[mlpack-git] [mlpack/mlpack] Reduce compile time by removing unnecessary headers (#722)

[Anshuman Chhabra]

Hi Ryan, I'd like to try my hand at this. I just have a trivial question, and I hope it isn't too kiddish:
- For the last point, do you mean that I should look for similar/repetitive definitions in mlpack and hence implement ```extern template``` definitions for them where I find them repeating? 

As for the first 2 points, I've been looking at the source code and I'll try my best to redistribute the headers so as to minimize compile time.



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