<blockquote>
<p>I wasn't sure of where mlpack defines number of threads</p>
</blockquote>

<p>It doesn't, set OMP_NUM_THREADS as an environment variable before you run the program and then OpenMP will use that many threads:</p>

<pre><code>$ OMP_NUM_THREADS=4 bin/mlpack_test
</code></pre>

<p>(or whatever)</p>

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