Section: New Software and Platforms
Limbo
LIbrary for Model-based Bayesian Optimization
Keywords: Black-box optimization - C++ - Global optimization - Machine learning - Policy Learning - Bayesian optimization
Functional Description
Limbo is an open-source C++11 library for Bayesian optimization which is designed to be both highly flexible and very fast. It can be used to optimize functions for which the gradient is unknown, evaluations are expensive, and where runtime cost matters (e.g., on embedded systems or robots). Benchmarks on standard functions show that Limbo is about 2 times faster than BayesOpt (another C++ library) for a similar accuracy.