Upgrade ensmallen 2.13.0 (#27)

* Update ensmallen to 2.13.0

* Add NEWS entry

* Add ChangeLog entry

* Update R version in CRAN-comments

* Bump version

Author: coatless

ChangeLog

@@ -1,3 +1,12 @@
+2020-07-23  James Balamuta  <[email protected]>
+
+	* DESCRIPTION (Version): Release 2.13.0
+
+	* NEWS.md: Update for Ensmallen release 2.13.0
+
+	* inst/include/ensmallen_bits: Upgraded to Ensmallen 2.13.0
+	* inst/include/ensmallen.hpp: ditto
+
 2020-04-23  James Balamuta  <[email protected]>
 
 	* DESCRIPTION (Version): Release 2.12.1

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: RcppEnsmallen
 Title: Header-Only C++ Mathematical Optimization Library for 'Armadillo'
-Version: 0.2.12.1.1
+Version: 0.2.13.0.1
 Authors@R: c(
     person("James Joseph", "Balamuta", email = "[email protected]", 
            role = c("aut", "cre", "cph"), 

NEWS.md

@@ -1,3 +1,11 @@
+# RcppEnsmallen 0.2.13.0.1
+
+- Upgraded to ensmallen 2.13.0: "Automatically Automated Automation" (2020-07-15)
+  - Fix CMake package export
+    ([#198](https://github.com/mlpack/ensmallen/pull/198)).
+  - Allow early stop callback to accept a lambda function
+    ([#165](https://github.com/mlpack/ensmallen/pull/165)).
+
 # RcppEnsmallen 0.2.12.1.1
 
 - Upgraded to ensmallen 2.12.1: "Stir Crazy" (2020-04-20)

cran-comments.md

@@ -1,7 +1,7 @@
 ## Test environments
 
-* local macOS install, R 3.6.3
-* ubuntu 16.04 (with GitHub Actions), R 3.6.3
+* local macOS install, R 4.0.2
+* ubuntu 16.04 (with GitHub Actions), R 4.0.2
 * win-builder (devel and release)
 
 ## R CMD check results

inst/include/ensmallen.hpp

@@ -33,20 +33,20 @@
   #error "need Armadillo version 8.400 or later"
 #endif
 
-#include <cmath>
-#include <cstdlib>
-#include <cstdio>
-#include <cstring>
 #include <cctype>
-#include <climits>
 #include <cfloat>
+#include <cmath>
 #include <cstdint>
+#include <cstdio>
+#include <cstdlib>
+#include <cstring>
+#include <iostream>
+#include <limits>
+#include <sstream>
 #include <stdexcept>
+#include <string>
 #include <tuple>
 #include <utility>
-#include <iostream>
-#include <string>
-#include <sstream>
 
 // On Visual Studio, disable C4519 (default arguments for function templates)
 // since it's by default an error, which doesn't even make any sense because

inst/include/ensmallen_bits/callbacks/early_stop_at_min_loss.hpp

@@ -1,6 +1,7 @@
 /**
  * @file early_stop_at_min_loss.hpp
  * @author Marcus Edel
+ * @author Omar Shrit
  *
  * Implementation of the early stop at minimum loss callback function.
  *
@@ -12,13 +13,16 @@
 #ifndef ENSMALLEN_CALLBACKS_EARLY_STOP_AT_MIN_LOSS_HPP
 #define ENSMALLEN_CALLBACKS_EARLY_STOP_AT_MIN_LOSS_HPP
 
+#include <functional>
+
 namespace ens {
 
 /**
  * Early stopping to terminate the optimization process early if the loss stops
  * decreasing.
  */
-class EarlyStopAtMinLoss
+template<typename MatType = arma::mat>
+class EarlyStopAtMinLossType
 {
  public:
   /**
@@ -28,12 +32,33 @@ class EarlyStopAtMinLoss
    * @param patienceIn The number of epochs to wait after the minimum loss has
    *    been reached or no improvement has been made (Default: 10).
    */
-  EarlyStopAtMinLoss(const size_t patienceIn = 10) :
-      patience(patienceIn),
+  EarlyStopAtMinLossType<MatType>(const size_t patienceIn = 10) :
+      callbackUsed(false), 
+      patience(patienceIn), 
       bestObjective(std::numeric_limits<double>::max()),
       steps(0)
   { /* Nothing to do here */ }
 
+  /**
+   * Set up the early stop at min loss class, which keeps track of the minimum
+   * loss and stops the optimization process if the loss stops decreasing.
+   *
+   * @param func, callback to return immediate loss evaluated by the function
+   * @param patienceIn The number of epochs to wait after the minimum loss has
+   *    been reached or no improvement has been made (Default: 10).
+   */
+  EarlyStopAtMinLossType<MatType>(
+      std::function<double(const MatType&)> func,
+      const size_t patienceIn = 10)
+    : callbackUsed(true), 
+      patience(patienceIn), 
+      bestObjective(std::numeric_limits<double>::max()),
+      steps(0), 
+      localFunc(func)
+  {
+    // Nothing to do here
+  }
+
   /**
    * Callback function called at the end of a pass over the data.
    *
@@ -43,13 +68,18 @@ class EarlyStopAtMinLoss
    * @param epoch The index of the current epoch.
    * @param objective Objective value of the current point.
    */
-  template<typename OptimizerType, typename FunctionType, typename MatType>
+  template<typename OptimizerType, typename FunctionType>
   bool EndEpoch(OptimizerType& /* optimizer */,
                 FunctionType& /* function */,
-                const MatType& /* coordinates */,
+                const MatType& coordinates,
                 const size_t /* epoch */,
-                const double objective)
+                double objective)
   {
+    if (callbackUsed)
+    {
+      objective = localFunc(coordinates);
+    } 
+
     if (objective < bestObjective)
     {
       steps = 0;
@@ -68,6 +98,9 @@ class EarlyStopAtMinLoss
   }
 
  private:
+  //! False if the first constructor is called, true if the user passed a lambda. 
+  bool callbackUsed;
+
   //! The number of epochs to wait before terminating the optimization process.
   size_t patience;
 
@@ -76,8 +109,19 @@ class EarlyStopAtMinLoss
 
   //! Locally-stored number of steps since the loss improved.
   size_t steps;
+
+  //! Function to call at the end of the epoch.
+  std::function<double(const MatType&)> localFunc;
 };
 
+/*
+ * Note that the using definition is temporary, this definition should
+ * be removed when releasing ensmallen 3.0
+ * The renaming of the class is only to avoid a major version bump
+ * because if the template type added to this class
+ */
+using EarlyStopAtMinLoss = EarlyStopAtMinLossType<arma::mat>;
+
 } // namespace ens
 
 #endif

inst/include/ensmallen_bits/ens_version.hpp

@@ -15,13 +15,13 @@
 #define ENS_VERSION_MAJOR 2
 // The minor version is two digits so regular numerical comparisons of versions
 // work right.  The first minor version of a release is always 10.
-#define ENS_VERSION_MINOR 12
-#define ENS_VERSION_PATCH 1
+#define ENS_VERSION_MINOR 13
+#define ENS_VERSION_PATCH 0
 // If this is a release candidate, it will be reflected in the version name
 // (i.e. the version name will be "RC1", "RC2", etc.).  Otherwise the version
 // name will typically be a seemingly arbitrary set of words that does not
 // contain the capitalized string "RC".
-#define ENS_VERSION_NAME "Stir Crazy"
+#define ENS_VERSION_NAME "Automatically Automated Automation"
 
 namespace ens {