Sait Cakmak

I am a Research Scientist with the Adaptive Experimentation group at Meta. Prior to Meta, I was a Ph.D. student in Operations Research at Georgia Tech, advised by Dr. Enlu Zhou, and received my bachelor's degrees in Industrial Engineering and Economics from Koç University, Turkey.

My PhD research focused 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.

In my free time, I enjoy walks with our puppy, Fin, annoying Python, the kitty, by trying to make her interact with Fin, occasional baking, biking, and various DIY projects involving woodworking and 3D printing.

News:

May 14, 2022: Our paper "Robust Multi-Objective Bayesian Optimization under Input Noise" got accepted to ICML 2022!
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!

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