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.

After the massive update that was 2.10.0, the Ensmallen Development Team has provided a patch for better backward compatibility with the 1.y.z series. In addition, there are a few bug fixes that attempt to address edge cases. Lastly, we added a vignette titled “Using RcppEnsmallen” that covers everday usage of the package and is motiviated by the included linear regression example. Just as before, the full list of changes can be found below.

RcppEnsmallen news file entry for version v0.2.10.3.1 (2019-09-30)

• Upgraded to ensmallen 2.10.3: “Fried Chicken” (2019-09-26)
  • Add release script to rel/ for maintainers (#128).
  • Fix Armadillo version check (#133).
  • Documentation fix for callbacks (#129.
  • Compatibility fixes for ensmallen 1.x (#131).
  • Fix ParallelSGD runtime bug. (#135).
  • Add additional L-BFGS convergence check (#136).
• Added vignette with worked example for linear regression and for package inclusion.

GitHub Changelog