Introduction

This document discusses how to build mlpack for Windows from source, so you can later create your own C++ applications. There are a couple of other tutorials for Windows, but they may be out of date:

Github wiki Windows Build page Keon's tutorial for mlpack 2.0.3 Kirizaki's tutorial for mlpack 2

Those guides could be used in addition to this tutorial.

Environment

This tutorial has been designed and tested using:

Windows 10
Visual Studio 2017 (toolset v141)
mlpack-3.0.4
OpenBLAS.0.2.14.1
boost_1_66_0-msvc-14.1-64
armadillo-8.500.1
and x64 configuration

The directories and paths used in this tutorial are just for reference purposes.

Pre-requisites

Install CMake for Windows (win64-x64 version from https://cmake.org/download/) and make sure you can use it from the Command Prompt (may need to add to the PATH)
Download the latest mlpack release from here: mlpack

Windows build instructions

Unzip mlpack to "C:\mlpack\mlpack-3.0.4"
Open Visual Studio and select: File > New > Project from Existing Code
- Type of project: Visual C++
- Project location: "C:\mlpack\mlpack-3.0.4"
- Project name: mlpack
- Finish
We will use this Visual Studio project to get the OpenBLAS dependency in the next section

Dependencies

OpenBLAS Dependency

Open the NuGet packages manager (Tools > NuGet Package Manager > Manage NuGet Packages for Solution...)
Click on the “Browse” tab and search for “openblas”
Click on OpenBlas and check the mlpack project, then click Install
Once it has finished installing, close Visual Studio

Boost Dependency

You can either get Boost via NuGet or you can download the prebuilt Windows binaries separately. This tutorial follows the second approach for simplicity.

Download the "Prebuilt Windows binaries" of the Boost library ("boost_1_66_0-msvc-14.1-64") from Sourceforge

Note: Make sure you download the MSVC version that matches your Visual Studio

Install or unzip to "C:\boost\boost_1_66_0"

Armadillo Dependency

Download "Armadillo" (armadillo-8.500.1.tar.xz) from Sourceforge
Unzip to "C:\mlpack\armadillo-8.500.1"
Create a "build" directory into "C:\mlpack\armadillo-8.500.1\"
Open the Command Prompt and navigate to "C:\mlpack\armadillo-8.500.1\build"
Run cmake:

cmake -G "Visual Studio 15 2017 Win64" -DBLAS_LIBRARY:FILEPATH="C:/mlpack/mlpack-3.0.4/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DLAPACK_LIBRARY:FILEPATH="C:/mlpack/mlpack-3.0.4/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DCMAKE_PREFIX:FILEPATH="C:/mlpack/armadillo" -DBUILD_SHARED_LIBS=OFF ..

Note: If you are using different directory paths, a different configuration (e.g. Release) or a different VS version, update the cmake command accordingly.

Once it has successfully finished, open "C:\mlpack\armadillo-8.500.1\build\armadillo.sln"
Build > Build Solution
Once it has successfully finished, close Visual Studio

Building mlpack

Create a "build" directory into "C:\mlpack\mlpack-3.0.4\"
Open the Command Prompt and navigate to "C:\mlpack\mlpack-3.0.4\build"
Run cmake:

cmake -G "Visual Studio 15 2017 Win64" -DBLAS_LIBRARY:FILEPATH="C:/mlpack/mlpack-3.0.4/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DLAPACK_LIBRARY:FILEPATH="C:/mlpack/mlpack-3.0.4/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DARMADILLO_INCLUDE_DIR="C:/mlpack/armadillo-8.500.1/include" -DARMADILLO_LIBRARY:FILEPATH="C:/mlpack/armadillo-8.500.1/build/Debug/armadillo.lib" -DBOOST_INCLUDEDIR:PATH="C:/boost/boost_1_66_0/" -DBOOST_LIBRARYDIR:PATH="C:/boost/boost_1_66_0/lib64-msvc-14.1" -DDEBUG=OFF -DPROFILE=OFF ..

Once it has successfully finished, open "C:\mlpack\mlpack-3.0.4\build\mlpack.sln"
Build > Build Solution (this may be by default in Debug mode)
Once it has sucessfully finished, you will find the library files you need in: "C:\mlpack\mlpack-3.0.4\build\Debug" (or "C:\mlpack\mlpack-3.0.4\build\Release" if you changed to Release mode)

You are ready to create your first application, take a look at the Sample C++ ML App