Store the last update between optimize() calls

[dkobak]

Fix #228 and add a corresponding test.

[dkobak]

I don't understand why the pickling test fails here.

[pavlin-policar]

The tests likely fail because the pickling/unpickling process is quite brittle. I'll take a look. Thanks for tracking this down. This is definitely something we want to implement.

[dkobak]

When the test fails, it happens in pickle.dumps(embedding), and the error is triggered in __reduce__():

    957         new_state = state[2] + (
--> 958             self.optimizer,
    959             self.affinities,
    960             self.gradient_descent_params,

AttributeError: 'TSNEEmbedding' object has no attribute 'optimizer'

What is weird, is that embedding.optimizer actually does exist, and moreover, calling embedding.__reduce__() also works fine, but calling pickle.dumps(embedding) triggers the above error...

[dkobak]

I FOUND THE BUG!!! Only took me two weeks :-) The update array needed to be converted from TSNEEmbedding to np.array. All checks pass now.

[pavlin-policar]

That's wonderful news! That must have been a pain to track down. This looks good to me, and, again, thanks for finding and fixing this bug :)