We still need to port more examples to the new system:
#3555
#3580

In general, we want to use the new API Shogun wide, while cleaning up SWIG interfaces (as for example done in #4462 )
#4463

Using linalg everywhere in Shogun:
#2747

Make use of the new progress bar
#3889

Increase Shogun's benchmark coverage
#3054
#4046