Introductory Material

Start Here

• Bayesian optimization tutorial slides, video, and article (from INFORMS 2018)
• For a general audience, Using machine machine learning and optimization to improve Yelp's website.

More Slides and Videos

• The difference between EGO and KG, excerpted from the 2011 INFORMS tutorial
• 2011 INFORMS tutorial slides on optimal learning, with Warren Powell.
• A two-day masterclass at Lancaster University in 2014, geared toward PhD students:
  • Masterclass Day 1: Machine Learning for Optimization and
  • Masterclass Day 2: Information Filtering for arXiv.org
  • Coding for Researchers.
• How we use information to make decisions, filmed at Cornell in 2009.

More Tutorial Articles and Book Chapters

• Optimal Learning, geared for advanced undergraduates.
• Optimization via Simulation with Bayesian Statistics and Dynamic Programming, with slides.
• Two 2010 survey articles for the Wiley Encyclopedia of Operations Research and Management Science:
  • Decision-Theoretic Foundations of Simulation Optimization
  • Learning with Dynamic Programming

Other Material

• A list of optimal learning problems.