[mlpack-git] [mlpack/mlpack] Allow to build dlls (#622)

[Ryan Curtin]

This definitely looks better.  There are few static variables and I don't expect to add anymore anytime soon, and it's certainly not something that a typical maintainer/contributor would need to do.  I want to do a little research to understand whether or not we can make CMake automatically export static variables too, so let me do some reading and get back to you.

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