RcppEnsmallen package brings to R a Header-Only C++ Mathematical
Optimization Library for Armadillo.
In particular, Ensmallen is a
templated C++ mathematical optimization library (by the MLPACK team) that provides a simple set of abstractions for writing an
objective function to optimize.
Within this release, the Ensmallen Development Team added in many new optimization routines: FTML, SWATS, Padam, and Eve. In addition, the API changed for SGD-like optimizers to include the ability to reset the the parameters each time an optimization is called. The default is to retain the parameter values from prior iterations. Lastly, the R command checks detected that a header file wasn’t ended with a new line. This was sent upstream in mlpack/ensmallen#65.
RcppEnsmallen news file entry for version v0.1.12.0.1 (2019-01-04)
- Upgraded to ensmallen release 1.12.0 “New Year’s Party” (2018-12-30)
- Updated citation information
- Fixed header files missing a terminal newline