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ASUR
2013-06-23 19:05:00
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Hi
I am a new user, and so far I am very impressed with the program. This is a real gem.
...and quite a playground for a quant with all the toys included :-)
I have 3 questions related to the optimizer:
I am using GA/PBIL to optimize ranking systems. During the optimization, optimizer tries random values for node weights, like it is supposed to do.
However, is there a way to specify range constraints for node weights that optimizer can try?
For example, I would like to specify that a particular node weight can not be less than 10% and
no more than 30% of the total parent node value.
Also, it looks to me that optimizer always starts the optimization "from scratch" with weights set to zero or set to a random value. Is there a away to specify
that optimizer starts with the current (or specified) rank weights instead? The purpose of this would be to have the optimizer optimize or "tweak" the current
ranking system, rather then to try to come up with a new one from scratch.
Also, can you please clarify the purpose of the "Optimize Node Weights" check mark option in the optimizer?
Thank you.
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