Shogun 5.0.0 - Ōtomo no Yakamochi

Features

• GSoC 2016 project of Saurabh Mahindre: Major efficiency improvements for KMeans, LARS, Random Forests, Bagging, KNN.
• Add new Shogun cookbook for documentation and testing across all target languages [Heiko Strathmann, Sergey Lisitsyn, Esben Sorig, Viktor Gal].
• Added option to learn CombinedKernel weights with GP approximate inference [Wu Lin].
• LARS now supports 32, 64, and 128 bit floating point numbers [Chris Goldsworthy].

Bugfixes:

• Fix gTest segfaults with GCC >= 6.0.0 [Björn Esser].
• Make Java and CSharp install-dir configurable [Björn Esser].
• Autogenerate modshogun.rb with correct module-suffix [Björn Esser].
• Fix KMeans++ initialization [Saurabh Mahindre].

Cleanup, efficiency updates, and API Changes:

• Make Eigen3 a hard requirement. Bundle if not found on system. [Heiko Strathmann]
• Drop ALGLIB (GPL) dependency in CStatistics and ship CDFLIB (public domain) instead [Heiko Strathmann]
• Drop p-value estimation in model-selection [Heiko Strathmann]
• Static interfaces have been removed [Viktor Gal]
• New base class ShiftInvariantKernel of which GaussianKernel inherits [Rahul De].

NOTE

This version contains a new CMake option USE_GPL_SHOGUN, which when set to OFF will exclude all GPL codes from Shogun [Heiko Strathmann].