Hi, I'm one of the founders of SigOpt (YC W15). This is part 3 of a 3 part series we've done on uncertainty in modeling and optimization (Part 1 and 2 here [0] and here [1]).
Let me know if you have any questions about this post or SigOpt in general. Javier 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 [2]. Our platform is also free for academics [3]. You can find more of our research (including NIPS, ICML, AISTATS, etc papers) here [4].<p>[0]: <a href="https://blog.sigopt.com/posts/modeling-with-uncertainty" rel="nofollow">https://blog.sigopt.com/posts/modeling-with-uncertainty</a><p>[1]: <a href="https://blog.sigopt.com/posts/bayesian-optimization-with-uncertainty" rel="nofollow">https://blog.sigopt.com/posts/bayesian-optimization-with-unc...</a><p>[2]: <a href="https://sigopt.com/careers" rel="nofollow">https://sigopt.com/careers</a><p>[3]: <a href="https://sigopt.com/edu" rel="nofollow">https://sigopt.com/edu</a><p>[4]: <a href="https://sigopt.com/research" rel="nofollow">https://sigopt.com/research</a>