RcppEnsmallen v0. Released - CMAES Infinity Loop Fix and Testing Improvements!

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.

Potentially the last update of 2021 for the ensmallen library has been released by the Ensmallen Development Team. The main benefit of this patch is fixing CMAES implementation to prevent an infinite loop. Outside of that, the other updates are focused on unit test improvements.

For the complete list of changes, please see the news entry for the package update below.

RcppEnsmallen news file entry for version v0. (2021-11-20)

  • Upgraded to ensmallen 2.18.1: “Fairmount Bagel” (2021-11-20)
    • Accelerate SGD test time (#330).
    • Fix potential infinite loop in CMAES (#331).
    • Fix SCD partial gradient test (#332).

GitHub Changelog

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