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pyensmallen: python bindings for the ensmallen library for numerical optimization

Very minimal python bindings for ensmallen library. Currently only supports L-BFGS, with intended use for optimisation of smooth objectives for m-estimation.

See ensmallen docs for details.

Installation:

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