EdgeWare FastBreak Pro Version 5 User Manual

Page 32

Advertising
background image

32

to result in improved system performance using the 50% Survivor Selection
Percentage (see below). It may be that the Survivor Selection Percentage needs to
be made substantially smaller, e.g., 25%, to prevent “dilution” of the gene pool.
This is an area for future study.


2. You can specify population sizes by entering a value in the Population # field. We

suggest using 100 as the first generation size and 50 for subsequent generations. We
do not recommend using values less than 50. Using population sizes that are too
small will result in FastBreak converging too quickly on a sub-optimum strategy.
Note: We have found this second option to be the preferred method to determine
population size.


The recommended rule for Mutation Percentage is 2 to 5


The recommended Survivor Selection Percentage is 50


Note: To better understand the following discussion, go to Appendix A and read the
discussion on Improving Robustness.

The Robust Factor is the percentage FastBreak Pro adjusts parameters when calculating a
robustness value:


After determining the return of a particular strategy, FastBreak Pro will increase all
strategy parameters by 10% (or any other user defined value) and re-evaluate the
strategy. It will then reduce all parameters by 10% and re-evaluate the strategy for a
third time. The concept is that FastBreak Pro examines the parameter space around a
strategy to verify that small changes in parameters do not significantly impact the
strategy performance. A reasonable value range to use for the Robust factor is 5 to 10
(%).

The second part of the robustness check is the following line:


A check is required in the Maximize Robustness check box to activate the robustness
check. The user-defined value in the text box and the Average vs. Lowest options are

Advertising