Include the CI for cpp/autograd (#1217)

Include a CI job for cpp/autograd. Split the cpp and python CI jobs.

.github/workflows/main_cpp.yml

@@ -0,0 +1,33 @@
+name: Run Examples
+
+on:
+  push:
+    branches: [ main ]
+  pull_request:
+    branches: [ main ]
+  schedule:
+    # Every day at 3:00am
+    - cron: '0 3 * * *'
+
+
+jobs:
+  test:
+
+    runs-on: ubuntu-latest
+
+    steps:
+    - uses: actions/checkout@v2
+    - name: Set up Python 3.11
+      uses: actions/setup-python@v2
+      with:
+        python-version: 3.11
+
+    - name: Install Cmake, Make, g++, MKL
+      run: |
+        sudo apt update && sudo apt upgrade
+        sudo apt install cmake g++ make
+        sudo apt-get -y install intel-mkl
+    - name: Run Cpp Tests
+      run: |
+        chmod +x ./run_cpp_examples.sh
+        ./run_cpp_examples.sh "get_libtorch,run_all,clean"

run_cpp_examples.sh

@@ -0,0 +1,90 @@
+#!/usr/bin/env bash
+# This script runs through the code in each of the cpp examples.
+# The purpose is just as an integration test, not to actually train models in any meaningful way.
+
+# Optionally specify a comma separated list of examples to run.
+# can be run as:
+# ./run_cpp_examples.sh "get_libtorch,run_all,clean"
+# To get libtorch, run all examples, and remove temporary/changed data files.
+
+BASE_DIR=`pwd`"/"`dirname $0`
+echo "BASE_DIR: $BASE_DIR"
+EXAMPLES=`echo $1 | sed -e 's/ //g'`
+HOME_DIR=$HOME
+ERRORS=""
+
+function error() {
+  ERR=$1
+  ERRORS="$ERRORS\n$ERR"
+  echo $ERR
+}
+
+function get_libtorch() {
+  echo "Getting libtorch"
+  cd $HOME_DIR
+  wget https://download.pytorch.org/libtorch/nightly/cpu/libtorch-shared-with-deps-latest.zip
+  unzip libtorch-shared-with-deps-latest.zip
+
+  if [ $? -eq 0 ]; then
+    echo "Successfully downloaded and extracted libtorch"
+    LIBTORCH_PATH="$HOME_DIR/libtorch"   # Store the LibTorch path in a variable.
+    echo "LibTorch path: $LIBTORCH_PATH" # Print the LibTorch path
+  else
+    error "Failed to download or extract LibTorch"
+  fi
+}
+
+function start() {
+  EXAMPLE=${FUNCNAME[1]}
+  cd $BASE_DIR/cpp/$EXAMPLE
+  echo "Running example: $EXAMPLE"
+}
+
+function autograd() {
+  start
+  mkdir build
+  cd build
+  cmake -DCMAKE_PREFIX_PATH=$LIBTORCH_PATH ..
+  make
+  if [ $? -eq 0 ]; then
+    echo "Successfully built $EXAMPLE"
+    ./$EXAMPLE # Run the executable
+  else
+    error "Failed to build $EXAMPLE"
+    exit 1
+  fi
+}
+
+function clean() {
+  cd $BASE_DIR
+  echo "Running clean to remove cruft"
+  # Remove the build directories
+  find . -type d -name 'build' -exec rm -rf {} +
+  # Remove the libtorch directory
+  rm -rf $HOME_DIR/libtorch
+  echo "Clean completed"
+}
+
+function run_all() {
+  autograd
+}
+
+# by default, run all examples
+if [ "" == "$EXAMPLES" ]; then
+  run_all
+else
+  for i in $(echo $EXAMPLES | sed "s/,/ /g")
+  do
+    echo "Starting $i"
+    $i
+    echo "Finished $i, status $?"
+  done
+fi
+
+if [ "" == "$ERRORS" ]; then
+  echo "Completed successfully with status $?"
+else
+  echo "Some examples failed:"
+  printf "$ERRORS"
+  exit 1
+fi