<p>In <a href="https://github.com/mlpack/mlpack/pull/466#discussion_r43379557">src/mlpack/methods/softmax_regression/CMakeLists.txt</a>:</p>
<pre style='color:#555'>&gt; @@ -5,6 +5,7 @@ set(SOURCES
&gt;    softmax_regression_impl.hpp
&gt;    softmax_regression_function.hpp
&gt;    softmax_regression_function.cpp
&gt; +  softmax_main.cpp
</pre>
<p>You shouldn't add the file here, but instead as its own executable, otherwise <code>softmax_main.cpp</code> will get compiled into <code>libmlpack.so</code>, which is not the right thing.  Try this instead:</p>

<pre><code>add_executable(softmax_regression
  softmax_regression_main.cpp
)
target_link_libraries(softmax_regression
  mlpack
)
install(TARGETS softmax_regression RUNTIME DESTINATION bin)
</code></pre>

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