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ensmallen documentation

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ensmallen is a library for function optimization. It is devoted to efficiently solving the problem

$$\operatorname{argmin} f(x)$$

for many different types of $f(x)$. The documentation is split into four parts:

• Function type documentation: how to implement the different types of functions $f(x)$ that ensmallen can handle

• Optimizer documentation: how to use each of ensmallen's optimizers to find $\operatorname{argmin} f(x)$

• Callback documentation: documentation for ensmallen callbacks, which can be used to specify custom behavior during optimization

• History/changelog: changes for each version of ensmallen

• Example program: simple example program demonstrating ensmallen usage

Everything in ensmallen is in the ens namespace so it is often useful to put a using directive in your code:

using namespace ens;

Citation

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Please cite the following paper if you use ensmallen in your research and/or software. Citations are useful for the continued development and maintenance of the library.

• Ryan R. Curtin, Marcus Edel, Rahul Ganesh Prabhu, Suryoday Basak, Zhihao Lou, Conrad Sanderson.
  The ensmallen library for flexible numerical optimization.
  Journal of Machine Learning Research, Vol. 22, No. 166, 2021. (bibtex)

See also the following paper detailing the internal design of ensmallen:

• R.R. Curtin, M. Edel, R. Prabhu, S. Basak, Z. Lou, C. Sanderson. Flexible numerical optimization with ensmallen. arXiv preprint 2003.01403. (bibtex)

Contents

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• TOC {:toc}

Function type documentation

{% include_relative function_types.md %}

Optimizer documentation

{% include_relative optimizers.md %}

Callback documentation

{% include_relative callbacks.md %}

History/changelog

{% include_relative history.md %}