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

[Ryan Curtin]

Wow, I didn't expect this so fast. :)  Looks good to me (I did make a few minor comments).  I see the build is failing, but I think this is something that I've got wrong in one of the tests I wrote, so I'll fix that separately; no need to worry about it here.

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