Forum Archive :
Rollouts
Let's say you have two rollouts of exactly the same checker play and you
used the same rollout parameters. Both use a random seed. One was for
500 games, and one was for 1000 games.
Can you combine the results, weighting the 1000 game rollout result
double the 500 game rollout and get the equivalent of a 1500 game
rollout? Or does this just 'dilute' the more accurate 1000 game rollout
with the less accurate 500 game rollout?
Gregg C.
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Jordan Lampe writes:
Yes, the two rollouts combined are exactly the same as a standard 1500
trial rollout, with one tiny caveat: There is a teensy chance that the
"random seed" will end up being the same random seed for both trials,
in which case you still only have 1000 trials worth of information. But
the odds of that are so small that I wouldn't worry about it.
You have one rollout with equity E1 and standard deviation S1 after T1
trials, and a second rollout with E2, S2, T2. To combine them into one
big happy combined rollout EC, SC, TC you use, ignoring the "n-1"
adjustment for standard deviations:
TC = T1+T2
EC = (E1*T1 + E2*T2)/TC
SC = sqrt( (S1^2*T1^2 + S2^2*T2^2 + T1*E1^2 + T2*E2^2) / TC^2 - EC^2 / TC )
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Rollouts
- Advice (David Montgomery, Apr 1996)
- Cautionary tale (Kit Woolsey, Sept 1995)
- Combining rollouts (Gregg Cattanach+, Dec 2003)
- Confidence intervals (Bob Koca, Nov 2010)
- Confidence intervals (Timothy Chow, May 2010)
- Confidence intervals (Gerry Tesauro, Feb 1994)
- Cubeless vs centered-cube rollouts (Ron Karr, Dec 1997)
- Duplicate dice (David Montgomery, June 1998)
- How reliable are rollouts? (David Montgomery, Aug 1999)
- Level-5 versus level-6 rollouts (Michael J. Zehr, June 1998)
- Level-5 versus level-6 rollouts (Chuck Bower, Aug 1997)
- Positions with inaccurate rollouts (Douglas Zare, Oct 2002)
- Reporting results of rollouts (David Montgomery, June 1995)
- Rollout settings (Lokicol+, Apr 2010)
- Settlement limit (Michael J. Zehr, Apr 1998)
- Settlement limit (Kit Woolsey, Dec 1997)
- Settlement limit in races (Alexander Nitschke, Dec 1997)
- Some guidelines (Kit Woolsey, Apr 1996)
- Standard error and JSD (rambiz+, Feb 2011)
- Standard error and JSD (Stick+, Oct 2007)
- Systematic error (Chuck Bower, Oct 1996)
- Tips for doing rollouts (Douglas Zare, June 2002)
- Truncated rollouts (Gregg Cattanach, Oct 2002)
- Truncated rollouts: pros and cons (Jason Lee+, Jan 2006)
- What is a rollout? (Gregg Cattanach, Dec 1999)
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