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:

    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:

    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:

    ActiveCMAES<FullSelection, BoundaryBoxConstraint> opt(lambda,
        lowerBound, upperBound, ...);

    into

    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:

    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 (GitHub-only)

• 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 optimization 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 0.2.19.0.1

• 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).