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

[Seb Bro]

@rcurtin You mentioned ```src/mlpack/prereqs.hpp``` is not needed in all parts and can be removed if this is the case, but how about ``` src/mlpack/core.hpp```? I think not all headers there are used in every part of the code, too, right?
Can one split up the headers there? Or use precompiled headers?
These kind of things should speed up the build process.

Or is there a special reason why those headers combine almost all other headers?

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