Ensmallen -- flexible C++ library for efficient mathematical optimization

[nir]

ensmallen provides a simple set of abstractions for writing an objective function to optimize. It also provides a large set of standard and cutting-edge optimizers that can be used for virtually any mathematical optimization task. These include full-batch gradient descent techniques, small-batch techniques, gradient-free optimizers, and constrained optimization.

 

requirements

• recent C++ compiler with C++11 support
• Armadillo version 6.500 or later
• 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-1.11.0.tar.gz

 

see also

• documentation
• list of developers
• bug reports

Source