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.

The Ensmallen Development Team second release of 2021 has been packaged and sent to CRAN. The main changes with this version are more or less behind the scenes with improvements to unit testing (not activated in the CRAN release) and a few bug fixes.

All the changes details can be found next in the news entry for the package update.

RcppEnsmallen news file entry for version v0.2.16.1.1 (2021-03-05)

• Upgraded to ensmallen 2.16.1: “Severely Dented Can Of Polyurethane” (2021-03-04)
  • Fix test compilation issue when ENS_USE_OPENMP is set (https://github.com/mlpack/ensmallen/pull/255).
  • Fix CNE initial population generation to use normal distribution (https://github.com/mlpack/ensmallen/pull/258).
  • Fix compilation warnings (https://github.com/mlpack/ensmallen/pull/259).
  • Expand README with example installation and add simple example program showing usage of the L-BFGS optimizer (https://github.com/mlpack/ensmallen/pull/248).
  • Refactor tests to increase stability and reduce random errors (https://github.com/mlpack/ensmallen/pull/249).

GitHub Changelog