<p>Sorry for the slow response. Since you said, "the function works fine, there is no exception showing up", I guess it's working? If not, I write down some instruction to build mlpack on windows.</p>

<p>Regarding the dimension issue, beware that mlpack uses armadillo which stores matrices in a column-major format. So, what you could do here is to transpose your data before you call train e.g. <code>matrix = arma::trans(matrix);</code> or you can load the data and set the transpose parameter e.g. <code>Load("filename", matrix, false, false)</code>.</p>

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