Optimization, Machine Learning and Intelligent Experimentation with Michael McCourt

EPISODE 545

December 16, 2021

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About this Episode

Today we’re joined by Michael McCourt the head of engineering at SigOpt. In our conversation with Michael, we explore the vast space around the topic of optimization, including the technical differences between ML and optimization and where they’re applied, what the path to increasing complexity looks like for a practitioner and the relationship between optimization and active learning. We also discuss the research frontier for optimization and how folks think about the interesting challenges and open questions for this field, how optimization approaches appeared at the latest NeurIPS conference, and Mike’s excitement for the emergence of interdisciplinary work between the machine learning community and other fields like the natural sciences.

Thanks to our sponsor SigOpt

SigOpt was born out of the desire to make experts more efficient. While co-founder Scott Clark was completing his PhD at Cornell he noticed that often the final stage of research was a domain expert tweaking what they had built via trial and error. After completing his PhD, Scott developed MOE to solve this problem, and used it to optimize machine learning models and A/B tests at Yelp. SigOpt was founded in 2014 to bring this technology to every expert in every field.