A lightweight framework for Bayesian optimization of black-box functions (C++11) and, more generally, for data-efficient optimization. It is designed to be very fast and very flexible.
Limbo (LIbrary for Model-Based Optimization) is an open-source C++11 library for Gaussian Processes and data-efficient optimization (e.g., Bayesian optimization) that is designed to be both highly flexible and very fast. It can be used as a state-of-the-art optimization library or to experiment with novel algorithms with "plugin" components.
