Upgrade ensmallen to 2.21.1 (#64)

Co-authored-by: coatless <[email protected]>

Author: github-actions[bot]

ChangeLog

@@ -1,3 +1,10 @@
+2024-02-16  James Balamuta  <[email protected]>
+
+	* DESCRIPTION (Version): Release 2.21.1
+	* NEWS.md: Update for Ensmallen release 2.21.1
+	* inst/include/ensmallen_bits: Upgraded to Ensmallen 2.21.1
+	* inst/include/ensmallen.hpp: ditto
+
 2023-11-27  James Balamuta  <[email protected]>
 
 	* DESCRIPTION (Version): Release 2.21.0

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: RcppEnsmallen
 Title: Header-Only C++ Mathematical Optimization Library for 'Armadillo'
-Version: 0.2.21.0.1
+Version: 0.2.21.1.1
 Authors@R: c(
     person("James Joseph", "Balamuta", email = "[email protected]", 
            role = c("aut", "cre", "cph"), 

NEWS.md

@@ -1,3 +1,11 @@
+# RcppEnsmallen 0.2.21.1.1
+
+- Upgraded to ensmallen 2.21.1: "Bent Antenna" (2024-02-16)
+  - Fix numerical precision issues for small-gradient L-BFGS scaling factor
+    computations ([#392](https://github.com/mlpack/ensmallen/pull/392)).
+  - Ensure the tests are built with optimisation enabled
+    ([#394](https://github.com/mlpack/ensmallen/pull/394)).
+
 # RcppEnsmallen 0.2.21.0.1
 
 - Upgraded to ensmallen 2.21.0: "Stripped Bolt Head" (2023-11-27)

inst/include/ensmallen_bits/aug_lagrangian/aug_lagrangian_impl.hpp

@@ -136,9 +136,8 @@ AugLagrangian::Optimize(
         << ", starting with objective "  << lastObjective << "." << std::endl;
 
     if (!lbfgs.Optimize(augfunc, coordinates, callbacks...))
-      Info << "L-BFGS reported an error during optimization."
-          << std::endl;
-    Info << "Done with L-BFGS: " << coordinates << "\n";
+      Info << "L-BFGS reported an error during optimization." << std::endl;
+    Info << "Done with L-BFGS." << std::endl;
 
     const ElemType objective = function.Evaluate(coordinates);
 

inst/include/ensmallen_bits/callbacks/query_front.hpp

@@ -48,7 +48,7 @@ class QueryFront
            typename MatType,
            typename ObjectivesVecType,
            typename IndicesType>
-  bool GenerationalStepTaken(OptimizerType& opt,
+  bool GenerationalStepTaken(OptimizerType& /* opt */,
                              FunctionType& /* function */,
                              const MatType& /* coordinates */,
                              const ObjectivesVecType& objectives,

inst/include/ensmallen_bits/cmaes/not_empty_transformation.hpp

@@ -9,28 +9,34 @@
  * the 3-clause BSD license along with ensmallen.  If not, see
  * http://www.opensource.org/licenses/BSD-3-Clause for more information.
  */
-#ifndef NOT_EMPTY_TRANSFORMATION
-#define NOT_EMPTY_TRANSFORMATION
+#ifndef ENSMALLEN_CMAES_NOT_EMPTY_TRANSFORMATION
+#define ENSMALLEN_CMAES_NOT_EMPTY_TRANSFORMATION
 
- /*
-  This partial specialization is used to throw an exception when the
-  TransformationPolicyType is EmptyTransformation and call a
-  constructor with parameters 'lowerBound' and 'upperBound' otherwise.
-  This shall be removed when the deprecated constructor is removed in
-  the next major version of ensmallen.
+/**
+ * This partial specialization is used to throw an exception when the
+ * TransformationPolicyType is EmptyTransformation and call a constructor with
+ * parameters 'lowerBound' and 'upperBound' otherwise.  This shall be removed
+ * when the deprecated constructor is removed in the next major version of
+ * ensmallen.
  */
 template<typename T1, typename T2>
-struct NotEmptyTransformation : std::true_type {
-  void Assign(T1& obj, double lowerBound, double upperBound) {
+struct NotEmptyTransformation : std::true_type
+{
+  void Assign(T1& obj, double lowerBound, double upperBound)
+  {
     obj = T1(lowerBound, upperBound);
   }
 };
 
 template<template<typename...> class T, typename... A, typename... B>
-struct NotEmptyTransformation<T<A...>, T<B...>> : std::false_type {
-  void Assign(T<A...>& obj, double lowerBound, double upperBound) {
+struct NotEmptyTransformation<T<A...>, T<B...>> : std::false_type
+{
+  void Assign(T<A...>& /* obj */,
+              double /* lowerBound */,
+              double /* upperBound */)
+  {
     throw std::logic_error("TransformationPolicyType is EmptyTransformation");
   }
 };
 
-#endif
+#endif

inst/include/ensmallen_bits/ens_version.hpp

@@ -16,16 +16,16 @@
 // 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 21
-#define ENS_VERSION_PATCH 0
+#define ENS_VERSION_PATCH 1
 // 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 "Bent Antenna"
 // Incorporate the date the version was released.
-#define ENS_VERSION_YEAR "2023"
-#define ENS_VERSION_MONTH "11"
-#define ENS_VERSION_DAY "23"
+#define ENS_VERSION_YEAR "2024"
+#define ENS_VERSION_MONTH "02"
+#define ENS_VERSION_DAY "15"
 
 namespace ens {
 

inst/include/ensmallen_bits/lbfgs/lbfgs_impl.hpp

@@ -79,24 +79,27 @@ double L_BFGS::ChooseScalingFactor(const size_t iterationNum,
 {
   typedef typename CubeType::elem_type CubeElemType;
 
+  constexpr const CubeElemType tol =
+      100 * std::numeric_limits<CubeElemType>::epsilon();
+
   double scalingFactor;
   if (iterationNum > 0)
   {
     int previousPos = (iterationNum - 1) % numBasis;
     // Get s and y matrices once instead of multiple times.
     const arma::Mat<CubeElemType>& sMat = s.slice(previousPos);
     const arma::Mat<CubeElemType>& yMat = y.slice(previousPos);
-    
+
     const CubeElemType tmp   = arma::dot(yMat, yMat);
-    const CubeElemType denom = (tmp != CubeElemType(0)) ? tmp : CubeElemType(1);
-    
+    const CubeElemType denom = (tmp >= tol) ? tmp : CubeElemType(1);
+
     scalingFactor = arma::dot(sMat, yMat) / denom;
   }
   else
   {
     const CubeElemType tmp = arma::norm(gradient, "fro");
-    
-    scalingFactor = (tmp != CubeElemType(0)) ? (1.0 / tmp) : 1.0;
+
+    scalingFactor = (tmp >= tol) ? (1.0 / tmp) : 1.0;
   }
 
   return scalingFactor;
@@ -135,16 +138,18 @@ void L_BFGS::SearchDirection(const MatType& gradient,
   for (size_t i = iterationNum; i != limit; i--)
   {
     int translatedPosition = (i + (numBasis - 1)) % numBasis;
-    
+
     const arma::Mat<CubeElemType>& sMat = s.slice(translatedPosition);
     const arma::Mat<CubeElemType>& yMat = y.slice(translatedPosition);
-    
+
     const CubeElemType tmp = arma::dot(yMat, sMat);
-    
-    rho[iterationNum - i] = (tmp != CubeElemType(0)) ? (1.0 / tmp) : CubeElemType(1);
-    
-    alpha[iterationNum - i] = rho[iterationNum - i] * arma::dot(sMat, searchDirection);
-    
+
+    rho[iterationNum - i] = (tmp != CubeElemType(0)) ? (1.0 / tmp) :
+        CubeElemType(1);
+
+    alpha[iterationNum - i] = rho[iterationNum - i] *
+        arma::dot(sMat, searchDirection);
+
     searchDirection -= alpha[iterationNum - i] * yMat;
   }
 
@@ -410,7 +415,8 @@ L_BFGS::Optimize(FunctionType& function,
     //
     // But don't do this on the first iteration to ensure we always take at
     // least one descent step.
-    // TODO: to speed this up, investigate use of arma::norm2est() in Armadillo 12.4
+    // TODO: to speed this up, investigate use of arma::norm2est() in Armadillo
+    // 12.4
     if (arma::norm(gradient, 2) < minGradientNorm)
     {
       Info << "L-BFGS gradient norm too small (terminating successfully)."
@@ -442,7 +448,7 @@ L_BFGS::Optimize(FunctionType& function,
            << std::endl;
       break;
       }
-    
+
     // Build an approximation to the Hessian and choose the search
     // direction for the current iteration.
     SearchDirection(gradient, itNum, scalingFactor, s, y, searchDirection);

tools/HISTORYold.md

@@ -1,5 +1,13 @@
-### ensmallen ?.??.?: "???"
-###### ????-??-??
+### ensmallen 2.21.1: "Bent Antenna"
+###### 2024-02-15
+ * Fix numerical precision issues for small-gradient L-BFGS scaling factor
+   computations ([#392](https://github.com/mlpack/ensmallen/pull/392)).
+
+ * Ensure the tests are built with optimisation enabled
+   ([#394](https://github.com/mlpack/ensmallen/pull/394)).
+
+### ensmallen 2.21.0: "Bent Antenna"
+###### 2023-11-27
  * Clarify return values for different callback types
    ([#383](https://github.com/mlpack/ensmallen/pull/383)).