[mlpack-git] [mlpack] implement command line programs of softmaxRegression (#466)

[Ryan Curtin]

Great, this is very useful and I'd love to add it in.  A couple of things:

 * Do you mind if I change it to `softmax_regression_main.cpp`?
 * I think it would be useful to have support for loading and saving models; it looks like you have support for saving models via `--output_file`, but we should allow the user to load one too.  Take a look at the interface I implemented for logistic regression; we can basically imitate that interface: https://github.com/mlpack/mlpack/blob/master/src/mlpack/methods/logistic_regression/logistic_regression_main.cpp
 * Can you open another issue for the problem you're having loading CSVs on Windows?
 * I can add the documentation under the `PROGRAM_INFO()` macro, so don't worry about that unless you want to.
 * If you want, it might be worth it to add an `--optimizer` option, just like in `logistic_regression`, because the `SoftmaxRegression` class can use different optimizers.  Your call (if you don't do it, I will, it's pretty easy).
 * I'd avoid using `auto` for clarity's sake.

Thanks for taking the time to write this!

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Reply to this email directly or view it on GitHub:
https://github.com/mlpack/mlpack/pull/466#issuecomment-152166872
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