TOCS Event-Silicon Valley Campus - Carnegie Mellon University

TOCS Event

Speaker:

Scott Clark

Scott Clark

Software Engineer, Yelp

Date/Time:

April 9, 1:30 pm

Location:

Webcast:

CMUSV, Rm 118 [directions]

[login as guest]

Title: Optimally Learning for Fun and Profit
Abstract:

I will introduce and explain the multi-armed bandit problem within an intuitive and mathematical framework. I will explain why it is important to Yelp and other web companies and explain how it can be used for more effective and efficient A/B/N testing and site improvement. I will discuss several strategies and compare their relative merits. Next I will show results comparing several methods in situations likely to be encountered in the real world. I will talk about extensions to standard algorithms that allow for adaptation to specific problems and scenarios seen at Yelp and other web-based companies and varying ways to attack these problems. I will conclude with some real world examples of the algorithms and techniques discussed, including some current and ongoing research.

I am going to be showing some cool machine learning tricks centered around the multi-armed bandit problem. I will talk about how they work and show some results. While there will be some math on the slides, I will explain everything intuitively with many, many graphs and pictures. It should be accessable to anyone with any math background (or lack thereof).

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Scott will also talk about Yelp's new dataset and Dataset Challenge. Hear more about the chance to win awards for research using Yelp's rich data!

Speaker Bio:

Scott recently finished his PhD in Applied Mathematics at Cornell University and is now a Software Engineer on the Ad Targeting team at Yelp. He is enjoying the transition from academia to industry and is trying to learn and experience as much as possible in the Bay Area tech community.

He enjoys coming up with and implementing new algorithms to solve difficult problems more efficiently with emphasis on parallelization and exploiting huge data sets using statistics and machine learning.

In his free time, he likes to build things, viewable on his website: http://scottclark.io