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A comment on Solving a linear optimization problem on incentive allocation. Parent comment

Re:Solving a linear optimization problem on incentive alloca... by ltbarcly3 on Wednesday October 23, 2019 @02:22PM (#21337335)
I think you are probably right, this does not seem optimal, it doesn't even seem that they recognized the class of problem that this is? It seems like they are attempting to use a greedy algorithm on a problem which very obviously has local extrema.
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Re:Solving a linear optimization problem on incentive alloca... by codesushi42 on Wednesday October 23, 2019 @02:28PM (#21337389)
It seems like they are attempting to use a greedy algorithm on a problem which very obviously has local extrema.

Yep. You'll end up with a lopsided allocation, with one or two allocations holding a very large percentage of the total allocation.

Distributing the allocation weights could help, e.g. with ensembling, regularization or some other kind of penalty.

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