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Published 20 hours ago • verified publisher icon microprediction

meta-map elites

Open microprediction opened this issue 2 years ago • 2 comments

https://github.com/kayuksel/meta-map-elites

microprediction avatar Jan 16 '23 01:01 microprediction

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.

kayuksel avatar Jan 28 '23 15:01 kayuksel