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Limbo 2.0

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@costashatz costashatz released this 22 Jan 13:07

Limbo 2.0 release

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. 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