<p>In <a href="https://github.com/mlpack/mlpack/pull/700#discussion_r70055382">CMakeLists.txt</a>:</p>
<pre style='color:#555'>&gt;  # This way we can skip calls to functions defined in omp.h with code like:
&gt;  # if (HAS_OPENMP == 1) { openMP code here }
&gt;  # If OpenMP is found, define HAS_OPENMP to be 1. Otherwise define it to be 0.
&gt; -find_package(OpenMP)
&gt; +find_package(OpenMP 3)
</pre>
<p>It looks like it doesn't. AppVeyor tried to build with OpenMP on when it should have been off...</p>

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