Monte Carlo Analysis


Monte Carlo Analysis

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Garvin Gray    (2017-12-22)
Monte Carlo Analysis

Time to start a thread on this topic, since it has gained some 'fame' with AlphaZero's win.

I have been looking at it and experimenting with it using Fritz 16 gui, but so far it seems to be only using Fritz 16 as the main engine, even though I am choosing four engines.

I have tried different depth (keeping them odd as recommended) and also both middle and broad search options.

So I am a bit lost as to the value of Monte Carlo Analysis for correspondence play. Is someone able to assist on whether it will show analysis or games from other engines, or how the breakdown works?

Thibault de Vassal    (2017-12-22 23:28:18)
Monte Carlo Analysis

Oh wow, it looks like I have no more idea of what Fritz Gui looks like nowadays... Is there a "Monte Carlo" engine or is it a Fritz option? Or is it the old option allowing engines to play each other in tournaments on various openings & positions?

Actually, I don't see the interest of a 'pure' Monte Carlo method in chess as it just looks like a non-optimized search. But it seems to me that it's a long time that engines use algorithms that look like it when it may be useful (particularly in calm positions & endgames). So, it's just a "plus" if you have some processing time to do it (like AlphaZero, having a much more powerful hardware), otherwise...

Right now, I must say I still have no accurate idea of how AlphaZero plays chess.

Garvin Gray    (2017-12-23 00:53:39)
Monte Carlo Analysis

In the Fritz 16 gui, you choose Monte Carlo Analysis from the header options, just like you would if you were choosing infinite analysis or deep position analysis and the many other types of game styles.

Your main engine must be Fritz 16, which seems to be a pain. This is one of my questions about this analysis style. Will explain more below.

Then after choosing Monte Carlo Analysis, Fritz gui will change over to MCA and a new screen will appear with options:

Search depth: default is 5. The first is the search depth, with a default of "5". This controls how far ahead (in half-moves, or "plies") the engine will look before making a move. For example, if you leave this at "5", the engine will look 2.5 moves ahead before making a move. Remember, the engine is going to be playing a lot of games against itself and storing the moves in the form of a tree, so the search depth is important. You must realize, however, that there's something of a tradeoff here; the higher you set the search depth, the more time the engine will need to make each move -- so you're trading time for depth. On the other hand, setting a lower search depth means that many more games will be played in a given amount of time, but that the moves themselves are likely to be more superficial.

Keep in mind, too, that you should use only odd numbers for the search depth, because chess engines tend to develop a tactical "blind spot" when made to analyze at even ply depths. Rule of thumb: odd numbers good, even numbers bad.

The second setting is the "width" of the tree. This is similar in some ways to the "Branching factor" in Deep Position Analysis and is another "space for time" tradeoff. If you create a "Narrow" tree, you won't see many alternative moves displayed in your game tree but the overall process of playing games and generating the tree will be faster. "Broad" trees show more alternatives but take longer to generate (it requires more processor time and thus slows down the chess engine).


So in all from my reading- what I can seem to deduce is- MCA plays many games against itself starting from the set position. The longer you leave the analysis, the more 'reliable' the results.

The question, or issue I am having at the moment for testing is, in the Fritz gui, I am having to use Fritz 16 as the main engine but am not seeing the analysis change to any other engines, so am wondering how long before it does, or will it only analysis the position in Fritz 16?

Considering at the start when you were loading your setting, you were given the option of four engines, this seems confusing to me.

So I thought I would ask if someone else had more experience with MCA and how it works?

Also, what about Deep position analysis? We could start a thread about that one too.

Daniel Parmet    (2017-12-24 18:51:20)
Monte Carlo Analysis

I thought the whole idea of IDEA was a human thought merge of computer analysis through MCA?

I had the thought about using MCA with chess engines as the brain nearly 5 years ago at work. My boss loved the idea and tasked me with it. However, I have no coding skills so my ability was limited to what was available which was extremely limited at the time.

The best way to think of MCA is to accept that we don't know what move is best (hence why Alphazero didn't have or want an opening book or games database). From here now, it's like trying to predict what's best and what will come from flipping a coin 5 million times. You know in a coin scenario that it is 50%. But what about the stock market? A lottery ticket? A game of black jack? Or Chess? Each individual decision could yield 50.1% in favor and by MCA you will find it. It will create a tree that shows a RANGE of your worst possibilities to best on a probalistic manner. The most common use is for wealth management investing.

As for how to change off the Fritz engine, I don't know. I could never figure that out (though I only have the Fritz 13 gui). I guess I was hoping this feature would be improved over time. Perhaps now due to Alphazero, it will be.

Graham Kerr    (2018-03-20 04:18:16)
Monte Carlo Analysis

I first came across Monte Carlo Analysis some years ago when i bought Fritz 12, which was rebranded as Rybka 4 and packaged with said engine. Back then the analysis mode was only usable with the Rybka engines, but more recently, now that Rybka author Vasik Rajlich is writing the engines for Fritz (since F15), those engines also work in MCA mode.
I don't know what's changed between Fritz 12 and Fritz 16, but i suspect only F16, F15 and older Rybka engines will work with MCA...