Peter I. Frazier
School of Operations Research
and Information Engineering
My group works on optimal learning and the exploration vs. exploitation tradeoff, at the interface between machine learning and sequential decision-making under uncertainty.
In collaboration with Yelp, we've
open-source service for Bayesian optimal experimental design.
- For those interested in e-commerce and A/B testing, see these slides on using machine learning and optimization to improve Yelp's website.
- For PhD students and other researchers, see these slides from a two-day masterclass at Lancaster University:
- For researchers in simulation, see this 2012 Winter Simulation Conference tutorial paper,
and the slides.
- For advanced undergraduates, see this book chapter, Optimal Learning.
- For a general audience, see this Cornell video.
- For experts, see these slides describing the difference between EGO and KG,
excerpted from an INFORMS tutorial presentation.
- For those who like applications, see this list of optimal learning problems.
- PhD students may also be interested in these slides on Coding for Researchers.
- Other surveys and tutorials may be found on the Publications 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.
(webpage last updated Nov 23, 2014)