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Rewrite MOE algo #394
Rewrite MOE algo #394
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SurrogatesMOE Tests are passing. |
okay, I'm checking if these tests fail on master too. In which case we can open a new issue about that and fix. #396 |
Codecov Report
@@ Coverage Diff @@
## master #394 +/- ##
==========================================
+ Coverage 79.40% 79.66% +0.25%
==========================================
Files 16 16
Lines 2331 2567 +236
==========================================
+ Hits 1851 2045 +194
- Misses 480 522 +42
📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more |
Have fixed Zygote version in [compat] section of Project.toml to |
Test failure? This version restriction is pretty nasty and will cause some downstream issues to be aware of (@DhairyaLGandhi), so it would be good if Dhariya could investigate a fix or if we could push the Zygote folks to help figure out what's going on here. |
As mentioned in issue #387, MOE had an issue with accuracy when compared to accuracy of constituent surrogate experts.
This rewrite of the algo significantly improves accuracy. For the example, given in that issue thread earlier here are the results:
Old
MOE RMSE: 3.09
Kriging RMSE: 0.10
RBF RMSE: 0.64
Now
MOE RMSE: ~ 0.0069
To do: