Re: [Bug-gnubg] Confidence intervals from rollouts

[nis]

--On 03  Sep 2002  19:37 -0700 David Montgomery <address@hidden> wrote:

> > to overestimate the standard error. Has anyone determined how much the
> > overestimate is?
>
> It depends on the position, of course.  Let's assume
> positions like the openings and responses.
>
> Long ago I did some calculations based on JF rollouts,
> which use stratified sampling.  I got a negative result
> -- the data said the differences were larger than you
> would expect from truly independent random samples,
> rather than each rollout using stratified sampling.

Could you elaborate on which experiments you did, and which calculations 
you did on the results? Note that stratified sampling (at least in the form 
of perfect distribution on first plies) _should_ increase the standard 
error as calculated by gnu.

> I'd have more confidence in my result if someone
> repeated the experiment, however.

I will try to think of which experiments would make sense - something like 
doing a huge (stratified or not) rollout, then comparing the results to 
small stratified or unstratified rollouts.

Is it possible to do unstratified rollouts with gnu? And can anyone tell me 
what the "Rollout as initial position" does?

> Ah, you just stipulate to cycling through the opening
> ply or two.  JF's and my rollout code actually does more
> than this, ensuring both perfectly distributed sampling
> of the first two ply, and duplicate dice for subsequent ply
> for every game.  That's what I mean by stratified sampling.

Just to make sure: "My rollout code" above means the one in gnubg, right? 
Could you elaboreate on what "ensuring duplicate dice for subsequent ply" 
means?

> This should be slightly better than just distributing
> the first ply or two, although to the degree there is
> any benefit, the first two play probably captures most
> of it.

I agree, especially when combined with the luck-based variance reduction.

--
Nis Jorgensen
Greenpeace
Amsterdam