Hi Tony,
You're right, mlpack doesn't plot figures. Typically if I need figures I'll
import data into Octave or something like that to plot with. Other options
might be to use gnuplot's C++ interface
(http://gnuplot.sourceforge.net/links.html) or maybe something in this list:
http://stackoverflow.com/questions/296199/is-there-any-out-of-the-box-2d-3d-plotting-library-for-c
Hopefully something in there is helpful. :)
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