[mlpack] gsoc, ensmallen buid fails

[Oleksandr Nikolskyy]

Hello Ryan and Marcus,

I have shared my proposal draft through the gsoc dashboard. Could you
review if you have some time?

I have started a new PR https://github.com/mlpack/ensmallen/pull/286 with
mlpack. There are still some TODOs which I documented.

Best

Oleksandr
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