Jialei gh270 connect cuda ei to optimization algorithm #365
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…expected_improvement_gpu_test.cpp
…ct_cudaEI_to_optimization_algorithm Conflicts: moe/optimal_learning/cpp/gpp_core.cpp moe/optimal_learning/cpp/gpp_expected_improvement_gpu.cpp moe/optimal_learning/cpp/gpp_expected_improvement_gpu.hpp moe/optimal_learning/cpp/gpp_expected_improvement_gpu_test.cpp
…github.com:sc932/MOE into jialei_gh270_connect_cudaEI_to_optimization_algorithm
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Couple of super broad comments:
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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. |
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~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 |
…educing num_steps to 100 and increasing tolerance of gradEI at endpoint to 7e-3
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| This function is same as ComputeOptimalPointsToSample in gpp_math.cpp, except that it is |
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can you put the double backticks around fcn and file names? so:
``ComputeOptimalPointsToSample``
``gpp_math.cpp``
here & elsewhere
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couple more cleanup things |
| // special analytic case when we are not using (or not accounting for) multiple, simultaneous experiments | ||
| NormalRNG dummy_rng; | ||
| EvaluateEIAtPointList(gaussian_process, thread_schedule, initial_guesses, points_being_sampled, num_multistarts, | ||
| 1, 0, best_so_far, max_int_steps, found_flag, &dummy_rng, function_values, best_next_point); |
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instead of "1" and "0", i'd create or use explicit variables with these values so that the reader immediately knows what they mean
also i believe you can pass nullptr in place of &dummy_rng.
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few more comments + a test for the analytic case as we discussed in person |
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one more thing, please update the changelog, thanks! |
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move the changelog line and shipit! |
…mization_algorithm Jialei gh270 connect cuda ei to optimization algorithm
********* 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