Ensmallen – Flexible C++ library for efficient mathematical optimization
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Re: Ensmallen – Flexible C++ library for efficient mathematical optimization
#2Github is https://github.com/mlpack/ensmallen
Re: Ensmallen – Flexible C++ library for efficient mathematical optimization
#3I've written several frameworks for optimization and the approach here of defining special objective functions works quite well. I like the look of this and would love to try it out soon.
This is a small thing, but I'm really happy to see that their L-BFGS line search algorithm supports a maximum step size. Many numerical optimization libraries do not offer this simple feature, which is critical if your goal is to find a minimum that is close to the initial starting location. This is important in atomistic geometry optimization.
Re: Ensmallen – Flexible C++ library for efficient mathematical optimization
#4Github is https://github.com/mlpack/ensmallen
There's also a paper: https://arxiv.org/abs/1810.09361
Re: Ensmallen – Flexible C++ library for efficient mathematical optimization
#5How does this differ from Ceres?
Re: Ensmallen – Flexible C++ library for efficient mathematical optimization
#6How does this differ from Ceres?
As far as I can see, Ceres accepts functions which calculate a residual vector, whereas ensmallen accepts only function which accept a scalar error.
This is a subtle but important difference: The vector allows much faster convergence on a number of model fitting problems.
Re: Ensmallen – Flexible C++ library for efficient mathematical optimization
#7How does this differ from Ceres?
ensmallen also has support for batch optimization (like SGD), constrained problems, and SDPs for instance. The set of implemented optimizers is also quite large (40+ algorithms).
Re: Ensmallen – Flexible C++ library for efficient mathematical optimization
#8Sounds like the name is based on the perfectly cromulent word "embiggen"[1], but somewhat confusingly uses the first part of the word "enlarge".
Re: Ensmallen – Flexible C++ library for efficient mathematical optimization
#9Anyone know how this would compare to IPOPT for constrained, sparse nonlinear optimization?
Re: Ensmallen – Flexible C++ library for efficient mathematical optimization
#10Sounds like the name is based on the perfectly cromulent word "embiggen"[1], but somewhat confusingly uses the first part of the word "enlarge". [1] https://www.merriam-webster.com/dictionary/embiggen
I don't think "emsmallen" can be said reasonably :)