[mlpack-git] [mlpack] Enhance SoftmaxRegression (#457)

[Ryan Curtin]

> @@ -38,12 +37,25 @@ class SoftmaxRegressionFunction
>    const arma::mat InitializeWeights();
>  
>    /**
> +   * Initialize Softmax Regression weights(trainable parameters) with
> +   * the given parameters.
> +   * @param featureSize The features size of the training set
> +   * @param numClasses Number of classes for classification.
> +   * @param fitIntercept Intercept term flag.
> +   * @return weights after initialize
> +   */
> +  static const arma::mat InitializeWeights(const size_t featureSize,
> +                                           const size_t numClasses,
> +                                           const bool fitIntercept = false);

My only suggestion here might be to take the return value as a parameter (i.e. `arma::mat& weights`).  RVO might successfully optimize out the copy in some cases, but I'm not sure that every compiler will do RVO correctly in this case.

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https://github.com/mlpack/mlpack/pull/457/files#r40664352
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