Header-Only C++ Mathematical Optimization Library for 'Armadillo'

'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. Provided within are various standard and cutting-edge optimizers that include full-batch gradient descent techniques, small-batch techniques, gradient-free optimizers, and constrained optimization. The 'RcppEnsmallen' package includes the header files from the 'Ensmallen' library and pairs the appropriate header files from 'armadillo' through the 'RcppArmadillo' package. Therefore, users do not need to install 'Ensmallen' nor 'Armadillo' to use 'RcppEnsmallen'. Note that 'Ensmallen' is licensed under 3-Clause BSD, 'Armadillo' starting from 7.800.0 is licensed under Apache License 2, 'RcppArmadillo' (the 'Rcpp' bindings/bridge to 'Armadillo') is licensed under the GNU GPL version 2 or later. Thus, 'RcppEnsmallen' is also licensed under similar terms. Note that 'Ensmallen' requires a compiler that supports 'C++11' and 'Armadillo' 6.500 or later.


Build Status License CRAN Downloads

Overview

Ensmallen is a C++ header-only mathematical optimization library written by developers behind MLPACK that provides a simple set of abstractions for writing an objective function to optimize. Provided within are various standard and cutting-edge optimizers that include full-batch gradient descent techniques, small-batch techniques, gradient-free optimizers, and constrained optimization.

The RcppEnsmallen package includes the header files from the Ensmallen library and pairs the appropriate header files from armadillo through the RcppArmadillo package. Therefore, users do not need to install Ensmallen nor Armadillo to use RcppEnsmallen.

Status

The package is under active development with releases to CRAN about once a month.

Authors

James Balamuta and Dirk Eddelbuettel

License

GPL (>= 2)

News

RcppEnsmallen 0.1.10.0.1

New

  • Support for compiling via R the mathematical optimizers in the C++ ensmallen library.

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

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("RcppEnsmallen")

0.1.13.0.1 by James Joseph Balamuta, a month ago


https://github.com/coatless/rcppensmallen, https://github.com/mlpack/ensmallen, http://ensmallen.org/


Report a bug at https://github.com/coatless/rcppensmallen/issues


Browse source code at https://github.com/cran/RcppEnsmallen


Authors: James Joseph Balamuta [aut, cre, cph] , Dirk Eddelbuettel [aut, cph]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Linking to Rcpp, RcppArmadillo

System requirements: C++11


See at CRAN