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Yelp / MOE

A global, black box optimization engine for real world metric optimization.
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Jialei gh270 connect cuda ei to optimization algorithm #365

Closed jialeiwang closed 10 years ago

jialeiwang commented 10 years ago

***** PEOPLE ***** Primary reviewer: @suntzu86

Reviewers: @sc932

***** DESCRIPTION ** Branch Name: jialei_gh270_connect_cudaEI_to_optimization_algorithm Ticket(s)/Issue(s): Closes #270

***** TESTING DONE ***** make test cpplint.py

suntzu86 commented 10 years ago

Couple of super broad comments:

  1. since the code is pretty much all copypaste, let's shorten the comments. Any place where you copypasted a huge block, I'd like two things. A. Remove comments that aren't input/output parameter lists. B. Specifically reference the file, class, and function where the code was copied from. Do this at fcn declarations and definitions, please.
  2. can you pull master? i don't think this has all of your GPU speedup stuff in it
  3. just for my curiosity, how long does the GPU test take to run?
jialeiwang commented 10 years ago

On Cornell server, it is 149.73s for testing with GPU enabled(including EI/gradEI consistency check and optimization unit test), 92.61s for testing with GPU enabled(without optimization unit test), and 89.85s without GPU.

suntzu86 commented 10 years ago

~1 minute for the optimization test? Is there any way to make this run faster? Like fewer MC iterations, fewer multistarts or GD steps, etc?

lmk when the other changes are up

suntzu86 commented 10 years ago

couple more cleanup things

suntzu86 commented 10 years ago

few more comments + a test for the analytic case as we discussed in person

suntzu86 commented 10 years ago

one more thing, please update the changelog, thanks!

suntzu86 commented 10 years ago

move the changelog line and shipit!