Supporting Rapid Model Development at Two Sigma

EPISODE 273
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Banner Image: Scott Clark, Matthew Adereth - Podcast Interview

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About this Episode

Today we're joined by Matt Adereth, managing director of investments at Two Sigma, and return guest Scott Clark, co-founder and CEO of SigOpt.

In our conversation, Matt describes the end to end modeling platform at Two Sigma, including who the platform serves, challenges he's faced with production and modeling, and how Two Sigma has attacked the experimentation challenge with their platform. Scott gives us a look into some of the broader issues that various customers face, the relationship between their optimization and infrastructure teams, and what motivates companies that aren't already heavily invested in platforms, optimization or automation, to do so.

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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.

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