Federico Allocati

Antoine Cully, Konstantinos Chatzilygeroudis, Federico Allocati et al.

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 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.