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

RcppEnsmallen

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

Citing the RcppEnsmallen package

To ensure future development of the package, please cite RcppEnsmallen package if used during an analysis or simulation study. Citation information for the package may be acquired by using in R:

citation("RcppEnsmallen")

License

GPL (>= 2)