Cannot use SGD with sparse matrix

[jeffwong-nflx]

Hi, great package! I noticed that you can only use the sgd(x = ..., y = ...) interface if x is either a big matrix or a matrix, but not a sparse matrix as in the result of sparse.model.matrix. This support would be great

[ptoulis]

thanks Jeff! Indeed, working on sparse models is a priority.

[jeffwong-nflx]

Since you are using RcppArmadillo, the equivalent class would be a arma::sp_mat instead of arma::mat. Is it just a matter of changing the Rcpp interfaces ? If so I could help with that

[ptoulis]

@dustinvtran would this change interfere with any changes you are currently implementing?

[dselivanov]

Duplicate #85

[dustinvtran]

apologies for the (very) delayed response; from a cursory glance it would be as simple as changing those classes.