Optimization, Machine Learning and Intelligent Experimentation with Michael McCourt
EPISODE 545
|
DECEMBER
16,
2021
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About this Episode
Today we’re joined by Michael McCourt the head of engineering at SigOpt. In our conversation with Michael, we explore the vast space around the topic of optimization, including the technical differences between ML and optimization and where they’re applied, what the path to increasing complexity looks like for a practitioner and the relationship between optimization and active learning. We also discuss the research frontier for optimization and how folks think about the interesting challenges and open questions for this field, how optimization approaches appeared at the latest NeurIPS conference, and Mike’s excitement for the emergence of interdisciplinary work between the machine learning community and other fields like the natural sciences.
About the Guest
Connect with Michael
Thanks to our sponsor SigOpt
SigOpt was born out of the desire to make experts more efficient. While co-founder Scott Clark was completing his PhD at Cornell he noticed that often the final stage of research was a domain expert tweaking what they had built via trial and error. After completing his PhD, Scott developed MOE to solve this problem, and used it to optimize machine learning models and A/B tests at Yelp. SigOpt was founded in 2014 to bring this technology to every expert in every field.
Resources
- Workshop on Meta-Learning (MetaLearn 2021)
- AI for Science: Mind the Gaps
- Parallel Bayesian Optimization of Multiple Noisy Objectives with Expected Hypervolume Improvement
- Marginalised Gaussian Processes with Nested Sampling
- Multi-Step Budgeted Bayesian Optimization with Unknown Evaluation Costs
- Optimization for Machine Learning
- Paper: Gaussian Process Optimization in the Bandit Setting: No Regret and Experimental Design
- Paper: Bayesian Learning via Stochastic Gradient Langevin Dynamics
- Machine Learning at GSK with Kim Branson - #536
- Supporting Rapid Model Development at Two Sigma with Matt Adereth & Scott Clark - #273
- Bayesian Optimization for Hyperparameter Tuning with Scott Clark - #50
- Constraint Active Search for Human-in-the-Loop Optimization with Virginia Smith - #504
