shogun-toolbox/shogun — pull request #833 by vigsterkr (2012-11-24 18:46:02+00:00)
Title: Introduction of a new non-convex bundle method risk minimization algorithm

This patch adds a new NCBM (non-convex bundle method) machine that
solves a 1/2\lambda||w||^2 + R(w) of any kind. Function can be
non-convex as well.
As well it reduces a bit of code duplication in libbm* and add some
shogun vector methods in order to be able to use optimized versions
of those arithmetics (if available)