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Re: [Bug-gnubg] suggestions list

From: Massimiliano Maini
Subject: Re: [Bug-gnubg] suggestions list
Date: Mon, 26 Jan 2009 10:58:47 +0100

Hi all,

I posted something about a possible indicator for volatility of a position (an attempt at
"explaining a cube decision"), I put the discussion here below:

>> 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 ?

Joerg picard replied this:

>How about displaying the number of market losing rolls?
>If you want to get trickier you could display cube statistics for 2-ply:
>x% of rolls leave you too good
>x% of rolls double drop
>x% double take
>x% no double
>x% double take for opponent
>x% double take for opponent
>x% too good for opponent

And Øystein replied this:

>> 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.

It would be a bit of a new thing (at least for gnubg), hence I would start with
something not too complicate and see how it works. For example, take the
variance of the cubeful N-ply (0/1/2) equity of the best move of each possible roll.

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