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.
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…