ensmallen is a C++ header-only library for numerical optimization.

Documentation and downloads: http://ensmallen.org

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 numerical optimization task. These include full-batch gradient descent techniques, small-batch techniques, gradient-free optimizers, and constrained optimization.

Requirements

• C++ compiler with C++11 support
• Armadillo: http://arma.sourceforge.net
• OpenBLAS or Intel MKL or LAPACK (see Armadillo site for details)

Installation

ensmallen can be installed in several ways: automatically or manually, with or without root access.

Automatic installation is done with CMake 3.3+, which will check the requirements and also build the tests. If CMake is not already available on your system, it can be obtained from cmake.org. If you are using an older system such as RHEL 7 or CentOS 7, an updated version of CMake is also available via the EPEL repository (see the cmake3 package).

Example automatic installation with root access:

mkdir build
cd build
cmake ..
sudo make install

Example automatic installation without root access, installing into /home/blah/ (adapt as required):

mkdir build
cd build
cmake .. -DCMAKE_INSTALL_PREFIX:PATH=/home/blah/
make install

The above will create a directory named /home/blah/include/ and place all ensmallen headers there.

Manual installation involves simply copying the include/ensmallen.hpp header and the associated include/ensmallen_bits directory to a location such as /usr/include/ which is searched by your C++ compiler. If you can't use sudo or don't have write access to /usr/include/, use a directory within your own home directory (eg. /home/blah/include/).

Example Compilation

If you have installed ensmallen in a standard location such as /usr/include/:

g++ prog.cpp -o prog -O2 -larmadillo

If you have installed ensmallen in a non-standard location, such as /home/blah/include/, you will need to make sure that your C++ compiler searches /home/blah/include/ by explicitly specifying the directory as an argument/option. For example, using the -I switch in gcc and clang:

g++ prog.cpp -o prog -O2 -I /home/blah/include/ -larmadillo

Example Optimization

See example.cpp for example usage of the L-BFGS optimizer in a linear regression setting.

License

Unless stated otherwise, the source code for ensmallen is licensed under the 3-clause BSD license (the "License"). A copy of the License is included in the "LICENSE.txt" file. You may also obtain a copy of the License at http://opensource.org/licenses/BSD-3-Clause

Citation

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.

• S. Bhardwaj, R. Curtin, M. Edel, Y. Mentekidis, C. Sanderson.
  ensmallen: a flexible C++ library for efficient function optimization.
  Workshop on Systems for ML and Open Source Software at NIPS 2018.

@article{DBLP:journals/corr/abs-1810-09361,
  author    = {Shikhar Bhardwaj and
               Ryan R. Curtin and
               Marcus Edel and
               Yannis Mentekidis and
               Conrad Sanderson},
  title     = {ensmallen: a flexible {C++} library for efficient function optimization},
  journal   = {CoRR},
  volume    = {abs/1810.09361},
  doi       = {10.5281/zenodo.2008650},
  year      = {2018},
  url       = {http://arxiv.org/abs/1810.09361},
  archivePrefix = {arXiv},
  eprint    = {1810.09361},
  timestamp = {Wed, 31 Oct 2018 14:24:29 +0100},
  biburl    = {https://dblp.org/rec/bib/journals/corr/abs-1810-09361},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

Developers and Contributors

• Ryan Curtin
• Dongryeol Lee
• Marcus Edel
• Sumedh Ghaisas
• Siddharth Agrawal
• Stephen Tu
• Shikhar Bhardwaj
• Vivek Pal
• Sourabh Varshney
• Chenzhe Diao
• Abhinav Moudgil
• Konstantin Sidorov
• Kirill Mishchenko
• Kartik Nighania
• Haritha Nair
• Moksh Jain
• Abhishek Laddha
• Arun Reddy
• Nishant Mehta
• Trironk Kiatkungwanglai
• Vasanth Kalingeri
• Zhihao Lou
• Conrad Sanderson
• Dan Timson
• N Rajiv Vaidyanathan
• Roberto Hueso
• Sayan Goswami