BayesOpt: A Bayesian Optimization Library for Nonlinear Optimization,   Experimental Design and Bandits
  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. 
Ruben Martinez-Cantin
cs.LG