MOE
Why Do We Need MOE?
Other Methods
Install
Install in docker
Install from source
OSX Tips
Building Boost
Linux Tips
CMake Tips
Python Tips
How does MOE work?
Build a Gaussian Process (GP) with the historical data
Optimize the hyperparameters of the Gaussian Process
Find the point(s) of highest Expected Improvement (EI)
Return the point(s) to sample, then repeat
Demo Tutorial
The Interactive Demo
Pretty Endpoints
Objective Functions
What is an objective function?
Properties of an objective function
Parameters
\(\Phi\)
Objective Functions
Example of Objective Functions
Multi-Armed Bandits
What is the multi-armed bandit problem?
Applications
Policies
Pointers
Examples
Minimizing an arbitrary function
Gaussian Process regression given historical data
Hyperparameter optimization of a Gaussian Process
All above examples combined
Setting thresholds for advertising units
Contributing
Making a pull request
Documentation
Testing
Style
Versioning
Releasing (For Maintainers)
Frequently Asked Questions
What license is MOE released under?
When should I use MOE?
What is the time complexity of MOE?
How do I cite MOE?
Why does MOE take so long to return the next points to sample for some inputs?
How do I bootstrap MOE? What initial data does it need?
How many function evaluations do I need before MOE is “done”?
How many function evaluations do I perform before I update the hyperparameters of the GP?
Will you accept my pull request?
moe package
Subpackages
Submodules
moe.resources module
Module contents
moe_examples package
Subpackages
Submodules
moe_examples.bandit_example module
moe_examples.blog_post_example_ab_testing module
moe_examples.combined_example module
moe_examples.hyper_opt_of_gp_from_historical_data module
moe_examples.mean_and_var_of_gp_from_historic_data module
moe_examples.next_point_via_simple_endpoint module
Module contents
C++ Files
gpp_optimization_test
gpp_domain_test
gpp_expected_improvement_gpu
gpp_heuristic_expected_improvement_optimization_test
gpp_linear_algebra_test
gpp_geometry
gpp_heuristic_expected_improvement_optimization
gpp_linear_algebra-inl
gpp_test_utils
gpp_logging
gpp_covariance
gpp_python_test
gpp_domain
gpp_python_common
gpp_hyperparameter_optimization_demo
gpp_geometry_test
gpp_math_test
gpp_cuda_math
gpp_python_model_selection
gpp_math
gpp_random_test
gpp_optimizer_parameters
gpp_expected_improvement_demo
gpp_optimization
gpp_test_utils_test
gpp_linear_algebra
gpp_python_expected_improvement
gpp_exception
gpp_model_selection
gpp_random
gpp_covariance_test
gpp_mock_optimization_objective_functions
gpp_python
gpp_model_selection_test
gpp_hyper_and_EI_demo
gpp_python_gaussian_process
gpp_common
gpp_expected_improvement_gpu_test
MOE
Docs
»
moe package
»
moe.optimal_learning package
»
moe.optimal_learning.cpp package
View page source
moe.optimal_learning.cpp package
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Module contents
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C++ implementation of MOE.