Upgrade ensmallen to 2.20.0 (#57)

* Upgrade ensmallen to 2.20.0

* fix entry

* Fix entries in HISTORYold.md

* Update NEWS.md

* Attempt to restore all URLs in NEWS.md

* Remove C++11 designation

* Add revdep checks

* Drop CXX11 specification

* Add changelog and news entry

---------

Co-authored-by: coatless <coatless@users.noreply.github.com>
Co-authored-by: James J Balamuta <james.balamuta@gmail.com>

.Rbuildignore

@@ -9,3 +9,5 @@
 ^_pkgdown\.yml$
 ^docs$
 ^pkgdown$
+^CRAN-SUBMISSION$
+^revdep$

.gitignore

@@ -9,3 +9,4 @@ src/*.dll
 inst/doc
 CRAN-RELEASE
 docs
+CRAN-SUBMISSION

ChangeLog

@@ -1,3 +1,16 @@
+2023-10-05  James Balamuta  <balamut2@illinois.edu>
+
+	* NEWS.md: Restored mlpack/ensmallen URLs
+
+	* DESCRIPTION: Removed CXX11 requirement
+	* src/Makevars: ditto
+	* src/Makevars.win: ditto
+
+	* DESCRIPTION (Version): Release 2.20.0
+	* NEWS.md: Update for Ensmallen release 2.20.0
+	* inst/include/ensmallen_bits: Upgraded to Ensmallen 2.20.0
+	* inst/include/ensmallen.hpp: ditto
+
 2023-02-08  James Balamuta  <balamut2@illinois.edu>
 
 	* DESCRIPTION (Version): Release 2.19.1

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: RcppEnsmallen
 Title: Header-Only C++ Mathematical Optimization Library for 'Armadillo'
-Version: 0.2.19.1.1
+Version: 0.2.20.0.1
 Authors@R: c(
     person("James Joseph", "Balamuta", email = "balamut2@illinois.edu", 
            role = c("aut", "cre", "cph"), 
@@ -32,7 +32,6 @@ LinkingTo: Rcpp, RcppArmadillo (>= 0.9.800.0.0)
 Imports: Rcpp
 RoxygenNote: 7.2.3
 Roxygen: list(markdown = TRUE)
-SystemRequirements: C++11
 Suggests: 
     knitr,
     rmarkdown

cran-comments.md

@@ -1,7 +1,7 @@
 ## Test environments
 
-* local macOS install, R 4.1.0
-* ubuntu 20.04 (with GitHub Actions), R 4.1.0
+* local macOS install, R 4.3.1
+* ubuntu 20.04 (with GitHub Actions), R 4.3.1
 * win-builder (devel and release)
 
 ## R CMD check results

inst/include/ensmallen.hpp

@@ -97,6 +97,8 @@
 #include "ensmallen_bits/aug_lagrangian/aug_lagrangian.hpp"
 #include "ensmallen_bits/bigbatch_sgd/bigbatch_sgd.hpp"
 #include "ensmallen_bits/cmaes/cmaes.hpp"
+#include "ensmallen_bits/cmaes/active_cmaes.hpp"
+#include "ensmallen_bits/cd/cd.hpp"
 #include "ensmallen_bits/cne/cne.hpp"
 #include "ensmallen_bits/de/de.hpp"
 #include "ensmallen_bits/eve/eve.hpp"
@@ -118,7 +120,6 @@
 
 #include "ensmallen_bits/sa/sa.hpp"
 #include "ensmallen_bits/sarah/sarah.hpp"
-#include "ensmallen_bits/scd/scd.hpp"
 #include "ensmallen_bits/sdp/sdp.hpp"
 #include "ensmallen_bits/sdp/lrsdp.hpp"
 #include "ensmallen_bits/sdp/primal_dual.hpp"

inst/include/ensmallen_bits/scd/scd.hpp → inst/include/ensmallen_bits/cd/cd.hpp

@@ -1,16 +1,16 @@
 /**
- * @file scd.hpp
+ * @file cd.hpp
  * @author Shikhar Bhardwaj
  *
- * Stochastic Coordinate Descent (SCD).
+ * Coordinate Descent (CD).
  *
  * ensmallen is free software; you may redistribute it and/or modify it under
  * the terms of the 3-clause BSD license.  You should have received a copy of
  * the 3-clause BSD license along with ensmallen.  If not, see
  * http://www.opensource.org/licenses/BSD-3-Clause for more information.
  */
-#ifndef ENSMALLEN_SCD_SCD_HPP
-#define ENSMALLEN_SCD_SCD_HPP
+#ifndef ENSMALLEN_CD_CD_HPP
+#define ENSMALLEN_CD_CD_HPP
 
 #include "descent_policies/cyclic_descent.hpp"
 #include "descent_policies/random_descent.hpp"
@@ -42,19 +42,19 @@ namespace ens {
  * }
  * @endcode
  *
- * SCD can optimize partially differentiable functions.  For more details, see
+ * CD can optimize partially differentiable functions.  For more details, see
  * the documentation on function types included with this distribution or on the
  * ensmallen website.
  *
  * @tparam DescentPolicy Descent policy to decide the order in which the
  *     coordinate for descent is selected.
  */
 template <typename DescentPolicyType = RandomDescent>
-class SCD
+class CD
 {
  public:
   /**
-   * Construct the SCD optimizer with the given function and parameters. The
+   * Construct the CD optimizer with the given function and parameters. The
    * default value here are not necessarily good for every problem, so it is
    * suggested that the values used are tailored for the task at hand. The
    * maximum number of iterations refers to the maximum number of "descents"
@@ -70,11 +70,11 @@ class SCD
    * @param descentPolicy The policy to use for picking up the coordinate to
    *    descend on.
    */
-  SCD(const double stepSize = 0.01,
-      const size_t maxIterations = 100000,
-      const double tolerance = 1e-5,
-      const size_t updateInterval = 1e3,
-      const DescentPolicyType descentPolicy = DescentPolicyType());
+  CD(const double stepSize = 0.01,
+     const size_t maxIterations = 100000,
+     const double tolerance = 1e-5,
+     const size_t updateInterval = 1e3,
+     const DescentPolicyType descentPolicy = DescentPolicyType());
 
   /**
    * Optimize the given function using stochastic coordinate descent. The
@@ -158,6 +158,24 @@ class SCD
 } // namespace ens
 
 // Include implementation.
-#include "scd_impl.hpp"
+#include "cd_impl.hpp"
+
+namespace ens {
+
+/**
+ * Backwards-compatibility alias; this can be removed after ensmallen 3.10.0.
+ * The history here is that CD was originally named SCD, but that is an
+ * inaccurate name because this is not a stochastic technique; thus, it was
+ * renamed SCD.
+ */
+template<typename DescentPolicyType = RandomDescent>
+using SCD = CD<DescentPolicyType>;
+
+// Convenience typedefs.
+using RandomCD = CD<RandomDescent>;
+using GreedyCD = CD<GreedyDescent>;
+using CyclicCD = CD<CyclicDescent>;
+
+} // namespace ens
 
 #endif

inst/include/ensmallen_bits/scd/scd_impl.hpp → inst/include/ensmallen_bits/cd/cd_impl.hpp

@@ -1,26 +1,26 @@
 /**
- * @file scd_impl.hpp
+ * @file cd_impl.hpp
  * @author Shikhar Bhardwaj
  *
- * Implementation of stochastic coordinate descent.
+ * Implementation of coordinate descent.
  *
  * ensmallen is free software; you may redistribute it and/or modify it under
  * the terms of the 3-clause BSD license.  You should have received a copy of
  * the 3-clause BSD license along with ensmallen.  If not, see
  * http://www.opensource.org/licenses/BSD-3-Clause for more information.
  */
-#ifndef ENSMALLEN_SCD_SCD_IMPL_HPP
-#define ENSMALLEN_SCD_SCD_IMPL_HPP
+#ifndef ENSMALLEN_CD_CD_IMPL_HPP
+#define ENSMALLEN_CD_CD_IMPL_HPP
 
 // In case it hasn't been included yet.
-#include "scd.hpp"
+#include "cd.hpp"
 
 #include <ensmallen_bits/function.hpp>
 
 namespace ens {
 
 template <typename DescentPolicyType>
-SCD<DescentPolicyType>::SCD(
+CD<DescentPolicyType>::CD(
     const double stepSize,
     const size_t maxIterations,
     const double tolerance,
@@ -41,7 +41,7 @@ template <typename ResolvableFunctionType,
           typename... CallbackTypes>
 typename std::enable_if<IsArmaType<GradType>::value,
 typename MatType::elem_type>::type
-SCD<DescentPolicyType>::Optimize(
+CD<DescentPolicyType>::Optimize(
     ResolvableFunctionType& function,
     MatType& iterateIn,
     CallbackTypes&&... callbacks)
@@ -94,12 +94,12 @@ SCD<DescentPolicyType>::Optimize(
           overallObjective, callbacks...);
 
       // Output current objective function.
-      Info << "SCD: iteration " << i << ", objective " << overallObjective
+      Info << "CD: iteration " << i << ", objective " << overallObjective
           << "." << std::endl;
 
       if (std::isnan(overallObjective) || std::isinf(overallObjective))
       {
-        Warn << "SCD: converged to " << overallObjective << "; terminating"
+        Warn << "CD: converged to " << overallObjective << "; terminating"
             << " with failure.  Try a smaller step size?" << std::endl;
 
         Callback::EndOptimization(*this, function, iterate, callbacks...);
@@ -108,7 +108,7 @@ SCD<DescentPolicyType>::Optimize(
 
       if (std::abs(lastObjective - overallObjective) < tolerance)
       {
-        Info << "SCD: minimized within tolerance " << tolerance << "; "
+        Info << "CD: minimized within tolerance " << tolerance << "; "
             << "terminating optimization." << std::endl;
 
         Callback::EndOptimization(*this, function, iterate, callbacks...);
@@ -119,7 +119,7 @@ SCD<DescentPolicyType>::Optimize(
     }
   }
 
-  Info << "SCD: maximum iterations (" << maxIterations << ") reached; "
+  Info << "CD: maximum iterations (" << maxIterations << ") reached; "
       << "terminating optimization." << std::endl;
 
   // Calculate and return final objective.