Upgrade to ensmallen 2.12.1 (#25)

* Upgrade to ensmallen 2.12.1

* Update news

* changelog

* Bump version

* Fix "too many requests" issue with multiple URLs to the same project page.

    From: NEWS.md
    Status: 429
    Message: Too Many Requests

Author: coatless

ChangeLog

@@ -1,3 +1,12 @@
+2020-04-23  James Balamuta  <[email protected]>
+
+	* DESCRIPTION (Version): Release 2.12.1
+
+	* NEWS.md: Update for Ensmallen release 2.12.1
+
+	* inst/include/ensmallen_bits: Upgraded to Ensmallen 2.12.1
+	* inst/include/ensmallen.hpp: ditto
+
 2020-02-19  James Balamuta  <[email protected]>
 
 	* DESCRIPTION (Version): Release 2.11.3

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: RcppEnsmallen
 Title: Header-Only C++ Mathematical Optimization Library for 'Armadillo'
-Version: 0.2.11.3.1
+Version: 0.2.12.1.1
 Authors@R: c(
     person("James Joseph", "Balamuta", email = "[email protected]", 
            role = c("aut", "cre", "cph"), 

NEWS.md

@@ -1,56 +1,71 @@
+# 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
+ (mlpack/ensmallen#181).
+ - Handle SpSubview_col and SpSubview_row in Armadillo 9.870
+ (mlpack/ensmallen#194).
+ - Minor documentation fixes
+ (mlpack/ensmallen#197).
+ - Correction in the formulation of sigma in CMA-ES
+ (mlpack/ensmallen#183).
+ - Remove deprecated methods from PrimalDualSolver implementation
+ (mlpack/ensmallen#185).
+ (mlpack/ensmallen#186).
+
 # RcppEnsmallen 0.2.11.3.1
 
-- Upgraded to ensmallen 2.13.1: "The Poster Session Is Full" (2020-02-19)
+- Upgraded to ensmallen 2.11.3: "The Poster Session Is Full" (2020-02-19)
   - Prevent spurious compiler warnings
-    ([#161](https://github.com/mlpack/ensmallen/pull/161)).
+ (mlpack/ensmallen#161).
   - Fix minor memory leaks
-    ([#167](https://github.com/mlpack/ensmallen/pull/167)).
+ (mlpack/ensmallen#167).
   - Revamp CMake configuration
-    ([#152](https://github.com/mlpack/ensmallen/pull/152)).
+ (mlpack/ensmallen#152).
   - Allow callback instantiation for SGD based optimizer 
-    ([#138](https://github.com/mlpack/ensmallen/pull/155)).
+ (mlpack/ensmallen#155).
   - Minor test stability fixes on i386
-    ([#156](https://github.com/mlpack/ensmallen/pull/156)).
+ (mlpack/ensmallen#156).
   - Fix Lookahead MaxIterations() check.
-    ([#159](https://github.com/mlpack/ensmallen/pull/159)).
+ (mlpack/ensmallen#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](https://github.com/mlpack/ensmallen/pull/153)).
+ (mlpack/ensmallen#153).
   - Add Lookahead
-    ([#138](https://github.com/mlpack/ensmallen/pull/138)).
+ (mlpack/ensmallen#138).
   - Add AdaBound and AMSBound
-    ([#137](https://github.com/mlpack/ensmallen/pull/137)).
+ (mlpack/ensmallen#137).
   - SGD callback test 32-bit safety (big number)
-    ([#143](https://github.com/mlpack/ensmallen/pull/143)).
+ (mlpack/ensmallen#143).
   - Use "arbitrary" and "separable" terms in static function type checks
-    ([#145](https://github.com/mlpack/ensmallen/pull/145)).
+ (mlpack/ensmallen#145).
   - Remove 'using namespace std' from `problems/` files
-    ([#147](https://github.com/mlpack/ensmallen/pull/147)).
+ (mlpack/ensmallen#147).
   - Add optional tests building.
-    ([#141](https://github.com/mlpack/ensmallen/pull/141)).
+ (mlpack/ensmallen#141).
   - Make code samples collapsible in the documentation.
-    ([#140](https://github.com/mlpack/ensmallen/pull/140)).
+ (mlpack/ensmallen#140).
 - Switched deployment from TravisCI to GitHub Actions. ([#17](https://github.com/coatless/rcppensmallen/pull/17), [#22](https://github.com/coatless/rcppensmallen/pull/22))
 - Removed check on header file inclusion ([#21](https://github.com/coatless/rcppensmallen/pull/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](https://github.com/mlpack/ensmallen/pull/128)).
+ (mlpack/ensmallen#128).
   - Fix Armadillo version check
-    ([#133](https://github.com/mlpack/ensmallen/pull/133)).
+ (mlpack/ensmallen#133).
   - Documentation fix for callbacks
-    ([#129](https://github.com/mlpack/ensmallen/pull/129).
+ (mlpack/ensmallen#129).
   - Compatibility fixes for ensmallen 1.x
-    ([#131](https://github.com/mlpack/ensmallen/pull/131)).
+ (mlpack/ensmallen#131).
   - Fix ParallelSGD runtime bug.
-    ([#135](https://github.com/mlpack/ensmallen/pull/135)).
+ (mlpack/ensmallen#135).
   - Add additional L-BFGS convergence check
-    ([#136](https://github.com/mlpack/ensmallen/pull/136)).
+ (mlpack/ensmallen#136).
 - Added vignette with worked example for linear regression and for package 
   inclusion.
 
@@ -59,57 +74,57 @@
 - 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
-    more details ([#113](https://github.com/mlpack/ensmallen/pull/113),
-    [#119](https://github.com/mlpack/ensmallen/pull/119)).
+ (mlpack/ensmallen#113).
+ (mlpack/ensmallen#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](https://github.com/mlpack/ensmallen/pull/119)).
+ (mlpack/ensmallen#119).
   - Slight speedups for `FrankWolfe` optimizer
-    ([#127](https://github.com/mlpack/ensmallen/pull/127)).
+ (mlpack/ensmallen#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](https://github.com/mlpack/ensmallen/pull/109)).
-  - Fix handling of curvature for BigBatchSGD ([#118](https://github.com/mlpack/ensmallen/pull/118)).
-  - Reduce runtime of tests ([#118](https://github.com/mlpack/ensmallen/pull/118)).
+ (mlpack/ensmallen#109).
+ (mlpack/ensmallen#118).
+ (mlpack/ensmallen#118).
   - Introduce local-best particle swarm optimization, `LBestPSO`, for
-    unconstrained optimization problems ([#86](https://github.com/mlpack/ensmallen/pull/86)).
-- Fix return type error in `PSO` ([#123](https://github.com/mlpack/ensmallen/pull/123))
+ (mlpack/ensmallen#86).
+- (mlpack/ensmallen#123).
 
 # RcppEnsmallen 0.1.15.0.1
 
 - Upgraded to ensmallen release 1.15.0 "Wrong Side Of The Road" (2019-05-14)
-   - Added QHAdam and QHSGD optimizers ([#81](https://github.com/mlpack/ensmallen/pull/81)).
-- Fix `-Wreorder` in `qhadam` warning ([#115](https://github.com/mlpack/ensmallen/pull/115)).
-- Fix `-Wunused-private-field` warning in `spsa` ([#115](https://github.com/mlpack/ensmallen/pull/115)).
+ (mlpack/ensmallen#81).
+- (mlpack/ensmallen#115).
+- (mlpack/ensmallen#115).
 
 # RcppEnsmallen 0.1.14.4.1
 
 - Upgraded to ensmallen release 1.14.4 "Difficult Crimp" (2019-05-12)
-   - Fixes for BigBatchSGD ([#91](https://github.com/mlpack/ensmallen/pull/91)).
-   - Handle eig_sym() failures correctly ([#100](https://github.com/mlpack/ensmallen/pull/100)).
-   - SPSA test tolerance fix ([#97](https://github.com/mlpack/ensmallen/pull/97)).
-   - Minor documentation fixes ([#95](https://github.com/mlpack/ensmallen/pull/95), [#98](https://github.com/mlpack/ensmallen/pull/98)).
-   - Fix newlines at end of file ([#92](https://github.com/mlpack/ensmallen/pull/92)).
+ (mlpack/ensmallen#91).
+ (mlpack/ensmallen#100).
+ (mlpack/ensmallen#97).
+ (mlpack/ensmallen#98).
+ (mlpack/ensmallen#92).
 
 # RcppEnsmallen 0.1.14.1.1
 
 - Upgraded to ensmallen release 1.14.1 "Difficult Crimp" (2019-03-09)
-   - Fixes for SPSA ([#87](https://github.com/mlpack/ensmallen/pull/87)).
-   - Optimized CNE and DE ([#90](https://github.com/mlpack/ensmallen/pull/90)). Changed initial population generation 
+ (mlpack/ensmallen#87).
+ (mlpack/ensmallen#90).
      in CNE to be a normal distribution about the given starting point, 
      which should accelerate convergence.
-   - Add DE optimizer ([#77](https://github.com/mlpack/ensmallen/pull/77)).
-   - Fix for Cholesky decomposition in CMAES ([#83](https://github.com/mlpack/ensmallen/pull/83)).
+ (mlpack/ensmallen#77).
+ (mlpack/ensmallen#83).
 
 # RcppEnsmallen 0.1.13.0.1
 
 - Upgraded to ensmallen release 1.13.0 "Coronavirus Invasion" (2019-01-14)
-   - Enhance options for AugLagrangian optimizer ([#66](https://github.com/mlpack/ensmallen/pull/66)).
-   - Add SPSA optimizer ([#69](https://github.com/mlpack/ensmallen/pull/69)).
+ (mlpack/ensmallen#66).
+ (mlpack/ensmallen#69).
    - Fix list of contributors.
    - Make sure all files end with newlines.
 - Reordered SPSA parameters to quiet initialization error surfaced with `-Wreorder`.
@@ -119,12 +134,12 @@
 - 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
-     each optimizer ([#61](https://github.com/mlpack/ensmallen/pull/61)).
-   - Add FTML optimizer ([#48](https://github.com/mlpack/ensmallen/pull/48)).
-   - Add SWATS optimizer ([#42](https://github.com/mlpack/ensmallen/pull/42)).
-   - Add Padam optimizer ([#46](https://github.com/mlpack/ensmallen/pull/46)).
-   - Add Eve optimizer ([#45](https://github.com/mlpack/ensmallen/pull/45)).
-   - Add ResetPolicy() to SGD-like optimizers ([#60](https://github.com/mlpack/ensmallen/pull/60)).
+ (mlpack/ensmallen#61).
+ (mlpack/ensmallen#48).
+ (mlpack/ensmallen#42).
+ (mlpack/ensmallen#46).
+ (mlpack/ensmallen#45).
+ (mlpack/ensmallen#60).
 - Updated citation information
 
 # RcppEnsmallen 0.1.11.1.1

cran-comments.md

@@ -1,7 +1,7 @@
 ## Test environments
 
-* local macOS install, R 3.6.2
-* ubuntu 16.04 (with GitHub Actions), R 3.6.2
+* local macOS install, R 3.6.3
+* ubuntu 16.04 (with GitHub Actions), R 3.6.3
 * win-builder (devel and release)
 
 ## R CMD check results

inst/include/ensmallen_bits/callbacks/progress_bar.hpp

@@ -81,17 +81,9 @@ class ProgressBar
     if (function.NumFunctions() % optimizer.BatchSize() > 0)
       epochSize++;
 
-    if (!optimizer.MaxIterations())
-    {
-      Warn << "Maximum number of iterations not defined (no limit),"
-           << " no progress bar shown." << std::endl;
-    }
-    else
-    {
-      epochs = optimizer.MaxIterations() / epochSize;
-      if (optimizer.MaxIterations() % epochSize > 0)
-        epochs++;
-    }
+    epochs = optimizer.MaxIterations() / function.NumFunctions();
+    if (optimizer.MaxIterations() % function.NumFunctions() > 0)
+      epochs++;
 
     stepTimer.tic();
   }
@@ -138,8 +130,12 @@ class ProgressBar
   {
     if (newEpoch)
     {
-      output << "Epoch " << epoch << "/" << epochs << "\n";
-      output.flush();
+      output << "Epoch " << epoch;
+      if (epochs > 0)
+      {
+        output << "/" << epochs;
+      }
+      output << '\n';
       newEpoch = false;
     }
 
@@ -161,8 +157,8 @@ class ProgressBar
       }
     }
 
-    output << "] " << progress << "% - ETA: " << (size_t) stepTimer.toc() *
-        (epochSize - step + 1) % 60 << "s - loss: " <<
+    output << "] " << progress << "% - ETA: " << (size_t) (stepTimer.toc() *
+        (epochSize - step + 1)) % 60 << "s - loss: " <<
         objective / (double) step <<  "\r";
     output.flush();
 

inst/include/ensmallen_bits/cmaes/cmaes_impl.hpp

@@ -77,7 +77,7 @@ typename MatType::elem_type CMAES<SelectionPolicyType>::Optimize(
   const double muEffective = 1 / arma::accu(arma::pow(w, 2));
 
   // Step size control parameters.
-  BaseMatType sigma(3, 1); // sigma is vector-shaped.
+  BaseMatType sigma(2, 1); // sigma is vector-shaped.
   sigma(0) = 0.3 * (upperBound - lowerBound);
   const double cs = (muEffective + 2) / (iterate.n_elem + muEffective + 5);
   const double ds = 1 + cs + 2 * std::max(std::sqrt((muEffective - 1) /
@@ -97,7 +97,7 @@ typename MatType::elem_type CMAES<SelectionPolicyType>::Optimize(
       muEffective) / (std::pow(iterate.n_elem + 2, 2) +
       alphaMu * muEffective / 2));
 
-  std::vector<BaseMatType> mPosition(3, BaseMatType(iterate.n_rows,
+  std::vector<BaseMatType> mPosition(2, BaseMatType(iterate.n_rows,
       iterate.n_cols));
   mPosition[0] = lowerBound + arma::randu<BaseMatType>(
       iterate.n_rows, iterate.n_cols) * (upperBound - lowerBound);
@@ -216,8 +216,7 @@ typename MatType::elem_type CMAES<SelectionPolicyType>::Optimize(
     }
 
     const ElemType psNorm = arma::norm(ps[idx1]);
-    sigma(idx1) = sigma(idx0) * std::pow(
-        std::exp(cs / ds * psNorm / enn - 1), 0.3);
+    sigma(idx1) = sigma(idx0) * std::exp(cs / ds * ( psNorm / enn - 1));
 
     // Update covariance matrix.
     if ((psNorm / sqrt(1 - std::pow(1 - cs, 2 * i))) < h)

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 11
-#define ENS_VERSION_PATCH 3
+#define ENS_VERSION_MINOR 12
+#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 "The Poster Session Is Full"
+#define ENS_VERSION_NAME "Stir Crazy"
 
 namespace ens {
 

inst/include/ensmallen_bits/function/arma_traits.hpp

@@ -76,6 +76,31 @@ struct MatTypeTraits<arma::SpSubview<eT>>
       "or a matrix alias instead!");
 };
 
+
+#if ((ARMA_VERSION_MAJOR >= 10) || \
+    ((ARMA_VERSION_MAJOR == 9) && (ARMA_VERSION_MINOR >= 869)))
+
+// Armadillo 9.869+ has SpSubview_col and SpSubview_row
+
+template<typename eT>
+struct MatTypeTraits<arma::SpSubview_col<eT>>
+{
+  static_assert(sizeof(arma::SpSubview_col<eT>) == 0,
+      "Armadillo subviews cannot be passed to Optimize()!  Create a matrix "
+      "or a matrix alias instead!");
+};
+
+template<typename eT>
+struct MatTypeTraits<arma::SpSubview_row<eT>>
+{
+  static_assert(sizeof(arma::SpSubview_row<eT>) == 0,
+      "Armadillo subviews cannot be passed to Optimize()!  Create a matrix "
+      "or a matrix alias instead!");
+};
+
+#endif
+
+
 template<typename eT>
 struct MatTypeTraits<arma::Cube<eT>>
 {

inst/include/ensmallen_bits/sa/sa.hpp

@@ -73,7 +73,7 @@ class SA
    * @param initMoveCoef Initial move size.
    * @param gain Proportional control in feedback move control.
    */
-  SA(CoolingScheduleType& coolingSchedule,
+  SA(const CoolingScheduleType& coolingSchedule = CoolingScheduleType(),
      const size_t maxIterations = 1000000,
      const double initT = 10000.,
      const size_t initMoves = 1000,
@@ -102,6 +102,11 @@ class SA
                                        MatType& iterate,
                                        CallbackTypes&&... callbacks);
 
+  //! Get the cooling schedule.
+  CoolingScheduleType CoolingSchedule() const { return coolingSchedule; }
+  //! Modify the cooling schedule.
+  CoolingScheduleType& CoolingSchedule() { return coolingSchedule; }
+
   //! Get the temperature.
   double Temperature() const { return temperature; }
   //! Modify the temperature.
@@ -139,7 +144,7 @@ class SA
 
  private:
   //! The cooling schedule being used.
-  CoolingScheduleType& coolingSchedule;
+  CoolingScheduleType coolingSchedule;
   //! The maximum number of iterations.
   size_t maxIterations;
   //! The current temperature.

inst/include/ensmallen_bits/sa/sa_impl.hpp

@@ -18,7 +18,7 @@ namespace ens {
 
 template<typename CoolingScheduleType>
 SA<CoolingScheduleType>::SA(
-    CoolingScheduleType& coolingSchedule,
+    const CoolingScheduleType& coolingSchedule,
     const size_t maxIterations,
     const double initT,
     const size_t initMoves,