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 start of 2020 is off to a bang with the Ensmallen Development Team releasing a new update! In this update, many bugs were squashed; though, perhaps more importantly: memory leaks with SGD were squashed! Outside of that SGD also gained callback capabilities. There is of course more changes detailed in the list below.
RcppEnsmallen news file entry for version v0.2.11.3.1 (2020-02-20)
- Upgraded to ensmallen 2.11.3: “The Poster Session Is Full” (2020-02-19)