Research Papers

  • Daulton, S.*, Cakmak, S.*, Balandat, M., Osborne, M., Zhou, E. and Bakshy, E. (2022) "Robust Multi-Objective Bayesian Optimization under Input Noise". Accepted to ICML 2022. arXiv: 2202.07549

  • Cakmak, S., Gao, S. and Zhou, E. (2021) Contextual Ranking and Selection with Gaussian Processes”. In Proceedings of the 2021 Winter Simulation Conference. Extended version is currently under review. arXiv: 2201.07782

  • Cakmak, S., Wu, D. and Zhou, E. (2021) “Solving Bayesian Risk Optimization via Nested Stochastic Gradient Estimation”. IISE Transactions. arXiv: 2007.05860

  • Cakmak, S., Astudillo, R., Frazier, P. and Zhou, E. (2020) “Bayesian Optimization of Risk Measures”. In Advances in Neural Information Processing Systems 33. arXiv: 2007.05554

* Equal Contribution.


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

  • Bayesian Optimization of Risk Measures, at Informs Annual Meeting, Nov 2020.

  • “Bayesian Optimization of Risk Functions”, at ISyE Student Seminar, Georgia Tech, Feb 2020.

  • “Solving Bayesian Risk Optimization Via Nested Stochastic Derivative Estimation”, at Informs Annual Meeting, Seattle, WA, Oct 2019.