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].

[0]: https://blog.sigopt.com/posts/modeling-with-uncertainty

[1]: https://blog.sigopt.com/posts/bayesian-optimization-with-unc...

[2]: https://sigopt.com/careers

[3]: https://sigopt.com/edu

[4]: https://sigopt.com/research