

Show HN: Moe, a Metric Optimization Engine - Zephyr314
https://github.com/Yelp/MOE

======
mjw
Neat!

For those interested in this sort of thing, a couple of other libraries with a
similar range of uses:

[https://github.com/hyperopt/hyperopt](https://github.com/hyperopt/hyperopt)
[https://github.com/JasperSnoek/spearmint](https://github.com/JasperSnoek/spearmint)

Would be interested if anyone has any thoughts on how these compare (I've been
quite impressed so far by hyperopt but haven't tried the others yet).

~~~
Zephyr314
There are a variety of different techniques that solve similar problems. We
have some of them documented here:
[http://yelp.github.io/MOE/why_moe.html#other-
methods](http://yelp.github.io/MOE/why_moe.html#other-methods) (including
these two), but would love to add more.

Each one has different tradeoffs depending on what your problem entails, what
license you can use and what platform you are running on. Many of these
methods have been around for some time. The seminal paper was published in
1998: [http://www.ressources-
actuarielles.net/EXT/ISFA/1226.nsf/0/f...](http://www.ressources-
actuarielles.net/EXT/ISFA/1226.nsf/0/f84f7ac703bf5862c12576d8002f5259/$FILE/Jones98.pdf)

MOE provides many interfaces (REST, Python, C++), a permissive license (Apache
v2) and allows for many optimal points to be quickly queried at once, non-
sequentially (Expected Parallel Improvement), along with a slew of other
features. We have also tried to follow strict software engineering principles
throughout (testing, docing, etc). We are always looking to improve though and
are taking pull requests and suggestions for improvements!
[https://github.com/Yelp/MOE/issues](https://github.com/Yelp/MOE/issues)

------
aalamir
I have created a live demo of MOE on a Terminal.com snapshot. More details
here:

[https://atharwat.wordpress.com/2014/07/27/moe-on-terminal-
co...](https://atharwat.wordpress.com/2014/07/27/moe-on-terminal-com/)

------
astuteajax
Multi Armed Bandit Power for Continuous Spaces!

