RcppEnsmallen v0. Released - Added FTML, SWATS, PADAM, Eve Optimizers

The 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. (2019-01-04)

  • Upgraded to ensmallen release 1.12.0 “New Year’s Party” (2018-12-30)
    • Add link to ensmallen PDF to README.md.
    • Minor documentation fixes. Remove too-verbose documentation from source for each optimizer (#61).
    • Add FTML optimizer (#48).
    • Add SWATS optimizer (#42).
    • Add Padam optimizer (#46).
    • Add Eve optimizer (#45).
    • Add ResetPolicy() to SGD-like optimizers (#60).
  • Updated citation information
  • Fixed header files missing a terminal newline

GitHub Changelog

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