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ensmallen | flexible C++ library for efficient numerical optimization |
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- ensmallen is a high-quality C++ library for non-linear numerical optimization
- provides many types of optimizers that can be used for virtually any numerical optimization task
- examples of included optimizers: L-BFGS, SGD, CMAES and Simulated Annealing
- allows optional callbacks to customize the optimization process
requirements
- recent C++ compiler with C++14 support
- Armadillo (>= 10.8)
- OpenBLAS or Intel MKL or LAPACK (see Armadillo site for details)
license
- ensmallen is open source software, licensed under the permissive 3-clause BSD license.
download
- ensmallen-2.22.1.tar.gz
- vcpkg:
vcpkg install ensmallen:x64-windows
example optimization
- see example.cpp for example usage of the L-BFGS optimizer in a linear regression setting
citation
- 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.
see also