[rules-users] Monte Carlo and additional Optimisers forOptaPlanner

Fri Oct 25 10:28:51 EDT 2013

Option pricing and calculating the Greeks.

Why is GP/GA poor in performance? Best is to find a way to make it gain
performance. Otherwise what is the use of adding just for the sake of
adding it.

Also it would be good to have journaling / event sourcing option for the
engine along side logging.
On 25 Oct 2013 19:48, "ge0ffrey [via Drools]" <
ml-node+s46999n4026500h69 at n3.nabble.com> wrote:

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> On 25-10-13 16:08, sirinath wrote:
>
> Where is Drools chance hosted?
>
> https://github.com/droolsjbpm/drools-chance
>
> Perhaps GA/GP can be a part of this?
>
> Yes, here's a Genetic Algoritms prototype for OptaPlanner:
>   https://github.com/elsam/optaplanner
> Results with GA's were poor, but we're going to add it sooner or later.
> Here's the relevant issue to add it:
>   https://issues.jboss.org/browse/PLANNER-154
>
>  Also Monte Carlo.
>
> Maybe the current way to do is awkward? Is this covered in the
> documentation?
>
> simulation isn't covered in the documentation.
>
> What kind of simulation do you want to do?
> What's the problem definition?
>
>  On 25 Oct 2013 17:54, "ge0ffrey [via Drools]" <[hidden email]<http://user/SendEmail.jtp?type=node&node=4026499&i=0>>
> wrote:
>
>>
>> On 25-10-13 12:50, sirinath wrote:
>> > Hi,
>> >
>> > Is it possible to provide more out of the box optimisers and solvers as
>> part
>> > of OptaPlanner.
>> Yes, we're trying to add more every major release.
>> For 6.1 we 'll probably add the CH's "cheapest insertion" and "regret
>> insertion".
>> If you want to add one yourself, start by looking at
>> DefaultLocalSearchSolverPhase.java.
>> >
>> > Also add functionality for simulations (Monte Carlo) which would be a
>> good
>> > addition and fit.
>> Simulation support would be great indeed - but the requirements aren't
>> clearly definied yet (feedback, examples or use cases welcome).
>>
>> It's already possible to do simulation + optimization
>> by doing the simulation inside the score function (for example by
>> running a monte carlo simulation)
>> and doing the optimization with optaplanner.
>>
>> drools-chance (very experimental currently) has a lot of constructs that
>> can help in simulation (bayes stuff etc).
>>
>> >
>> > Suminda
>> >
>> >
>> >
>> > --
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