[mlpack-git] [mlpack/mlpack] psgd simple (#635)

[Ryan Curtin]

> +  }
> +  
> +  //k is taken to count number of thread which give valid output i.e not inf or not nan 
> +  int k=0;
> +  for(size_t i=0;i<num_thread;i++)
> +  {
> +
> +     overallObjective=0;
> +     for (size_t i = 0; i < numFunctions; ++i)
> +     {
> +       overallObjective += function.Evaluate(sumIterate,i);
> +     }
> +
> +     if (!(std::isnan(overallObjective) || std::isinf(overallObjective)))
> +     {
> +       sumIterate+=tIterate[i];

Do you think we could use an OpenMP reduction operator here?  I think there might be some difficulty; I have not thought it through too in-depth so I don't know if it's completely feasible.

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