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.
- [Jul'16] I'm teaching at the CURIE Academy.
Here are my teaching materials.
- [May'16] I'm giving a talk at Northwestern and University of Chicago, on Bayesian optimization (the parallel knowledge gradient method) at Yelp, Uber, and SigOpt. Here are the
At Northwestern, I also gave a talk on coding for researchers and doing useful research.
- [Jul'15 to Jul'17] I am on a 2-year leave at Uber, where I am the manager for data science on uberPOOL, Uber's carpooling product.
- [Jan'16] Congrats to my former PhD student Scott Clark, just named one of
Forbes' 30 under 30 for his Bayesian Optimization startup, SigOpt!
- [Nov'15] Congrats to group member Massey Cashore, for winning the INFORMS Undergrad OR Prize, with
his paper on multi-step optimal Bayesian optimization!
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.
Parallel Bayesian Global Optimization of Expensive Functions, for Metrics Optimization at Yelp
- Carnegie Mellon, Machine Learning Department, Feb 2015.
Optimal Learning for Molecular Discovery
- Cornell Center for Applied Math, Oct 2014.
Information Filtering for arXiv.org: Bandits, Exploration vs. Exploitation, and the Cold Start Problem
- Georgia Tech, School of Industrial and Systems Engineering, Apr 2014.
Optimal Patient-specific Post-operative Surveillance for Vascular Surgeries
- INFORMS Healthcare Conference, Chicago, IL, Jun 2013
Ranking and Selection With Tight Bounds on Probability of Correct Selection
- Simulation Optimization Workshop, Vina del Mar, Chile, Mar 2013.
- For others, see the Presentations page. For a complete list, see my CV.
Frazier, D. Kempe, J. Kleinberg, R. Kleinberg,
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.
J. Xie & Frazier,
Sequential Bayes-Optimal Policies for Multiple Comparisons with a Control,
Operations Research, 2013.
Frazier, W.B. Powell & S. Dayanik,
A Knowledge-Gradient Policy for Sequential Information Collection,
SIAM Journal on Control and Optimization, 2008.
- For a full list see the
or my CV.