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.
After a three month hiatus, the Ensmallen Development Team released a new patch that enabled callbacks for early stopping procedures to receive a lambda function. Outside of that, the group worked on improving automation on new update releases. The news entry for the package update sent to CRAN can be found below:
RcppEnsmallen news file entry for version v0.2.13.0.1 (2020-07-24)
- Upgraded to ensmallen 2.13.0: “Automatically Automated Automation” (2020-07-15)