  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.
