Author: Dan Andersson
Date: 14:05:12 04/19/01
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Because date fiddling is a possibility, one could combine a skewing formula with paranoid positional learning. i.e. if the program discovers the same positions either during search or in the opening book, some S-shaped function of choice will skew the evaluation from optimum to some beancounter or aggressor state. I really like my own idea of shipping a program without retract move or setup position combined with a ultra wide opening book. Regards Dan Andersson
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