Matt Adereth on Distributed black-box optimization techniques [PWL SF] 12/2017

Mini
Kavya Joshi on "Kraken: Leveraging Live Traffic Tests to Identify and Resolve Resource Utilization Bottlenecks in Large Scale Web Services" - https://research.fb.com/publications/kraken-leveraging-live-traf%EF%AC%81c-tests-to-identify-and-resolve-resource-utilization-bottlenecks-in-large-scale-web-services/

Kavya's Bio
Kavya (https://twitter.com/kavya719) writes code for a living at a start-up in San Francisco. She particularly enjoys architecting and building highly concurrent, highly scalable systems. In her free time, she reads non-fiction and climbs rocks. Before moving to San Francisco to be an Adult, Kavya was at MIT where she got a Bachelor's and Master's in Computer Science.

Main Talk
Matt Adereth on Distributed black-box optimization techniques.

Matt tells us:" We often want to find the best settings for our systems, whether it’s configuring the best JVM parameters, optimizing user workflows, or selecting the right configuration for a machine learning algorithm. Black-box optimization techniques that can find good (hopefully optimal!) parameters have been investigated for the last 60 years, but over the last 20 years there’s been significant attention placed on creating versions that can take advantage of parallel compute.

We’ll cover the types of real-world problems that are being solved with these techniques and then walk through a bunch of papers covering the distributed approaches, starting with _Direct Search Methods on Parallel Machines_ (1991) and ending with the very recent _Google Vizier: A Service for Black-Box Optimization_ (August 2017)."

Paper links
* https://www.researchgate.net/publication/2674306_Direct_Search_Methods_On_Parallel_Machines
* https://research.google.com/pubs/pub46180.html

Matt's Bio
Matt (https://twitter.com/adereth) builds tools and infrastructure for quantitative research at Two Sigma. He previously worked at Microsoft on Visio, focusing on ways to connect data to shapes In his spare time, he builds ergonomic keyboards using Clojure.