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

[Ryan Curtin]

rcurtin commented on this pull request.



> +      rdata(j, i) = dist(generator);
+
+  // fit results with only data
+  GammaDistribution gDist;
+  gDist.Train(rdata);
+
+  // fit results with data and each probability as 1
+  GammaDistribution gDist2;
+  arma::vec allProbabilities1(N, arma::fill::ones);
+  gDist2.Train(rdata, allProbabilities1);
+
+  BOOST_REQUIRE_EQUAL(gDist2.Alpha(0), gDist.Alpha(0));
+  BOOST_REQUIRE_EQUAL(gDist2.Beta(0), gDist.Beta(0));
+
+  BOOST_REQUIRE_EQUAL(gDist2.Alpha(1), gDist.Alpha(1));
+  BOOST_REQUIRE_EQUAL(gDist2.Beta(1), gDist.Beta(1));

We should make this `BOOST_REQUIRE_CLOSE()` with a tolerance of `1e-5` or so, because floating-point errors in some implementations could provide slightly different results.  It looks like your current implementation appears to produce the exact same result, but that may not be true in the future if the code is modified (but still valid), so we should be careful to try and make our test future-proof.

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