RcppEnsmallen: Header-Only C++ Mathematical Optimization Library for
'Ensmallen' is a templated C++ mathematical optimization library
(by the 'MLPACK' team) that provides a simple set of abstractions for writing an
objective function to optimize. Provided within are various standard and
cutting-edge optimizers that include full-batch gradient descent techniques,
small-batch techniques, gradient-free optimizers, and constrained optimization.
The 'RcppEnsmallen' package includes the header files from the 'Ensmallen' library
and pairs the appropriate header files from 'armadillo' through the
'RcppArmadillo' package. Therefore, users do not need to install 'Ensmallen' nor
'Armadillo' to use 'RcppEnsmallen'. Note that 'Ensmallen' is licensed under
3-Clause BSD, 'Armadillo' starting from 7.800.0 is licensed under Apache License 2,
'RcppArmadillo' (the 'Rcpp' bindings/bridge to 'Armadillo') is licensed under
the GNU GPL version 2 or later. Thus, 'RcppEnsmallen' is also licensed under
similar terms. Note that 'Ensmallen' requires a compiler that supports
'C++11' and 'Armadillo' 9.800 or later.
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