look at, but even the 1-ply one indicates how volatile the position is ... I would say that if cube eval is 2-ply, then the variance is 2-ply, else it is 1-ply. MaX.
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