Sait Cakmak

I am a Ph.D. student in Operations Research at Georgia Tech. Before joining Georgia Tech, I studied Industrial Engineering and Economics at Koç University, Turkey.

My research focuses on optimization of black-box or simulation-based objectives, using zeroth or first order information. In particular, I studied risk averse optimization of such objectives, where risk aversion is achieved by optimizing a risk measure of the objective, calculated over the unknown environmental variables. I have used tools from stochastic derivative estimation, stochastic approximation, Bayesian optimization and Gaussian processes, among others. I have been fortunate enough to be advised by Dr. Enlu Zhou, and collaborated extensively with Dr. Peter Frazier of Cornell University.

In my free time, I enjoy woodworking, hiking and camping. I recently gained an interest in robotics, which I am using to build a toy for my cat, Python!


  • Dec 17, 2021: I presented "Contextual Ranking and Selection with Gaussian Processes" at Winter Simulation Conference.

  • Nov 17, 2021: I will be returning to Facebook / Meta as a full-time Research Scientist with the Adaptive Experimentation group, in early Spring 2022.

  • Jan 23, 2021: I added a woodworking page to the website. Checkout my woodworking projects!

  • Jan 6, 2021: I will be spending Summer 2021 at Facebook as a Research Engineer Intern with Core Data Science, Adaptive Experimentation group.

  • Dec 16, 2020: Our paper "Solving Bayesian Risk Optimization via Nested Stochastic Gradient Estimation" is accepted for publication in IISE Transactions!

  • Oct 8, 2020: I will be presenting "Bayesian Optimization of Risk Measures" at INFORMS Annual Meeting on Nov 9, 2020. Session link.

  • Sep 25, 2020: Our paper "Bayesian Optimization of Risk Measures" got accepted to NeurIPS 2020!

  • Sep 17, 2020: Finally updated the website!