Vcpkg is a C++ dependency management system that makes installation and consumption as a dependency very easy. We should support this for VW to allow consuming the lib as easy as possible.

Instructions for creating a new package can be found here: https://github.com/microsoft/vcpkg/blob/master/docs/examples/packaging-github-repos.md

As anyone who reads this might, there's classification and regression. There's a special case of regression that some people call "ordinal regression". This involves predicting a number (regression, duh), but on an ordinal discrete scale. For instance, in the IMdB dataset, the goal is to predict a rating that is in {0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10}. In other words, ordinal regression is a mix of