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Register a new userLimbo: A Fast and Flexible Library for Bayesian Optimization
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Added by
Jean-Baptiste Mouret
Publication date
2016
fields
Informatics Engineering
and research's language is
English
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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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