This library is a real time-saver when doing parameter optimization for machine learning models
(hyper parameter search).
Since it can smartly stop an optimization process, it is really faster
than doing a grid search (even a parallel one).
I highly recommend this library!
nlopt-ocaml is in opam and is in fact ocaml bindings to the nlopt library:
It is quite amusing, and even hypnotizing, to see a model being optimized automatically
in front of your eyes.