GPU support + Linear SVC/Linear SVR + Gradient Check

[210057zzh]

Description

Fixes #47 #32 #33 #48

Add GPU support + Linear SVC/Linear SVR + Gradient Check

Contribution Checklist

If your contribution modifies code in the core library (not docs, tests, or examples), please fill the following checklist.

• My contribution modifies code in the main library.
• My modifications are tested.
• My modifications are documented.

Optional

If you make major changes to the core library, please run make alltests and copy-paste the content of alltests.txt below.

OMP_NUM_THREADS=1 \
MKL_NUM_THREADS=1 \
python -W ignore -m unittest discover -s 'tests' -p '*_test.py' -v
test_myfunctionality (mypackage_test.UtilTests) ... ok
test_fit (unit.gaussian_naive_bayes.gaussian_nb_test.TestGaussianNB) ... ok
test_fit (unit.linear_model.lasso_test.TestLasso) ... ok
test_fit_intercept (unit.linear_model.lasso_test.TestLasso) ... ok
test_fit_positive (unit.linear_model.lasso_test.TestLasso) ... ok
test_fit (unit.linear_model.linear_regression_test.TestLinearRegression) ... ok
test_fit (unit.linear_model.ridge_test.TestRidge) ... ok
test_fit_intercept (unit.linear_model.ridge_test.TestRidge) ... ok
test_knn_classifier (unit.neighbors.k_neighbors_classifier_test.TestkneighborsClassifier) ... ok
test_kneighbors (unit.neighbors.nearest_centroids_test.Testcentroids) ... ok
test_kneighbors_classifier (unit.neighbors.nearest_neighbors_test.Testkneighbors) ... ok
test_LinearSVC (unit.svm.linear_svc_test.TestLinearSVC) ... ok
test_LinearSVR (unit.svm.linear_svr_test.TestLinearSVR) ... ok

----------------------------------------------------------------------
Ran 13 tests in 177.191s

OK

[seba-1511]

Keep this PR: it contains a preliminary implementation of LinearSVC and LinearSVR. I don't think they are quite complete (need to verify correctness and efficiency) but it's a good starting point.

The rest (GPU and Grad Check) I've split up into #71.