Scott is co-founder and CEO of SigOpt, a YC and a16z backed “Optimization as a Service” startup in San Francisco. Scott has been applying optimal learning techniques in industry and academia for years, from bioinformatics to production advertising systems. Before SigOpt, Scott worked on the Ad Targeting team at Yelp leading the charge on academic research and outreach with projects like the Yelp Dataset Challenge and open sourcing MOE. Scott holds a PhD in Applied Mathematics and an MS in Computer Science from Cornell University and BS degrees in Mathematics, Physics, and Computational Physics from Oregon State University. Scott was chosen as one of Forbes’ 30 under 30 in 2016.
Bayesian Global Optimization: Using Optimal Learning to Deep Learning Models:
In this talk we introduce Bayesian Optimization as an efficient way to optimize machine learning model parameters, especially when evaluating different configurations is time-consuming or expensive. Deep learning pipelines are notoriously expensive to train and often have many tunable parameters including hyperparameters, the architecture, feature transformations that can have a large impact on the efficacy of the model.
We will motivate the problem by giving several example applications using open source deep learning frameworks and open datasets. We’ll compare the results of Bayesian Optimization to standard techniques like grid search, random search, and expert tuning.