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meta-map elites #27

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microprediction opened this issue Jan 16, 2023 · 2 comments
Open

meta-map elites #27

microprediction opened this issue Jan 16, 2023 · 2 comments
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enhancement New feature or request

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@microprediction
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https://github.com/kayuksel/meta-map-elites
@microprediction microprediction added the enhancement New feature or request label Jan 16, 2023
@kayuksel
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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
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Cool idea.

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@kayuksel @microprediction