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).
146 karma · joined October 16, 2017
Elsevier and Springer and others hire the worst bottom-dollar outsourced 'proofers' they can find and every single time it takes so long to get across to them what they've done wrong and to pore through the paper to find all the errors that it would have been better for everyone if they just told me how they wanted the paper and I supplied the PDF!
Anyway I don't disagree with what you've written but I had to get the rant out. Has anyone NOT had this experience??
By the way "make use of work that other people already did" might be nice for getting something built fast but it may not be the best thing.
Any issue that involves writing fast code involves tradeoffs. If you sit down to write something new you may have different views on the tradeoffs than whoever wrote "the fastest" one.
Life ain't so black and white. In fact even these 'best of field' products tend to be ugly inside and unoptimized in places. (source: I develop linear algebra libraries)
Bonus: for low level ASM math, every "solved" problem (which by the way it wasn't) becomes unsolved the second Intel or AMD or whoever releases a new chip or coprocessor.
1. All BLAS implementations I know of don't use Strassen's algorithm.
2. This is such a Stack Overflow answer, please make it stop. Q: "How do I do a thing?" A: "I have unilaterally decided your question is invalid and you should not do a thing." That's really useful!
To the author: hack away. Goto can probably write better ASM but tutorials like this are very helpful for people who'd just like to read some interesting case studies.