The RcppEnsmallen package brings to R a Header-Only C++ Mathematical Optimization Library for Armadillo. In particular, Ensmallen is a templated C++ mathematical optimization library (by the MLPACK team) that provides a simple set of abstractions for writing an objective function to optimize. The start of 2020 is off to a bang with the Ensmallen Development Team releasing a new update! In this update, many bugs were squashed; though, perhaps more importantly: memory leaks with SGD were …