Make dependencies as submodules

.gitignore

@@ -34,9 +34,6 @@ doc/latex
 doc/doc
 
 #dmlc
-dmlc-core
-mshadow
-rabit
 config.mk
 
 *.pyc

.gitmodules

@@ -0,0 +1,9 @@
+[submodule "mshadow"]
+	path = mshadow
+	url = https://github.com/dmlc/mshadow.git
+[submodule "rabit"]
+	path = rabit
+	url = https://github.com/dmlc/rabit.git
+[submodule "dmlc-core"]
+	path = dmlc-core
+	url = https://github.com/dmlc/dmlc-core.git

README.md

@@ -23,5 +23,9 @@ This is a project that combines lessons and ideas we learnt from [cxxnet](https:
 #if DMLC_USE_CXX11
   // c++11 code here
 #endif
+```
+  - Update the dependencies by 
+```
+git submodule foreach --recursive git pull origin master
 ```
 * For heterogenous hardware support (CPU/GPU). Hope the GPU-specific component could be isolated easily. That is too say if we use `USE_CUDA` macro to wrap gpu-related code, the macro should not be everywhere in the project.