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microprediction / humpday

Elo ratings for global black box derivative-free optimizers
MIT License
132 stars 18 forks source link

meta-map elites #27

Open microprediction opened 1 year ago

microprediction commented 1 year ago

https://github.com/kayuksel/meta-map-elites

kayuksel commented 1 year ago

I think an alternative could be first getting eigenvectors or independent components (via Fast ICA), then using meta-map-elites to optimize their weights, rather than optimizing a large portfolio of assets. The diversity of the map-elites can be set accordingly.

microprediction commented 4 weeks ago

Cool idea.