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Variance Reduction

Posted By: Bob Koca
Date: Monday, 21 July 2014, at 12:37 a.m.

In Response To: Variance Reduction (rambiz)

Is a rephrasing of what you want to do is know in advance how much the VR helps? You can't really know that but can get a rough idea.

The technique gives an unbiased estimate but its effectiveness depends on well the bot measures how good each roll actually is. Theoretically it could even be the case that the VR is counterproductive. For a race the bot's equity estimates are extremely good and you found that the technique is tremendously effective there. One could do the same thing for a typical opening position to get a rough idea there also. A quick experiment suggests 1 game with VR is worth about 50 without.

Practically there is no reason not to use the VR. If you want the confidence interval to be a certain size you just need to wait until it gets there. After the RO has run a bit you can get an estimate of how long it will take though. Multiplying the number of games by 4 on average causes the size of the confidence interval to be halved.

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