[mlpack-git] [mlpack] Removed trailing underscores in header guards. Resolved issue #533 (#537)

[Falit Jain]

@rcurtin 
I ran mlpack_allknn --version with the original version of the mlpack, it gave the following output
`mlpack_allkfn: part of mlpack 2.0.1`.. Could you  guide me where to look now .

Regarding both version.. i think we should have another branch having without underscored macros


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https://github.com/mlpack/mlpack/pull/537#issuecomment-192285917
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