Based on Difacto_DMLC [https://github.com/CNevd/Difacto_DMLC]
- download these source files and put them in a subdirectory(such as lda) of Difacto_DMLC's src directory.
- follow Difacto's compiling instruction to compile.
- go to the subdirectory in step 1 and make.
sh run_local.sh
sh run_yarn.sh