David Sweet

David Sweet worked as a quantitative trader at GETCO and a machine learning engineer at Instagram, where he used experimental methods to optimize trading systems and recommender systems. This book is an extension of his lectures on quantitative trading systems given at NYU Stern. It also forms the basis for the course Experimental Optimization, a course that he teaches in the AI and data science master’s programs at Yeshiva University. Before working in industry, he received a PhD in physics, publishing research in Physical Review Letters and Nature. The latter publication—an experiment demonstrating chaos in geometrical optics—has become a source of inspiration for computer graphics artists, a tool for undergraduate physics instruction, and an exhibit called “TetraSphere” at the Museum of Mathematics in New York City.

books by David Sweet

Experimentation for Engineers
  • January 2023
  • ISBN 9781617298158
  • 248 pages
Included with a Manning Online subscription
  • printed in black & white
  • Available translations: Russian
catalog / Data Science / Data Analysis / Optimization and Experimentation

Experimentation for Engineers: From A/B testing to Bayesian optimization delivers a toolbox of processes for optimizing software systems. You’ll start by learning the limits of A/B testing, and then graduate to advanced experimentation strategies that take advantage of machine learning and probabilistic methods. The skills you’ll master in this practical guide will help you minimize the costs of experimentation and quickly reveal which approaches and features deliver the best business results.