Support for multiple training and testing sets

[lplana]

Lens supports the use of different example sets for training and testing. Also, multiple sets can be used in each stage.

Often, testing is done on a different example set or sets (possibly a subset of the original, or sometimes something completely new, if generalisation performance is being assessed).

LENS has an option for loading all the example sets at the beginning and then switching between them, which is generally more efficient .