For more information regarding Bristol Myers Squibb Clinical Trial participation, please visit www.BMSStudyConnect.com Inclusion Criteria: - Histologically confirmed stage IV NSCLC per the 8th IASLC of squamous or nonsquamous histology - Locally advanced disease with recurrence after chemoradiation therapy (stage IIIB disease, specifically refers to patients with no curative treatment options) - No prior systemic anti-cancer therapy (including EGFR and ALK/ROS1 inhibitors) given as primary therapy for advanced or metastatic disease - Participants must have biomarker test results available for randomization - ECOG Performance Status of ≤ 1 - Measurable disease by CT or MRI per RECIST 1.1 criteria Exclusion Criteria: - Participants with known sensitizing EGFR mutations or known ALK/ROS1 rearrangements - Participants with interstitial lung disease that is symptomatic or may interfere with the detection or management of suspected drug-related pulmonary toxicity - Participants with an active, known or suspected autoimmune disease [Participants with type I diabetes mellitus, hypothyroidism only requiring hormone replacement, skin disorders (such as vitiligo, psoriasis, or alopecia) not requiring systemic treatment, or conditions not expected to recur in the absence of an external trigger are permitted to enroll] - Participants with untreated CNS metastases are excluded [Participants are eligible if CNS metastases are adequately treated and participants are neurologically returned to baseline (except for residual signs or symptoms related to the CNS treatment) for at least 2 weeks prior to first treatment] Other protocol defined inclusion/exclusion criteria could apply