Vcpkg is a C++ dependency management system that makes installation and consumption as a dependency very easy. We should support this for VW to allow consuming the lib as easy as possible.

Instructions for creating a new package can be found here: https://github.com/microsoft/vcpkg/blob/master/docs/examples/packaging-github-repos.md

We've made great strides to add type hints to our code. However, we're not done yet. Running mypy still raises errors. It would be great to spend some time and finish tidying up our code to satisfy mypy. I can then mypy to the tests workflow in the CI.

We should create tutorials for most of our main datasets and all scenarios.

We should have a jupyter version, and more importantly a Colab version that users can try our library quickly.