This is a multicenter randomized phase II to determine if the administration of standard platinum-based chemotherapy before MK-3475 in with Chemotherapy naive stage IV Non-small Cell Lung Cancer (NSCLC) will improve the overall response rate (ORR) compared to MK-3475 administered before chemotherapy. Patients will be given Pembrolizumab as maintenance up to 2 years: Carboplatin and paclitaxel or pemetrexed every 3 weeks x 4 cycles followed by pembrolizumab every 3 weeks for up to 2 years. Pembrolizumab every 3 weeks x 4 cycles followed by carboplatin and paclitaxel or pemetrexed every 3 weeks x 4 cycles followed by pembrolizumab every 3 weeks for up to 2 years.

While a genotype-directed strategy has been established as effective in treatment selection for patients with advanced NSCLC, only a minority of patients at this time will have a readily identifiable actionable molecular target. Furthermore, genotype-directed therapy has not been validated for patients with squamous cell carcinoma of the lung. Therefore, the majority of patients with advanced NSCLC will continue to rely on standard platinum-based doublet chemotherapy. Given the plateau in effectiveness of this approach, novel treatment strategies are clearly warranted.

Inclusion Criteria:

1. Be ≥ 18 years of age on day of signing informed consent.
2. Have a life expectancy of at least 3 months.
3. Have a histologically or cytologically confirmed diagnosis of stage IV NSCLC.
4. Have a performance status of 0 or 1 on the ECOG.
5. Have a measurable disease based on RECIST 1.1.
6. Have provided tissue from an archival tissue sample or newly obtained core or excisional biopsy of tumor lesion.
7. In patients with non-squamous non-small cell lung cancer, investigators must be able to produce source documentation of the EGFR mutation status or ALK translocation status.
8. Demonstrate adequate organ function.
9. Female patient of childbearing potential should have a negative urine or serum pregnancy test within 72 hours.
10. Female parents of childbearing potential must be willing to use 2 methods of birth control or be surgically sterile.
11. Male patients must agree to use an adequate method of contraception.
12. Patients with sensitizing EGFR mutation or ALK rearrangement must have progressed on an appropriate tyrosine kinase inhibitor (TKI)

Exclusion Criteria:

1. Has received prior treatment with chemotherapy or biologic therapy for stage IV NSCLC.
2. Is currently participating in or has participated in a study of an investigational agent or using an investigational device.
3. Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any other form of immunosuppressive therapy.
4. Has had a prior mAb within 4 weeks prior to study Day 1 or who has not recovered from adverse events due to agents administered more than 4 weeks earlier.
5. Has had prior chemotherapy or radiation.
6. Has a known additional malignancy that is progressing or requires active treatment.
7. Has known active CNS metastases and/or carcinomatous meningitis.
8. Has an active autoimmune disease requiring systemic treatment within the past 3 months or a documented history of clinically severe autoimmune disease, or a syndrome that requires systemic steroids or immunosuppressive agents.
9. Has evidence of interstitial lung disease or active, non-infectious pneumonitis.
10. Has an active infection requiring systemic therapy.
11. Has a history or current evidence of any condition, therapy, or laboratory abnormality that might confound the results of the trial.
12. Has known psychiatric or substance abuse disorders.
13. Is pregnant or breastfeeding, or expecting to conceive or father children within the projected duration of the trial.
14. Has received prior therapy with an anti-PD-1, anti-PD-L1, anti-PD-L2, anti-CD137, or CTLA-4 antibody.
15. Has a known history of HIV.
16. Has known active Hepatitis B or Hepatitis C.
17. Has received a live vaccine within 30 days prior to the planned first dose of study therapy.
18. Has a known history of active TB.
19. Hypersensitivity to pembrolizumab or any of it's excipients.