Optimization via GA eventually ends itself

Created at 14 Feb 2015, 22:54
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DI

Dinger

Joined 13.02.2015

Optimization via GA eventually ends itself
14 Feb 2015, 22:54


Correct me if I'm wrong but should GA optimization last forever or until a user aborts it manually?

cAlgo often ends optimization by itself when it's obvious there are still better solutions out there.

Why?


@Dinger
Replies

Spotware
16 Feb 2015, 12:16

GA stops if one of the following criteria meets:

  • all possible parameter sets were backtested
  • 25 iterations were done
  • best fitness value was not improved during last 5 iterations

We plan to provide an ability to change the above settings.


@Spotware

Dinger
19 Feb 2015, 07:27

RE:

Spotware said:

GA stops if one of the following criteria meets:

  • all possible parameter sets were backtested
  • 25 iterations were done
  • best fitness value was not improved during last 5 iterations

We plan to provide an ability to change the above settings.

Do you have an ETA on our ability to influence those parameters? I was really hoping I could use your platform for some complex parameter optimization but it just doesn't cut it.

 

"25 iterations were done"

I would very much like this to be editable to infinity.

 

"best fitness value was not improved during last 5 iterations"

This can indicate that an optimal solution is close at hand or that the fitness criteria were poor. Either way it doesn't seem like a good idea for that condition to stop the process.

 

And please ensure that you are using a cryptographically secure pRNG for the mutation function(s)  (they don't have patterns and are as robust as a standard computer can get).


@Dinger

Spotware
25 Feb 2015, 16:18

Do you have an ETA on our ability to influence those parameters? 

We cannot provide an ETA, but it is planed.


@Spotware