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Rewrite LibSVM in scala - optimize and simplify the code
The code currently sits at around 3000 Java code lines. I believe I can make that to 1000 lines of scala, with even better performance, since the current Java code is just a line-to-line rewrite from C.
To ensure correctness, make an unit test that will compare the outputs on all the datasets.
After this is done, consider extracting it to an external library as someone else could benefit from that.