Re: [Bug-gnubg] Variance reduction efficiency

[tchow]

On 2017-08-24 16:28, Philippe Michel wrote:
> With your proposal used for the usual 2-ply rollouts the first few
> steps would be 20 times slower, the following ones unchanged. The
> total number of steps would depend of the position but the final cost
> may be in the
> x 1.5 to x 2 range, similar to the gain in accuracy when *all* steps
> use 2-ply variance reduction.

Thanks for taking a look.  I thought of a related idea, which is to 
increase the ply-level for the VR occasionally, but not necessarily for 
the first play; instead, one increases the ply-level for the VR level 
"as needed."  I'm not sure exactly what "as needed" should mean, but one 
possibility is that if the roll chosen in the rollout trial is extremely 
lucky or extremely unlucky, then we invest some extra effort to make 
sure that the luck estimate is accurate for that roll.  If the threshold 
for "extremely lucky or unlucky" is chosen so that the 20x slowdown is 
invoked only 1/20 of the time then the overall time penalty should be in 
the 2x range.  Of course it's not clear whether my intuition is correct 
that the extremely lucky/unlucky rolls are the ones that are in most 
need of accurate VR.

Tim