[mlpack-git] [mlpack/mlpack] Allow to build dlls (#620)

[Ryan Curtin]

I appreciate that contribution, but unfortunately I'm not willing to add `MLPACK_API` to every function and class in mlpack.  I believe that there are better ways to do this that involve generating a symbols list and telling the Windows compiler to export all of those symbols.  Maybe something based on this:

https://blog.kitware.com/create-dlls-on-windows-without-declspec-using-new-cmake-export-all-feature/

My goal is to keep the complexity of the code overhead down as much as possible.  If we add something like `MLPACK_API` that is required by every non-templated function and class, very quickly we will find that (a) new contributors are confused by what it is (b) code gets committed without `MLPACK_API` because it is forgotten and (c) code review now takes more overhead because we have to remember when or if `MLPACK_API` is necessary.

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