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Create scoring algorithm #1

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JamesPHoughton opened this issue Sep 13, 2023 · 0 comments
Open

Create scoring algorithm #1

JamesPHoughton opened this issue Sep 13, 2023 · 0 comments

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@JamesPHoughton
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JamesPHoughton commented Sep 13, 2023

Given a stream of participants, choose the stream that

Want the scoring function itself to be independent of the algorithm used to assign points.

For now we can try a density comparison algorithm:

Density comparison

  1. Define a function over the space we want to sample: maybe uniform or otherwise
  2. Take a KDE of the points we sampled, this gives us
  3. Compare the KDE to the desired density function at a number of points
  4. Integrate difference over the spaceusing a monte carlo integration (or a grid)?
  • A gaussian kernel minimizes the number of assumptions (Statistical Rethinking page 403)
  • We can start with a fairly wide kernel, assuming that the landscape will be reasonably flat in any given dimension (ie, likely to be linear or u-shaped in any one dimension)
  • As we take data, we can look at a different kernel size, which might suggest a different algorithm.
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