add initial azure pipelines definition

.ci/archive-deploy.yml

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+parameters:
+  artifactName: ''
+  archive: ''
+  name: ''
+  dir: ''
+
+steps:
+- task: ArchiveFiles@2
+  displayName: ${{ format('Archive {0}', parameters.name) }}
+  inputs:
+    rootFolderOrFile: ${{ parameters.dir }}
+    includeRootFolder: false
+    archiveType: tar
+    tarCompression: xz
+    archiveFile: ${{ parameters.archive }}
+
+- task: PublishBuildArtifacts@1
+  displayName: ${{ format('Publish {0} archive', parameters.name) }}
+  inputs:
+    pathtoPublish: ${{ parameters.archive }}
+    artifactName: ${{ parameters.artifactName }}
+    publishLocation: 'Container'

.ci/ci.yml

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+jobs:
+- job: libshogun
+  displayName: Linux libshogun CI Tests
+
+  pool:
+    vmImage: ubuntu-16.04
+
+  strategy:
+    maxParallel: 2
+    matrix:
+      clang:
+        CC: "clang"
+        CXX: "clang++"
+        cmakeOptions: ''
+      gcc:
+        CC: "gcc"
+        CXX: "g++"
+        cmakeOptions: ''
+
+  variables:
+    testRunTitle: '$(build.sourceBranchName)-debian'
+    testRunPlatform: debian
+    imageName: 'shogun/shogun-dev'
+    targetPrefix: '$(build.binariesDirectory)/opt'
+    libshogunArtifactName: 'libshogun-$(CC)'
+    libshogunArchive: '$(Build.ArtifactStagingDirectory)/libshogun-$(Build.BuildId).tar.xz'
+    ccacheDir: '$(build.binariesDirectory)/ccache'
+    ccacheArtifactName: 'ccache-$(CC)'
+    ccacheArchive: '$(Build.ArtifactStagingDirectory)/ccache-$(Build.BuildId).tar.xz'
+
+  steps:
+  - template: ./docker-steps.yml
+
+- job: swig
+  displayName: Linux SWIG Interface CI Tests
+  dependsOn: libshogun
+
+  pool:
+    vmImage: ubuntu-16.04
+
+  strategy:
+    maxParallel: 7
+    matrix:
+      python:
+        CC: "clang"
+        CXX: "clang++"
+        cmakeOptions: '$(commonSWIGCMakeFlags) -DINTERFACE_PYTHON=ON'
+        interfaceName: 'python'
+      java:
+        CC: "clang"
+        CXX: "clang++"
+        cmakeOptions: '$(commonSWIGCMakeFlags) -DINTERFACE_JAVA=ON'
+        interfaceName: 'java'
+      csharp:
+        CC: "clang"
+        CXX: "clang++"
+        cmakeOptions: '$(commonSWIGCMakeFlags) -DINTERFACE_CSHARP=ON'
+        interfaceName: 'csharp'
+      r:
+        CC: "clang"
+        CXX: "clang++"
+        cmakeOptions: '$(commonSWIGCMakeFlags) -DINTERFACE_R=ON'
+        interfaceName: 'r'
+      lua:
+        CC: "clang"
+        CXX: "clang++"
+        cmakeOptions: '$(commonSWIGCMakeFlags) -DINTERFACE_LUA=ON'
+        interfaceName: 'lua'
+      octave:
+        CC: "gcc"
+        CXX: "g++"
+        cmakeOptions: '$(commonSWIGCMakeFlags) -DINTERFACE_OCTAVE=ON'
+        interfaceName: 'octave'
+      ruby:
+        CC: "clang"
+        CXX: "clang++"
+        cmakeOptions: '$(commonSWIGCMakeFlags) -DINTERFACE_RUBY=ON'
+        interfaceName: 'ruby'
+
+  variables:
+    testRunTitle: '$(build.sourceBranchName)-debian'
+    testRunPlatform: debian
+    imageName: 'shogun/shogun-dev'
+    targetPrefix: '$(build.binariesDirectory)/opt'
+    libshogunArtifactName: 'libshogun-$(CC)'
+    libshogunArchive: '$(Build.ArtifactStagingDirectory)/libshogun-$(Build.BuildId).tar.xz'
+    commonSWIGCMakeFlags: '-DLIBSHOGUN=OFF -DDISABLE_UNIT_TESTS=ON -DDISABLE_META_CPP=ON'
+    ccacheDir: '$(build.binariesDirectory)/ccache'
+    ccacheArtifactName: 'ccache-$(interfaceName)'
+    ccacheArchive: '$(Build.ArtifactStagingDirectory)/ccache-$(Build.BuildId).tar.xz'
+
+  steps:
+  - template: ./docker-steps.yml
+    parameters:
+      swig: true
+
+- job: macOS
+  displayName: macOS CI Tests
+
+  variables:
+    testRunTitle: '$(build.sourceBranchName)-macos'
+    testRunPlatform: macos
+    ccacheDir: '$(build.binariesDirectory)/ccache'
+    ccacheArtifactName: 'ccache-macos'
+
+  pool:
+    vmImage: xcode9-macos10.13
+
+  steps:
+  - template: ./macos-steps.yml
+
+- template: ./windows-steps.yml
+  parameters:
+    buildConfiguration: Release

.ci/docker-steps.yml

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+steps:
+- checkout: self
+  clean: true
+  fetchDepth: 5
+  submodules: true
+
+- script: mkdir $(ccacheDir) $(targetPrefix)
+  condition:
+  displayName: Create artifact directories
+
+- template: ./download-extract.yml
+  parameters:
+    name: 'CCache'
+    artifactName: $(ccacheArtifactName)
+    destinationFolder: $(ccacheDir)
+    downloadPath: $(build.binariesDirectory)
+
+- script: |
+    ls -la $(ccacheDir)
+  displayName: Debug
+
+- ${{ if eq(parameters.swig, 'true') }}:
+  - template: ./download-extract.yml
+    parameters:
+      name: 'LibShogun'
+      artifactName: $(libshogunArtifactName)
+      downloadPath: $(build.binariesDirectory)
+      destinationFolder: $(targetPrefix)
+      specificBuildWithTriggering: true
+
+- task: docker@0
+  displayName: Setup
+  inputs:
+    action: 'Run an image'
+    imageName: $(imageName)
+    volumes: |
+      $(build.sourcesDirectory):/src
+      $(build.binariesDirectory):/build
+    envVars: |
+      CCACHE_DIR=/build/ccache
+      CC=$(CC)
+      CXX=$(CXX)
+    workDir: '/build'
+    containerCommand: 'cmake -DENABLE_TESTING=ON -DCMAKE_INSTALL_PREFIX=/build/opt $(cmakeOptions) /src'
+    detached: false
+
+- ${{ if ne(parameters.swig, 'true') }}:
+  # some of the cpps are just requiring way too much memory
+  - task: docker@0
+    displayName: Build
+    inputs:
+      action: 'Run an image'
+      imageName: $(imageName)
+      volumes: |
+        $(build.sourcesDirectory):/src
+        $(build.binariesDirectory):/build
+      envVars: |
+        CCACHE_DIR=/build/ccache
+      workDir: '/build'
+      containerCommand: 'make -s shogun'
+      detached: false
+
+- task: docker@0
+  displayName: Build
+  inputs:
+    action: 'Run an image'
+    imageName: $(imageName)
+    volumes: |
+      $(build.sourcesDirectory):/src
+      $(build.binariesDirectory):/build
+    envVars: |
+      CCACHE_DIR=/build/ccache
+    workDir: '/build'
+    containerCommand: 'make -j3 -s all'
+    detached: false
+
+- task: docker@0
+  displayName: Install
+  inputs:
+    action: 'Run an image'
+    imageName: $(imageName)
+    volumes: |
+      $(build.sourcesDirectory):/src
+      $(build.binariesDirectory):/build
+    workDir: '/build'
+    containerCommand: 'make install'
+    detached: false
+
+- task: docker@0
+  displayName: Test
+  inputs:
+    action: 'Run an image'
+    imageName: $(imageName)
+    volumes: |
+      $(build.sourcesDirectory):/src
+      $(build.binariesDirectory):/build
+    workDir: '/build'
+    containerCommand: 'ctest --output-on-failure -j 2'
+    detached: false
+
+- ${{ if ne(parameters.swig, 'true') }}:
+  - template: ./archive-deploy.yml
+    parameters:
+      name: 'LibShogun'
+      dir: $(targetPrefix)
+      archive: $(libshogunArchive)
+      artifactName: $(libshogunArtifactName)
+
+- template: ./archive-deploy.yml
+  parameters:
+    name: 'CCache'
+    dir: $(ccacheDir)
+    archive: $(ccacheArchive)
+    artifactName: $(ccacheArtifactName)

.ci/download-extract.yml

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+# NOTE: downloadPath and destinationFolder should not be the same!
+# as ExtractFiles will create destinationFolder that will result
+# in deleting anything in it, including the archive if downloadPath
+# is the same as destinationFolder
+parameters:
+  artifactName: ''
+  downloadPath: ''
+  name: ''
+  archiveFilePatterns: ''
+  destinationFolder: ''
+  specificBuildWithTriggering: false
+
+steps:
+- ${{ if eq(parameters.specificBuildWithTriggering, 'true') }}:
+  - task: DownloadBuildArtifacts@0
+    displayName: ${{ format('Download {0} archive', parameters.name) }}
+    continueOnError: true
+    inputs:
+      specificBuildWithTriggering: true
+      artifactName: ${{ parameters.artifactName }}
+      downloadPath: ${{ parameters.downloadPath }}
+
+
+- ${{ if ne(parameters.specificBuildWithTriggering, 'true') }}:
+  - task: DownloadBuildArtifacts@0
+    displayName: ${{ format('Download {0} archive', parameters.name) }}
+    continueOnError: true
+    inputs:
+      buildType: 'specific'
+      project: $(System.TeamProject)
+      pipeline: $(System.TeamProjectId)
+      branchName: $(Build.SourceBranch)
+      buildVersionToDownload: 'latest'
+      artifactName: ${{ parameters.artifactName }}
+      downloadPath: ${{ parameters.downloadPath }}
+
+- task: ExtractFiles@1
+  displayName: ${{ format('Extract {0} archive', parameters.name) }}
+  continueOnError: true
+  inputs:
+    archiveFilePatterns: ${{ format('{0}/{1}/*.tar.xz', parameters.downloadPath, parameters.artifactName) }}
+    destinationFolder: ${{ parameters.destinationFolder }}
+    cleanDestinationFolder: True

.ci/macos-steps.yml

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+steps:
+- checkout: self
+  clean: true
+  fetchDepth: 5
+  submodules: true
+
+- script: mkdir $(ccacheDir)
+  condition:
+  displayName: Create CCache directory
+
+- template: ./download-extract.yml
+  parameters:
+    name: 'CCache'
+    artifactName: $(ccacheArtifactName)
+    destinationFolder: $(ccacheDir)
+    downloadPath: $(build.binariesDirectory)
+
+- bash: |
+    brew update
+    brew install cmake ccache pkg-config arpack eigen glpk hdf5 json-c lapack lzo nlopt snappy xz
+  displayName: Install dependencies
+
+- task: CMake@1
+  displayName: Setup
+  inputs:
+    cmakeArgs: -DBUILD_EXAMPLES=OFF -DBUNDLE_JSON=OFF -DBUNDLE_NLOPT=OFF -DENABLE_TESTING=ON -DENABLE_COVERAGE=OFF -DBUILD_META_EXAMPLES=OFF ..
+
+- script: make -j4
+  displayName: Build
+  workingDirectory: build
+  env:
+    CCACHE_DIR: $(ccacheDir)
+
+- script: ctest --output-on-failure -j 2
+  displayName: Test
+  workingDirectory: build
+
+- template: ./archive-deploy.yml
+  parameters:
+    name: 'CCache'
+    dir: $(ccacheDir)
+    archive: $(ccacheArchive)
+    artifactName: $(ccacheArtifactName)

.ci/setup_clcache.cmd

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+@rem https://github.com/numba/numba/blob/master/buildscripts/incremental/setup_conda_environment.cmd
+@rem The cmd /C hack circumvents a regression where conda installs a conda.bat
+@rem script in non-root environments.
+set CONDA_INSTALL=cmd /C conda install -q -y
+set PIP_INSTALL=pip install -q
+
+@echo on
+
+@rem Use clcache for faster builds
+pip install -q git+https://github.com/frerich/clcache.git
+clcache -s
+set CLCACHE_SERVER=1
+set CLCACHE_HARDLINK=1
+powershell.exe -Command "Start-Process clcache-server"
+
+if %errorlevel% neq 0 exit /b %errorlevel%