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).