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