Peter I. Frazier
Associate Professor, Cornell University
School of Operations Research
and Information Engineering
Senior Data Scientist, Uber
My group works on optimal learning and the exploration vs. exploitation tradeoff,
at the interface between machine learning and sequential decision-making under uncertainty.
- I'm giving a talk at ICML. Here are the slides. [7/2015]
- I am working at Uber as a senior data scientist during my 2015-2016 sabbatic leave. [7/2015]
- I got tenure! [6/2015]
My former PhD student, Scott Clark, and co-founders Eric Liu and Patrick Hayes launched
SigOpt, a Bayesian optimization startup.
In collaboration with Yelp, we've released
Metrics Optimization Engine (MOE), an open-source service for Bayesian optimal experimental design.
- For a general audience,
"Using machine machine learning and optimization to improve Yelp's website" (slides,
starting at 18:30 in this video).
- For PhD students and other researchers, see these slides from a two-day masterclass at Lancaster University:
- Other surveys, tutorials, and videos, may be found on the intro page.
Frazier, D. Kempe, J. Kleinberg, R. Kleinberg,
Economics and Computation, 2014.
- [Best Paper Award, 15th ACM Conference on Economics and Computation, 2014]
A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection,
Operations Research, 2014.
- [2013 JFIG Paper Competition Finalist]
J. Xie & Frazier,
Sequential Bayes-Optimal Policies for Multiple Comparisons with a Control,
Operations Research, 2013.
- [2013 INFORMS Computing Society Student Paper Prize; 2011 JFIG Paper Competition Finalist]
Frazier, W.B. Powell & S. Dayanik,
A Knowledge-Gradient Policy for Sequential Information Collection,
SIAM Journal on Control and Optimization, 2008.
- [2013 Decision Analysis Society Student Paper Competition Finalist]
- For a full list see the
or my CV.
Selected Slide Presentations
- MIT OR Center, Oct 2014.
- Cornell Center for Applied Math, Oct 2014.
- Georgia Tech, School of Industrial and Systems Engineering, Apr 2014.
- INFORMS Healthcare Conference, Chicago, IL, Jun 2013
- Simulation Optimization Workshop, Vina del Mar, Chile, Mar 2013.
- For others, see the Presentations page. For a complete list, see my CV.