[mlpack] [ Build System ]

[Nakul Bharti]

Hi all!

I am looking for some help regarding #2113 [Revamp CMake configuration to
"modern" CMake <https://github.com/mlpack/mlpack/issues/2113>].
Basically I want bit guidance to make a proper workflow for this since it
seems very broad and overwhelming for a beginner. I have worked on models
cmake here is PR #39.
Any kind of guidance will be appreciated

Thanks!
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