Implement LaSVM classifier (wishlist)

[dbogdanov]

In the case we are limited by the computational complexity of training SVMs on large dataset, we can implement more scalable LaSVM. The source code for LaSVM is released under GPLv2.

[alastair]

GPL2 is not compatible with GPL3, however LaSVM is available under "GPL2 or later", so we are able to use it under those terms.