mjmckp

There are a few matrix operations that are missing overloads that accept pre-allocated storage for the result. In particular, the `Matrix` instance methods `Transpose`, `Cholesky`, `QR`, and `Evd` suffer from...

This is necessary for PCA, where m >> n and only the first n columns of U are required (if at all). Matlab does this (http://www.mathworks.com.au/help/matlab/ref/svd.html), as does NAG (http://www.nag.com/numeric/MB/manual64_24_1/html/F08/f08kbf.html).

Add link to ThunderSvmDotNet

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I've created a .NET wrapper for ThunderSvm: https://github.com/mjmckp/ThunderSvmDotNet (also https://www.nuget.org/packages/ThunderSvmDotNet/1.0.0), perhaps you would like to add a link to this in the documentation?

Allow model to be captured during training

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When tuning the SVM parameters, ideally it would be possible to capture the model during training, so that you end up training the model once up to `N` iterations, but...

How to specify custom pickler cache with Thespian?

1

I am attempting to specify a custom pickler with Thespian, using the following setup code: ``` let registry = CustomPicklerRegistry() registry.RegisterFactory let writer (w: WriteState) (x: MyType) = // code......