Upgrade ensmallen to 2.21.0 (#62)

* Upgrade ensmallen to 2.21.0

* Add news

---------

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

Author: github-actions[bot]

ChangeLog

@@ -1,3 +1,10 @@
+2023-11-27  James Balamuta  <[email protected]>
+
+	* DESCRIPTION (Version): Release 2.21.0
+	* NEWS.md: Update for Ensmallen release 2.21.0
+	* inst/include/ensmallen_bits: Upgraded to Ensmallen 2.21.0
+	* inst/include/ensmallen.hpp: ditto
+
 2023-10-05  James Balamuta  <[email protected]>
 
 	* NEWS.md: Fixed redirected HTTP to HTTPS urls

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: RcppEnsmallen
 Title: Header-Only C++ Mathematical Optimization Library for 'Armadillo'
-Version: 0.2.20.0.1
+Version: 0.2.21.0.1
 Authors@R: c(
     person("James Joseph", "Balamuta", email = "[email protected]", 
            role = c("aut", "cre", "cph"), 

NEWS.md

@@ -1,3 +1,15 @@
+# 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](https://github.com/mlpack/ensmallen/pull/383)).
+  - Fix return types of callbacks
+    ([#382](https://github.com/mlpack/ensmallen/pull/382)).
+  - Minor cleanup for printing optimization reports via `Report()`
+    ([#385](https://github.com/mlpack/ensmallen/pull/385)).
+- Updated vignettes to account for R 4.0.0 change. ([#61](https://github.com/coatless-rpkg/rcppensmallen/pull/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)

inst/include/ensmallen_bits/aug_lagrangian/aug_lagrangian_impl.hpp

@@ -117,8 +117,8 @@ AugLagrangian::Optimize(
   for (size_t i = 0; i < function.NumConstraints(); i++)
   {
     const ElemType p = std::pow(function.EvaluateConstraint(i, coordinates), 2);
-    Callback::EvaluateConstraint(*this, function, coordinates, i, p,
-          callbacks...);
+    terminate |= Callback::EvaluateConstraint(*this, function, coordinates, i,
+        p, callbacks...);
 
     penalty += p;
   }
@@ -129,8 +129,7 @@ AugLagrangian::Optimize(
   // The odd comparison allows user to pass maxIterations = 0 (i.e. no limit on
   // number of iterations).
   size_t it;
-  terminate |= Callback::BeginOptimization(*this, function, coordinates,
-      callbacks...);
+  Callback::BeginOptimization(*this, function, coordinates, callbacks...);
   for (it = 0; it != (maxIterations - 1) && !terminate; it++)
   {
     Info << "AugLagrangian on iteration " << it
@@ -143,7 +142,7 @@ AugLagrangian::Optimize(
 
     const ElemType objective = function.Evaluate(coordinates);
 
-    Callback::Evaluate(*this, function, coordinates, objective,
+    terminate |= Callback::Evaluate(*this, function, coordinates, objective,
         callbacks...);
 
     // Check if we are done with the entire optimization (the threshold we are
@@ -170,14 +169,17 @@ AugLagrangian::Optimize(
     {
       const ElemType p = std::pow(function.EvaluateConstraint(i, coordinates),
           2);
-      Callback::EvaluateConstraint(*this, function, coordinates, i, p,
-          callbacks...);
+      terminate |= Callback::EvaluateConstraint(*this, function, coordinates, i,
+          p, callbacks...);
 
       penalty += p;
     }
 
-    Info << "Penalty is " << penalty << " (threshold "
-        << penaltyThreshold << ")." << std::endl;
+    Info << "Penalty is " << penalty << " (threshold " << penaltyThreshold
+        << ")." << std::endl;
+
+    if (terminate)
+      break;
 
     if (penalty < penaltyThreshold) // We update lambda.
     {
@@ -186,8 +188,8 @@ AugLagrangian::Optimize(
       for (size_t i = 0; i < function.NumConstraints(); i++)
       {
         const ElemType p = function.EvaluateConstraint(i, coordinates);
-        Callback::EvaluateConstraint(*this, function, coordinates, i, p,
-          callbacks...);
+        terminate |= Callback::EvaluateConstraint(*this, function, coordinates,
+            i, p, callbacks...);
 
         augfunc.Lambda()[i] -= augfunc.Sigma() * p;
       }

inst/include/ensmallen_bits/bigbatch_sgd/bigbatch_sgd_impl.hpp

@@ -104,7 +104,7 @@ BigBatchSGD<UpdatePolicyType>::Optimize(
   BaseGradType functionGradient(iterate.n_rows, iterate.n_cols);
   const size_t actualMaxIterations = (maxIterations == 0) ?
       std::numeric_limits<size_t>::max() : maxIterations;
-  terminate |= Callback::BeginOptimization(*this, f, iterate, callbacks...);
+  Callback::BeginOptimization(*this, f, iterate, callbacks...);
   for (size_t i = 0; i < actualMaxIterations && !terminate;
       /* incrementing done manually */)
   {
@@ -191,6 +191,9 @@ BigBatchSGD<UpdatePolicyType>::Optimize(
       }
     }
 
+    if (terminate)
+      break;
+
     instUpdatePolicy.As<InstUpdatePolicyType>().Update(f, stepSize, iterate,
         gradient, gB, vB, currentFunction, batchSize, effectiveBatchSize,
         reset);
@@ -229,9 +232,7 @@ BigBatchSGD<UpdatePolicyType>::Optimize(
         return overallObjective;
       }
 
-      if (std::abs(lastObjective - overallObjective) < tolerance ||
-          Callback::BeginEpoch(*this, f, iterate, epoch, overallObjective,
-              callbacks...))
+      if (std::abs(lastObjective - overallObjective) < tolerance)
       {
         Info << "Big-batch SGD: minimized within tolerance " << tolerance
             << "; terminating optimization." << std::endl;
@@ -240,6 +241,9 @@ BigBatchSGD<UpdatePolicyType>::Optimize(
         return overallObjective;
       }
 
+      terminate |= Callback::BeginEpoch(*this, f, iterate, epoch,
+          overallObjective, callbacks...);
+
       // Reset the counter variables.
       lastObjective = overallObjective;
       overallObjective = 0;
@@ -250,8 +254,11 @@ BigBatchSGD<UpdatePolicyType>::Optimize(
     }
   }
 
-  Info << "Big-batch SGD: maximum iterations (" << maxIterations << ") "
-      << "reached; terminating optimization." << std::endl;
+  if (!terminate)
+  {
+    Info << "Big-batch SGD: maximum iterations (" << maxIterations << ") "
+        << "reached; terminating optimization." << std::endl;
+  }
 
   // Calculate final objective if exactObjective is set to true.
   if (exactObjective)
@@ -263,7 +270,9 @@ BigBatchSGD<UpdatePolicyType>::Optimize(
       const ElemType objective = f.Evaluate(iterate, i, effectiveBatchSize);
       overallObjective += objective;
 
-      Callback::Evaluate(*this, f, iterate, objective, callbacks...);
+      // The optimization is finished, so we don't need to care what the
+      // callback returns.
+      (void) Callback::Evaluate(*this, f, iterate, objective, callbacks...);
     }
   }