<p>In <a href="https://github.com/mlpack/mlpack/pull/456#discussion_r40552799">src/mlpack/methods/softmax_regression/softmax_regression.hpp</a>:</p>
<pre style='color:#555'>> + * @param fitIntercept add intercept term or not.
> + */
> + SoftmaxRegression(const size_t inputSize,
> + const size_t numClasses,
> + const bool fitIntercept = false);
> +
> + /**
> + * Construct the SoftmaxRegression class with the provided data and labels.
> + * This will train the model.
> + *
> + * @param fileName name of the files saving the model contents
> + * @param name name of the structure to be save
> + * @exception If the file cannot be load, the exception will thrown
> + */
> + SoftmaxRegression(const std::string &fileName,
> + const std::string& name);
</pre>
<p>I think we should avoid this constructor, because no other mlpack methods provide a constructor of this sort. If we implemented this method here, then we'd have to implement it anywhere (for consistency). I'd prefer that users use <code>data::Load()</code> instead (maybe we can revisit this later, but for now I don't have time to create that constructor for every mlpack method before the next release).</p>
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