David Sweet
Experimental optimization course
Course text: D. Sweet,
Experimentation for engineers
, Manning publications (est. 2022).
Taught Spring 2022, Yeshiva University
DAV masters program
Lecture 1: Definition and motivation
Lecture 2: A/B testing I: Overview
Lecture 3: A/B testing II: Design
Lecture 4: A/B testing III: Operational considerations
Lecture 5: Evaluating and presenting results
Lecture 7: Multi-armed bandits I: Epsilon-greedy
Lecture 8: Multi-armed bandits II: Thompson sampling
Lecture 9: Response surface methodology
Lecture 10: Contextual bandits
Lecture 11: Bayesian optimization
Lecture 12: Bayesian optimization: Gaussian process regression
Lecture 13: Experimenting without experiments