Bayesian optimization tutorial
(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
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
, geared for advanced undergraduates.
Optimization via Simulation with Bayesian Statistics and Dynamic Programming
Two 2010 survey articles for the Wiley Encyclopedia of Operations Research and Management Science:
Decision-Theoretic Foundations of Simulation Optimization
Learning with Dynamic Programming
A list of
optimal learning problems