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arXiv · 1611.07343

Limbo: A Fast and Flexible Library for Bayesian Optimization

Antoine Cully·Konstantinos Chatzilygeroudis·Federico Allocati·Jean-Baptiste Mouret
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Abstract

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.

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Antoine Cully, Konstantinos Chatzilygeroudis, Federico Allocati, Jean-Baptiste Mouret. 2016-11-22. Limbo: A Fast and Flexible Library for Bayesian Optimization. https://arxiv.org/abs/1611.07343

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