Limbo: A Fast and Flexible Library for Bayesian Optimization
نویسندگان
چکیده
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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ورودعنوان ژورنال:
- CoRR
دوره abs/1611.07343 شماره
صفحات -
تاریخ انتشار 2016