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integrating vowpal_wabbit's optimizers #3354

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@yorkerlin

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@yorkerlin

The existing vw modular in shogun is outdated and partially buggy :(.
As suggested by @karlnapf , we should do another round of integration.

In my opinion, there are two main components of vw to be integrated into shogun.

  • distributed communication and IO
  • (parallel) stochastic optimizers

Due to time constraint, I am mainly working on these optimizers. I assume that data can be completely loaded into memory using StreamingFileFromDenseFeatures.

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