[mlpack-git] [mlpack/mlpack] delete include omp statement (#701)

[Ryan Curtin]

If you want to include omp.h in the future, you should add it to `mlpack/core.hpp` with an ifdef (since OpenMP is not required to build mlpack), like `#ifdef OMP_FOUND` (or something like this, I am not sure, maybe there is some macro that is available when OpenMP is in use).

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