RcppEnsmallen 0.3.10.0.1

• Upgraded to ensmallen 3.10.0: “Unexpected Rain” (2025-09-30)
  • SGD-like optimizers now all divide the step size by the batch size so that step sizes don’t need to be tuned in addition to batch sizes. If you require behavior from ensmallen 2, define the ENS_OLD_SEPARABLE_STEP_BEHAVIOR macro before including ensmallen.hpp (#431).
  • Remove deprecated ParetoFront() and ParetoSet() from multi-objective optimizers (#435). Instead, pass objects to the Optimize() function; see the documentation for each multi-objective optimizer for more details. A typical transition will change code like: c++ optimizer.Optimize(objectives, coordinates); arma::cube paretoFront = optimizer.ParetoFront(); arma::cube paretoSet = optimizer.ParetoSet(); to instead gather the Pareto front and set in the call: c++ arma::cube paretoFront, paretoSet; optimizer.Optimize(objectives, coordinates, paretoFront, paretoSet);
  • Remove deprecated constructor for Active CMA-ES that takes lowerBound and upperBound (#435). Instead, pass an instantiated BoundaryBoxConstraint to the constructor. A typical transition will change code like: c++ ActiveCMAES<FullSelection, BoundaryBoxConstraint> opt(lambda, lowerBound, upperBound, ...); into c++ ActiveCMAES<FullSelection, BoundaryBoxConstraint> opt(lambda, BoundaryBoxConstraint(lowerBound, upperBound), ...);
  • Add proximal gradient optimizers for L1-constrained and other related problems: FBS, FISTA, and FASTA (#427). See the documentation for more details.
  • The Lambda() and Sigma() functions of the AugLagrangian optimizer, which could be used to retrieve the Lagrange multipliers and penalty parameter after optimization, are now deprecated (#439). Instead, pass a vector and a double to the Optimize() function directly: c++ augLag.Optimize(function, coordinates, lambda, sigma) and these will be filled with the final Lagrange multiplier estimates and penalty parameters.
  • Fix include statement in tests/de_test.cpp (#419).
  • Fix exactObjective output for SGD-like optimizers when the number of iterations is an even number of epochs (#417).
  • Increase tolerance in demon_sgd_test.cpp (#420).
  • Set cmake version range to 3.5…4.0 (#422).

RcppEnsmallen 0.2.22.1.2

• -DARMA_USE_CURRENT added to PKG_CXXFLAGS to use Armadillo 15.0.2 or higher (#69).
• DESCRIPTION now emphasizes R 4.3.0 or higher for a higher C++ standard by default.

RcppEnsmallen 0.2.22.1.1

• Upgraded to ensmallen 2.22.1: “E-Bike Excitement” (2024-12-03)
  • Remove unused variables to fix compiler warnings (#413).
• DESCRIPTION now emphasizes a C++14 or greater compiler and a requirement for Armadillo 10.8.2 or higher library. (#68).

RcppEnsmallen 0.2.22.0.1

• Upgraded to ensmallen 2.22.0: “E-Bike Excitement” (2024-11-29)
  • Update to C++14 standard (#400).
  • Bump minimum Armadillo version to 10.8 (#404).
  • For Armadillo 14.2.0 switch to .index_min() and .index_max() (#409).
  • Added IPOP and BIPOP restart mechanisms for CMA-ES. (#403).
• Addressed uninitialized variable and private field warnings (#65)

RcppEnsmallen 0.2.21.1.1

• Upgraded to ensmallen 2.21.1: “Bent Antenna” (2024-02-16)
  • Fix numerical precision issues for small-gradient L-BFGS scaling factor computations (#392).
  • Ensure the tests are built with optimisation enabled (#394).

RcppEnsmallen 0.2.21.0.1

• Upgraded to ensmallen 2.21.0: “Stripped Bolt Head” (2023-11-27)
  • Clarify return values for different callback types (#383).
  • Fix return types of callbacks (#382).
  • Minor cleanup for printing optimization reports via Report() (#385).
• Updated vignettes to account for R 4.0.0 change. (#61)
• Added pkgdown website URL to DESCRIPTION.

RcppEnsmallen 0.2.20.0.1

• Upgraded to ensmallen 2.20.0: “Eight Ball Deluxe” (2023-10-05)
  • Implementation of Active CMAES (#367).
  • LBFGS: avoid generation of NaNs, and add checks for finite values (#368).
  • Fix CNE test tolerances (#360).
  • Rename SCD optimizer, to CD (#379).
• Updated GitHub Action runners update-ensmallen-refresh and pkgdown to address deprecation notices. (#53, #54, #55).
• Removed explicit C++11 requirement from DESCRIPTION and Makevars{.win}.
• Increased the R version required to R 4.0 to ensure a compiler with C++11 is available.

RcppEnsmallen 0.2.19.1.1

• Upgraded to ensmallen 2.19.1: “Eight Ball Deluxe” (2023-02-08)
• Avoid deprecation warnings in Armadillo 11.2+ (#347).
• Updated GitHub Action’s runner to the latest versions (#51).

RcppEnsmallen 0.2.19.0.1

• Upgraded to ensmallen 2.19.0: “Eight Ball Deluxe” (2022-04-11)

• Added DemonSGD and DemonAdam optimizers (#211).

• Fix bug with Adam-like optimizers not resetting when resetPolicy is true. (#340).

• Add Yogi optimizer (#232).

• Add AdaBelief optimizer (#233).

• Add AdaSqrt optimizer (#234).

• Bump check for minimum supported version of Armadillo (#342).

RcppEnsmallen 0.2.18.2.1

• Upgraded to ensmallen 2.18.2: “Fairmount Bagel” (2022-02-14)
  • Update Catch2 to 2.13.8 (#336).
  • Fix epoch timing output (#337).
• Update R package URLs.

RcppEnsmallen 0.2.18.1.1

• Upgraded to ensmallen 2.18.1: “Fairmount Bagel” (2021-11-20)
  • Accelerate SGD test time (#330).
  • Fix potential infinite loop in CMAES (#331).
  • Fix SCD partial gradient test (#332).

RcppEnsmallen 0.2.18.0.1

• Upgraded to ensmallen 2.18.0: “Fairmount Bagel” (2021-10-21)
  • Add gradient value clipping and gradient norm scaling callback (#315).
  • Remove superfluous CMake option to build the tests (#313).
  • Bump minimum Armadillo version to 9.800 (#318).
  • Update Catch2 to 2.13.7 (#322).
  • Remove redundant template argument for C++20 compatibility (#324).
  • Fix MOEAD test stability (#327).
• Update GitHub Actions to the standard r-lib/actions configuration. (#45)

RcppEnsmallen 0.2.17.0.1

• Upgraded to ensmallen 2.17.0: “Pachis Din Me Pesa Double” (2021-07-06)
  • CheckArbitraryFunctionTypeAPI extended for MOO support (#283).
  • Refactor NSGA2 (#263, #304).
  • Add Indicators for Multiobjective optimizers (#285).
  • Make Callback flexible for MultiObjective Optimizers (#289).
  • Add ZDT Test Suite (#273).
  • Add MOEA-D/DE Optimizer (#269).
  • Introduce Policy Methods for MOEA/D-DE (#293).
  • Add Das-Dennis weight initialization method (#295).
  • Add Dirichlet Weight Initialization (#296).
  • Improved installation and compilation instructions (#300).
  • Disable building the tests by default for faster installation (#303).
  • Modify matrix initialisation to take into account default element zeroing in Armadillo 10.5 (#305).

RcppEnsmallen 0.2.16.2.1 (GitHub-only Release)

• Upgraded to ensmallen 2.16.2: “Severely Dented Can Of Polyurethane” (2021-03-25)
  • Fix CNE test trials (#267).
  • Update Catch2 to 2.13.4 (#268).
  • Fix typos in documentation (#270, #271).
  • Add clarifying comments in problems/ implementations (#276).
  • Remove AdamSchafferFunctionN2Test test from Adam test suite to prevent spurious issue on some aarch64 (#259).

RcppEnsmallen 0.2.16.1.1

• Upgraded to ensmallen 2.16.1: “Severely Dented Can Of Polyurethane” (2021-03-04)
  • Fix test compilation issue when ENS_USE_OPENMP is set (#255).
  • Fix CNE initial population generation to use normal distribution (#258).
  • Fix compilation warnings (#259).

RcppEnsmallen 0.2.16.0.1 (GitHub-Only Release)

• Upgraded to ensmallen 2.16.0: “Severely Dented Can Of Polyurethane” (2021-02-19)
  • Expand README with example installation and add simple example program showing usage of the L-BFGS optimizer (#248).
  • Refactor tests to increase stability and reduce random errors (#249).

RcppEnsmallen 0.2.15.1.1

• Upgraded to ensmallen 2.15.1: “Why Can’t I Manage To Grow Any Plants?” (2020-11-05)
  • Fix include order to ensure traits is loaded before reports (#239).

RcppEnsmallen 0.2.15.0.1

• Upgraded to ensmallen 2.15.0: “No Direction Home” (2020-11-03)
  • Make a few tests more robust (#228).
  • Add release date to version information. (#226)
  • Fix typo in release script (#236).
  • Add optimizer summary report callback (#213).

RcppEnsmallen 0.2.14.2.1

• Upgraded to ensmallen 2.14.2: “No Direction Home” (2020-09-05)
  • Fix implementation of fonesca fleming problem function f1 and f2 type usage and negative signs. (#223)

RcppEnsmallen 0.2.14.1.1

• Upgraded to ensmallen 2.14.1: “No Direction Home” (2020-08-21)
  • Fix release script (remove hardcoded information, trim leading whitespaces introduced by wc -l in MacOS) (#216, #220).
  • Adjust tolerance for AugLagrangian convergence based on element type (#217).
  • Add NSGA2 optimizer for multi-objective functions (#149).
  • Update automatic website update release script (#207).
  • Clarify and fix documentation for constrained optimizers (#201).
  • Fix L-BFGS convergence when starting from a minimum (#201).
• Switch GitHub Actions to use reference tags to always be up-to-date with CRAN’s check grid (oldrel, release, devel). (#29, #32)
• Added a GitHub Action to automatically create a PR with the new version of Ensmallen when a new release is detected. (#30, #33)

RcppEnsmallen 0.2.13.0.1

• Upgraded to ensmallen 2.13.0: “Automatically Automated Automation” (2020-07-15)
  • Fix CMake package export (#198).
  • Allow early stop callback to accept a lambda function (#165).

RcppEnsmallen 0.2.12.1.1

• Upgraded to ensmallen 2.12.1: “Stir Crazy” (2020-04-20)
• Fix total number of epochs and time estimation for ProgressBar callback (#181).
• Handle SpSubview_col and SpSubview_row in Armadillo 9.870 (#194).
• Minor documentation fixes (#197).
• Correction in the formulation of sigma in CMA-ES (#183).
• Remove deprecated methods from PrimalDualSolver implementation (#185). (#186).

RcppEnsmallen 0.2.11.3.1

• Upgraded to ensmallen 2.11.3: “The Poster Session Is Full” (2020-02-19)
  • Prevent spurious compiler warnings (#161).
  • Fix minor memory leaks (#167).
  • Revamp CMake configuration (#152).
  • Allow callback instantiation for SGD based optimizer (#155).
  • Minor test stability fixes on i386 (#156).
  • Fix Lookahead MaxIterations() check. (#159).

RcppEnsmallen 0.2.11.1.1

• Upgraded to ensmallen 2.11.1: “The Poster Session Is Full” (2019-12-28)
  • Fix Lookahead Synchronization period type (#153).
  • Add Lookahead (#138).
  • Add AdaBound and AMSBound (#137).
  • SGD callback test 32-bit safety (big number) (#143).
  • Use “arbitrary” and “separable” terms in static function type checks (#145).
  • Remove ‘using namespace std’ from problems/ files (#147).
  • Add optional tests building. (#141).
  • Make code samples collapsible in the documentation. (#140).
• Switched deployment from TravisCI to GitHub Actions. (#17, #22)
• Removed check on header file inclusion (#21)

RcppEnsmallen 0.2.10.3.1

• Upgraded to ensmallen 2.10.3: “Fried Chicken” (2019-09-26)
  • Add release script to rel/ for maintainers (#128).
  • Fix Armadillo version check (#133).
  • Documentation fix for callbacks (#129).
  • Compatibility fixes for ensmallen 1.x (#131).
  • Fix ParallelSGD runtime bug. (#135).
  • Add additional L-BFGS convergence check (#136).
• Added vignette with worked example for linear regression and for package inclusion.

RcppEnsmallen 0.2.10.0.1

• Upgraded to ensmallen 2.10.0: “Fried Chicken” (2019-09-07)
  • All Optimize() functions now take any matrix type; so, e.g., arma::fmat or arma::sp_mat can be used for optimization. See the documentation for (#113). (#119).
  • Introduce callback support. Callbacks can be appended as the last arguments of an Optimize() call, and can perform custom behavior at different points during the optimization. See the documentation for more details (#119).
  • Slight speedups for FrankWolfe optimizer (#127).

RcppEnsmallen 0.1.16.0.1

• 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). (#118). (#118).
  • Introduce local-best particle swarm optimization, LBestPSO, for (#86).
• (#123).

RcppEnsmallen 0.1.15.0.1

• Upgraded to ensmallen release 1.15.0 “Wrong Side Of The Road” (2019-05-14) (#81).
• (#115).
• (#115).

RcppEnsmallen 0.1.14.4.1

• Upgraded to ensmallen release 1.14.4 “Difficult Crimp” (2019-05-12) (#91). (#100). (#97). (#98). (#92).

RcppEnsmallen 0.1.14.1.1

• Upgraded to ensmallen release 1.14.1 “Difficult Crimp” (2019-03-09) (#87). (#90). in CNE to be a normal distribution about the given starting point, which should accelerate convergence. (#77). (#83).

RcppEnsmallen 0.1.13.0.1

• Upgraded to ensmallen release 1.13.0 “Coronavirus Invasion” (2019-01-14) (#66). (#69).
  • Fix list of contributors.
  • Make sure all files end with newlines.
• Reordered SPSA parameters to quiet initialization error surfaced with -Wreorder.

RcppEnsmallen 0.1.12.0.1

• 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 (#61). (#48). (#42). (#46). (#45). (#60).
• Updated citation information

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 0.1.10.0.1

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