[mlpack] [mlpack/mlpack] adds GammaDistribution::Train(observations, probabilities) (#834)

[Yashu Seth]

yashu-seth commented on this pull request.



> +  for(size_t i = 0; i < N; i++)
+    probabilities(i) = prob(generator);
+
+  // fit results with probabilities and data
+  GammaDistribution gDist;
+  gDist.Train(rdata, probabilities);
+
+  // fit results with only data
+  GammaDistribution gDist2;
+  gDist2.Train(rdata);
+
+  BOOST_REQUIRE_CLOSE(gDist2.Alpha(0), gDist.Alpha(0), 10);
+  BOOST_REQUIRE_CLOSE(gDist2.Beta(0), gDist.Beta(0), 10);
+
+  BOOST_REQUIRE_CLOSE(alphaReal, gDist.Alpha(0), 10);
+  BOOST_REQUIRE_CLOSE(betaReal, gDist.Beta(0), 10);

If I sample probabilities from (0.5, 1) instead of (0, 1), then ```gDist``` and gDist2``` have a difference of <1e-5 even for a sample size of 500.

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