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variance reduction [Was Re: [Bug-gnubg] Measuring performance levels]


From: Joern Thyssen
Subject: variance reduction [Was Re: [Bug-gnubg] Measuring performance levels]
Date: Thu, 24 Oct 2002 18:31:24 +0000
User-agent: Mutt/1.4i

On Thu, Oct 24, 2002 at 07:03:26AM +0000, Joern Thyssen wrote
> On Wed, Oct 23, 2002 at 12:10:12PM -0400, Douglas Zare wrote
> > 
> > About how much time would a gnu 4-ply  (versus 2-ply for the side
> > without decisions) rollout of n games take? Can you perform the
> > variance reduction using 2-ply evaluations? 
> 
> The variance reduction implemented in gnubg is general, so we can do
> variance reduction on n-ply evaluations. However, since it requires a
> n+1 ply evaluation it becomes incresingly expensive.

Sorry, I meant: "... since it requires 21 n-1 ply evaluations". 

BTW, is this actually necesary: we just want an estimate of the luck of
the given roll. Would it be sufficient to do a 0-ply evaluation of the
luck, or would that introduce bias?

Jørn

-- 
Joern Thyssen, PhD
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