`pyensmallen`: python bindings for the `ensmallen` library for numerical optimization

Very minimal python bindings for ensmallen library. Currently supports

L-BFGS, with intended use for optimisation of smooth objectives for m-estimation
ADAM (and variants with different step-size routines) - makes use of ensmallen's templatization.
Frank-Wolfe, with intended use for constrained optimization of smooth losses
- constraints are either lp-ball (lasso, ridge, elastic-net) or simplex

Installation:

from pypi

pip install pyensmallen

from source

Install armadillo and ensmallen for your system (build from source, or via conda-forge; I went with the latter)
git clone this repository
pip install -e .
Profit? Or at least minimize loss?

from wheel

download the appropriate .whl for your system from the more recent release listed in Releases and run pip install ./pyensmallen... OR
copy the download url and run pip install https://github.com/apoorvalal/pyensmallen/releases/download/<version>/pyensmallen-<version>-<pyversion>-linux_x86_64.whl

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