Merge of Liblinear with sample weights version

[simsong]

From @seanv507 on March 26, 2017 18:34

Hi, I would like to work on merging the sample weights version. Can you provide some guidance in terms of your own requirements?
My final goal is having a sample weights version in R (based on https://cran.r-project.org/web/packages/LiblineaR/index.html)
I have done the majority of the work,
but there are a few sticking points:

a) adding sample weights 'breaks' the interface for eg matlab and python versions
b) should one change the code to always use sample weights, or is the added computational cost too great?
c) currently I have merged the c++ code using conditional compilation because of b), however, this does not work for python and R (no conditional compilation), so it raises the worry of python/R code calling the library with the wrong compilation options.

eg I could

Copied from original issue: cjlin1#32

[seanv507]

This contains my code version
https://github.com/seanv507/LiblineaR-1