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Fast regression modeling framework

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Chris -- can you add a license? Thanks!

Perhaps with scipy data structures: http://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.dok_matrix.html#scipy.sparse.dok_matrix

Currently, responses are always atomic. However, for some applications it would be nice to represent labels (categorical responses) with limited structure such that features are extracted over parts of the...

If the training arguments are `-x /dev/null -x train.txt`, creg immediately segfaults. (It is happy as long as the first `-x` argument is a non-empty file.)

bug

Right now the weight vector is always a `vector`, and for discrete regression (ordinal regression and multiclass logistic regression) the vector subscript is computed inline. Suggested interface for the discrete...

enhancement

During learning, computing the loss and its gradient relative to the parameters (especially with large numbers of training instances or features) can be quite expensive. OpenMP (http://openmp.org/wp/), which is supported...

enhancement