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.
We have another update in under a week from the Ensmallen Development Team!
In this update, new optimizers have arrived for QHAdam and QHSGD. That said,
we did submit upstream fixes to
gcc diagnostic messages. The update notes
are given next…
RcppEnsmallen news file entry for version v0.1.15.0.1 (2019-05-20)
- Upgraded to ensmallen release 1.15.0 “Wrong Side Of The Road” (2019-05-14)
- Added QHAdam and QHSGD optimizers (#81).