nr_class and nr_feature are the number of classes and features,
respectively. nr_class = 2 for regression.
- The nr_feature*nr_class array w gives feature weights. We use one
+ The array w gives feature weights; its size is
+ nr_feature*nr_class but is nr_feature if nr_class = 2. We use one
against the rest for multi-class classification, so each feature
index corresponds to nr_class weight values. Weights are
organized in the following way