It completely depends on what changes they do. Personally though, especially with an alpha build, I always start a fresh save file each time there are sweeping changes made, because otherwise you might experience problems or bugs etc. which only exist when you're loading legacy data into the latest versions.
Honestly, I start new games on the daily. Generally, whenever I crash with more than an hour of unsaved work, I tend to restart a new game.
Two, three times a day, as it were. I find the rapid depletion of biome resources to be a problem still, and that first hour of milling about is probably still the most fun where there's something useful around every corner. That feeling tapers off hardcore once you get off the shallows where you can be looking at long stretches of maybe-pretty, yet resourceless terrain. Thus, I don't feel bad with starting fresh-off again and trying not to drown.
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Two, three times a day, as it were. I find the rapid depletion of biome resources to be a problem still, and that first hour of milling about is probably still the most fun where there's something useful around every corner. That feeling tapers off hardcore once you get off the shallows where you can be looking at long stretches of maybe-pretty, yet resourceless terrain. Thus, I don't feel bad with starting fresh-off again and trying not to drown.