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 1 year: Carboplatin and paclitaxel or pemetrexed every 3 weeks x 4 cycles followed by pembrolizumab every 3 weeks for up to 1 year. 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 1 year.