Author: George Sobala
Date: 23:53:47 02/13/03
Go up one level in this thread
On February 13, 2003 at 19:10:00, Dave Gomboc wrote: >On February 09, 2003 at 01:04:41, Antonio Dieguez wrote: > >>On February 08, 2003 at 06:28:00, Dave Gomboc wrote: >> >>>On February 08, 2003 at 03:30:34, Peter Kappler wrote: >>> >>>> >>>>He has some good ideas. >>>> >>>>http://www.worldchessrating.com/521683950.html?529637011233717 >>>> >>>>-Peter >>> >>>The one thing that always bugs me about Sonas's stuff is that he takes the data, >>>does some fitting on it, then says "see, this fits the data better!". Well, of >>>course it does! >> >>yes and that's good. "Some fitting", you are being despective with the way he >>does it. I don't see anything so weird or so senseless. >> >>Let imagine if I only tune the K factor with real data instead of no data. If I >>do that, I wonder who can't believe that's no good. And so on with a few other >>things. If there were a sound theory behind dictaminating wich should be the >>best k then it is other thing though. >> >>> What he should do is have training data that is *distinct* from >>>his testing data, e.g. tune his formulae on results from (for example) >>>1990-1995, then test on (for example) 1996-2000. >> >>and after test and correct, end up with the same thing... just kidding >> >>> Tuning on 1990-2000, then >>>testing on 1990-2000 is bogus. >> >>he is tuning on 1990-2000 and betting it will work better for other periods. > >Yeah, he's betting on it, but he can't show it. Why? Because he has no other >data! If he was being scientific, he's split his training data from his test >data, then he'd be able to show that his technique has predictive power into the >future. > >Dave I totally agree. He has tested on the dataset he used to generate the fit: astonishing statistical ineptness from a statistician! He could have randomly split the dataset into two - used one half to generate the fit and the other half to test. I e-mailed him about this but he didn't reply.
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