Discussion of article "Random Decision Forest in Reinforcement learning" - page 10

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VANDER:

To make it not Binary, but with an arbitrary number of descendants at each node, like this:


I don't think it makes sense to split more than 2 branches from one node, as in your picture.

After all, if we pass several divisions into 2 branches, we will get the same result. Just the depth of the tree will be greater (not 3 as in your figure, but 7-10).

A standard algorithm will quickly calculate up to 100500 nodes.

In general, I read that there are such algorithms with several branches from a node. Maybe you can find them in R or Python.

 
Ah, well that's just some textbook on algorithms on graphs, maybe via lists or hash.
 

Is there any problem with the algorithm?

I am constantly getting the error zero divide on on "dataanalysis.mqh"!


I' have made my own multi-symbol version... but this error is a pain in the ass!

Some help would be grateful.

reguards.

 

I think this EA on article is very good result 

but on REAL Account with REAL money What is problem of this EA need to be fix

or other question what is weak point of this EA need to be develop or fix or upgrade to better

Can anyone help to suggestion?

Thank

 

Thanks for opening my eyes to the Alglib library which I didn't realise comes with the latest version of Metatrader 5....

I found myself reinventing the wheel somewhat!

 

Hey, this article is so fascinating. However when I try compile the random decision forest regression model 93 errors are thrown.

The first error is an undeclared identifier error. The variable trying to be called is the m_buffsize property of the RDF.

The call is from the OnTester Event Handler. I've included and extract of the code.


double OnTester()
  {
   if(clear_model) return 0;

   if(MQLInfoInteger(MQL_OPTIMIZATION)==true)
     {
      if(numberOfsamples>0)
        {
         CDForest::DFBuildRandomDecisionForest(RDFpolicyMatrix,numberOfsamples,3,1,number_of_trees,regularization,RDFinfo,RDF,RDF_report);
        }
      
      FileDelete("RDFBufsize"+_Symbol+(string)_Period+".txt",FILE_COMMON);
      FileDelete("RDFNclasses"+_Symbol+(string)_Period+".txt",FILE_COMMON);
      FileDelete("RDFNvars"+_Symbol+(string)_Period+".txt",FILE_COMMON);
      FileDelete("RDFMtrees"+_Symbol+(string)_Period+".txt",FILE_COMMON);
      
      int filehnd=FileOpen("RDFBufsize"+_Symbol+(string)_Period+".txt",FILE_READ|FILE_WRITE|FILE_CSV|FILE_ANSI|FILE_COMMON);
      FileWrite(filehnd,RDF.m_bufsize);
      FileClose(filehnd);

      filehnd=FileOpen("RDFNclasses"+_Symbol+(string)_Period+".txt",FILE_READ|FILE_WRITE|FILE_CSV|FILE_ANSI|FILE_COMMON);
      FileWrite(filehnd,RDF.m_nclasses); //THIS IS WHERE THE ERROR IS BEING THROWN.

How can I best resolve this?

Compile Time Error

Fig 1: A few of the errors thrown during compile time.

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