Limbo 1.0

Limbo's first official release. A lightweight framework for Bayesian optimization of black-box functions (C++11) and, more generally, for data-efficient optimization. Limbo is designed to be very fast and very flexible. Features in a glance:

• Implementation of the classic algorithms (Bayesian optimization, many kernels, likelihood maximization, etc.)
• Modern C++-11
• Generic framework (template-based / policy-based design), which allows for easy customization, to test novel ideas
• Experimental framework that allows user to easily test variants of experiments, compare treatments, submit jobs to clusters (OAR scheduler), etc.
• High performance (in particular, Limbo can exploit multicore computers via Intel TBB and vectorize some operations via Eigen3)
• Purposely small to be easily maintained and quickly understood

Documentation is available at: http://www.resibots.eu/limbo