rcppensmallen

Rcpp integration for the Ensmallen templated C++ mathematical optimization library

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rcppensmallen - RcppEnsmallen 0.1.16.0.1

Published by coatless about 5 years ago

  • Upgraded to ensmallen release 1.16.0 "Loud Alarm Clock" (2019-08-09)
    • Add option to avoid computing exact objective at the end of the optimization
      (#109).
    • Fix handling of curvature for BigBatchSGD (#118).
    • Reduce runtime of tests (#118).
    • Introduce local-best particle swarm optimization, LBestPSO, for
      unconstrained optimization problems (#86).
  • Fix return type error in PSO (#123)
rcppensmallen - RcppEnsmallen 0.1.15.0.1

Published by coatless over 5 years ago

  • Upgraded to ensmallen release 1.15.0 "Wrong Side Of The Road" (2019-05-14)
    • Added QHAdam and QHSGD optimizers (#81).
  • Fix -Wreorder in qhadam warning (#115).
  • Fix -Wunused-private-field warning in spsa (#115).
rcppensmallen - RcppEnsmallen 0.1.14.4.1

Published by coatless over 5 years ago

  • Upgraded to ensmallen release 1.14.4 "Difficult Crimp" (2019-05-12)
    • Fixes for BigBatchSGD (#91).
    • Handle eig_sym() failures correctly (#100).
    • SPSA test tolerance fix (#97).
    • Minor documentation fixes (#95, #98).
    • Fix newlines at end of file (#92).
rcppensmallen - RcppEnsmallen 0.1.14.1.1

Published by coatless over 5 years ago

  • Upgraded to ensmallen release 1.14.1 "Difficult Crimp" (2019-03-09)
    • Fixes for SPSA (#87).
    • Optimized CNE and DE (#90). Changed initial population generation
      in CNE to be a normal distribution about the given starting point,
      which should accelerate convergence.
    • Add DE optimizer (#77).
    • Fix for Cholesky decomposition in CMAES (#83).
rcppensmallen - RcppEnsmallen 0.1.13.0.1

Published by coatless over 5 years ago

  • Upgraded to ensmallen release 1.13.0 "Coronavirus Invasion" (2019-01-14)
    • Enhance options for AugLagrangian optimizer (#66).
    • Add SPSA optimizer (#69).
    • Fix list of contributors.
    • Make sure all files end with newlines.
  • Reordered SPSA parameters to quiet initialization error surfaced with -Wreorder.
rcppensmallen - RcppEnsmallen 0.1.12.0.1

Published by coatless almost 6 years ago

  • Upgraded to ensmallen release 1.12.0 "New Year's Party" (2018-12-30)
    • Add link to ensmallen PDF to README.md.
    • Minor documentation fixes. Remove too-verbose documentation from source for
      each optimizer (#61).
    • Add FTML optimizer (#48).
    • Add SWATS optimizer (#42).
    • Add Padam optimizer (#46).
    • Add Eve optimizer (#45).
    • Add ResetPolicy() to SGD-like optimizers (#60).
  • Updated citation information
  • Fixed header files missing a terminal newline
rcppensmallen - RcppEnsmallen 0.1.11.1.1

Published by coatless almost 6 years ago

RcppEnsmallen 0.1.11.1.1

  • Upgraded to ensmallen release 1.11.1 "Jet Lag" (2018-11-28)
    • Minor documentation fixes.
    • Add WNGrad optimizer.
    • Fix header name in documentation samples.
  • Added citation information
rcppensmallen - RcppEnsmallen 0.1.10.0.1

Published by coatless almost 6 years ago

New

  • Support for compiling via R the mathematical optimizers in the C++
    ensmallen library.
  • Includes ensmallen release 1.10.0 "Corporate Catabolism" (2018-10-19)

Special Thanks

  • The crux of this package has largely been developed by
    Ensmallen development team that consists of Conrad Sanderson, Ryan Curtin,
    and the MLPACK developers
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