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.
With Comprehensive R Archival Network on vacation for two weeks, we missed out on the Ensmallen Development Team Christmas release until now. The latest build adds three new optimizers: AdaBound, AMSBound, and Lookahead. Elsewhere, work was done to improve documentation and deployment. On our own end, we improved our testing infrastructure by switching over to Jim Hester’s GitHub Action’s for R workflows. Lastly, we fixed an outstanding bug regarding extension packages using RcppEnsmallen thanks to Ron Yurko for reporting in #19 and Dirk for issuing a fix in #21. For all the details, please see the full list of changes below.
RcppEnsmallen news file entry for version v0.2.11.1.1 (2020-01-14)
- Upgraded to ensmallen 2.11.1: “The Poster Session Is Full” (2019-12-28)
- Fix Lookahead Synchronization period type (#153).
- Add Lookahead (#138).
- Add AdaBound and AMSBound (#137).
- SGD callback test 32-bit safety (big number) (#143).
- Use “arbitrary” and “separable” terms in static function type checks (#145).
- Remove ‘using namespace std’ from
problems/files (#147). - Add optional tests building. (#141).
- Make code samples collapsible in the documentation. (#140).
- Switched deployment from TravisCI to GitHub Actions. (#17, #22)
- Removed check on header file inclusion (#21)