  BayesOpt is a library with state-of-the-art Bayesian optimization methods to
solve nonlinear optimization, stochastic bandits or sequential experimental
design problems. Bayesian optimization is sample efficient by building a
posterior distribution to capture the evidence and prior knowledge for the
target function. Built in standard C++, the library is extremely efficient
while being portable and flexible. It includes a common interface for C, C++,
Python, Matlab and Octave.

Machine Learning