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Requirements
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Application Requirements
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Terminology and Abbreviations:
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MLA - machine learning algorithm

learning problem - a machine learning application typically characterized by a
dataset (possibly dataset folds) one or more functions to be learned from the
data, and one or more metrics to evaluate those functions.  Learning problems
are the benchmarks for empirical model comparison.

n. of - number of

SGD - stochastic gradient descent

Users:
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- New masters and PhD students in the lab should be able to quickly move into
  'production' mode without having to reinvent the wheel.

- Students in the two ML classes, able to play with the library to explore new
  ML variants. This means some APIs (e.g. Experiment level) must be really well
  documented and conceptually simple.

- Researchers outside the lab (who might study and experiment with our
  algorithms)

- Partners outside the lab (e.g. Bell, Ubisoft) with closed-source commercial
  projects.

Uses:
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R1. reproduce previous work (our own and others')

R2. explore MLA variants by swapping components (e.g.  optimization algo, dataset,
  hyper-parameters).

R3. analyze experimental results (e.g. plotting training curves, finding best
  models, marginalizing across hyper-parameter choices)

R4. disseminate (or serve as platform for disseminating) our own published algorithms

R5. provide implementations of common MLA components (e.g. classifiers, datasets,
  optimization algorithms, meta-learning algorithms)

R6. drive large scale parallizable computations (e.g. grid search, bagging,
  random search)

R7. provide implementations of standard pre-processing algorithms (e.g. PCA,
  stemming, Mel-scale spectrograms, GIST features, etc.)

R8. provide high performance suitable for large-scale experiments,

R9. be able to use the most efficient algorithms in special case combinations of
  learning algorithm components (e.g. when there is a fast k-fold validation
  algorithm for a particular model family, the library should not require users
  to rewrite their standard k-fold validation script to use it)

R10. support experiments on a variety of datasets (e.g. movies, images, text,
    sound, reinforcement learning?)

R11. support efficient computations on datasets larger than RAM and GPU memory

R12. support infinite datasets (i.e. generated on the fly)



Basic Design Approach
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An ability to drive parallel computations is essential in addressing [R6,R8].

The basic design approach for the library is to implement 
- a few virtual machines (VMs), some of which can run programs that can be
  parallelized across processors, hosts, and networks.
- MLAs in a Symbolic Expression language (similar to Theano) as required by
  [R5,R7,R8]

MLAs are typically specified by Symbolic programs that are compiled to these
instructions, but some MLAs may be implemented in these instructions directly.
Symbolic programs are naturally modularized by sub-expressions [R2] and can be
optimized automatically (like in Theano) to address [R9].

A VM that caches instruction return values serves as 
- a reliable record of what jobs were run [R1]
- a database of intermediate results that can be analyzed after the
  model-training jobs have completed [R3]
- a clean API to several possible storage and execution backends.