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Design change log

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Brian Quistorff edited this page Apr 4, 2019 · 1 revision

Log:

  • ?: Genetic Algorith
  • ?: 2D search on a transforme scape (product/ratio)
  • 2019-04-04: With a very simple DGP, we were having SC very different than units as weights were close to 1/N. Hand-coding the w_pen to be much smaller didn't help as then the V matrix scaled down the same. V is function of w_pen in the 2D joint optimization. We will try a better version of coordinate descent, but possibly will move to nested CV optimizations (so that with a V we then pick optimal w_pen; this is fundamentally different than the 2D search).

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