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.
In the second update of 2022, the Ensmallen Development Team has focused on adding new optimizers to the underlying package. Newly added optimizers are: AdaBelief, AdaSqrt, Yogi, DemonSGD, and DemonAdam. There was also a minor bug fix related to ADAM-like optimizers relating to policy resets. Thankfully, the R packaging system had already addressed the minimum requirements of armadillo in the prior release and, thus, the other bug fix was targeting more standalone distributions.
To dive deeper into any of the changes, please see the news entry for the package update below.
RcppEnsmallen news file entry for version v0.2.19.0.1 (2022-04-11)
- Upgraded to ensmallen 2.19.0: “Eight Ball Deluxe” (2022-04-11)