Bayesian Optimization with Uncertainty

Hi, I'm one of the founders of SigOpt (YC W15). This is part 2 of a 3 part series we'll be doing on uncertainty in modeling and optimization (Part 1 here [0]).

Let me know if you have any questions about this post or SigOpt in general. Gustavo is a Research Engineering Intern with us and wrote this post with our research team lead, Michael Mccourt. If you're a student looking for internships please check out our careers page [1]. Our platform is also free for academics [2]. You can find more of our research (including NIPS, ICML, AISTATS, etc papers) here [3].

[0]: https://blog.sigopt.com/posts/modeling-with-uncertainty

[1]: https://sigopt.com/careers

[2]: https://sigopt.com/edu

[3]: https://sigopt.com/research