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.

• Partners: Imperial College London - UPMC

• Contact: Jean-Baptiste Mouret

• URL: http://www.resibots.eu/limbo