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I tried it

Posted By: Tom Keith
Date: Wednesday, 1 April 2009, at 1:18 a.m.

In Response To: A new variance reduciton technique (Bob Koca)

I coded this up and tried three rollouts.

In one rollout, using (KOCA-VR + DAHL-VR) was better than DAHL-VR alone. But in two other rollouts DAHL-VR by itself was better than (KOCA-VR + DAHL-VR). (By "better", I mean had a lower std deviation.)

In all three rollouts, it was better to use (DUP-DICE + DAHL-VR) than (KOCA-VR + DAHL-VR). So, of the rollouts I tried, the best combination never included KOCA-VR. KOCA-VR converged to the same answer, but it did not converge any faster.

(CAVEAT: I programmed this quickly, so could easily have made an error.)

Messages In This Thread

• A new variance reduciton technique
  Bob Koca -- Sunday, 29 March 2009, at 7:47 p.m.
  • A new variance reduciton technique
    David Rockwell -- Monday, 30 March 2009, at 4:08 a.m.
    • A new variance reduciton technique
      Bob Koca -- Monday, 30 March 2009, at 4:43 a.m.
    • A new variance reduciton technique
      Bob Koca -- Monday, 30 March 2009, at 4:51 a.m.
  • A new variance reduciton technique
    Matt Cohn-Geier -- Monday, 30 March 2009, at 4:56 a.m.
    • A new variance reduciton technique
      Bob Koca -- Monday, 30 March 2009, at 5:34 a.m.
      • A new variance reduciton technique
        Stick -- Monday, 30 March 2009, at 5:38 a.m.
        • A new variance reduciton technique
          Matt Cohn-Geier -- Monday, 30 March 2009, at 5:42 a.m.
  • A new variance reduciton technique
    MaX -- Monday, 30 March 2009, at 2:13 p.m.
    • A new variance reduciton technique
      Bob Koca -- Monday, 30 March 2009, at 2:57 p.m.
      • A new variance reduciton technique
        Maik Stiebler -- Tuesday, 31 March 2009, at 10:21 a.m.
      • A new variance reduciton technique
        MaX -- Tuesday, 31 March 2009, at 11:15 a.m.
  • A new variance reduction technique
    Walter Trice -- Tuesday, 31 March 2009, at 5:37 a.m.
  • I tried it
    Tom Keith -- Wednesday, 1 April 2009, at 1:18 a.m.
    • I tried it
      Bob Koca -- Thursday, 2 April 2009, at 3:15 p.m.
      • I tried it
        Tom Keith -- Thursday, 2 April 2009, at 6:37 p.m.