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.
First off, congratulations to the Ensmallen Development Team on their acceptance into Workshop on Systems for ML and Open Source Software at NIPS / NeurIPS held 7 December 2018 in Montréal, Canada. As a result, the CITATION file has been updated to point to the record. Lastly, the Ensmallen team added in a new WNGrad optimization routine.
RcppEnsmallen news file entry for version v0.1.11.1.1 (2018-11-30)
- Upgraded to ensmallen release 1.11.1 “Jet Lag” (2018-11-28)
- Minor documentation fixes.
- Add WNGrad optimizer.
- Fix header name in documentation samples.
- Added citation information