mlpack
Building mlpack From Source on Windows

Introduction

This tutorial will show you how to build mlpack for Windows from source, so you can later create your own C++ applications, using two different ways:

Before you try building mlpack, you may want to install mlpack using vcpkg for Windows. If you don't want to install using vcpkg, skip this section and continue with the build tutorial.

PS> .\vcpkg install mlpack:x64-windows
  • To install mlpack and its console programs:
    PS> .\vcpkg install mlpack[tools]:x64-windows

After installing, in Visual Studio, you can create a new project (or open an existing one). The library is immediately ready to be included (via preprocessor directives) and used in your project without additional configuration.

Build Environment

This tutorial has been designed and tested using:

  • Windows 10
  • Visual Studio 2019 (toolset v142)
  • mlpack
  • OpenBLAS.0.2.14.1
  • boost_1_71_0-msvc-14.2-64
  • armadillo (newest version)
  • 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 the PATH to system environment variables or manually set the PATH before running CMake)
  • Download the latest mlpack release from here: mlpack website

Windows build instructions

  • Unzip mlpack to "C:\mlpack\mlpack"
  • Open Visual Studio and select: File > New > Project from Existing Code
    • Type of project: Visual C++
    • Project location: "C:\mlpack\mlpack"
    • Project name: mlpack
    • Finish
  • Make sure the solution configuration is "Debug" and the solution platform is "x64" for this Visual Studio project
  • 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

Building OpenBLAS from Source

Unfortunately, the support for building LAPACK and BLAS on Windows is quite poor, due to the need for Fortran compiler and libraries. The easiest method to get the necessary BLAS/LAPACK libraries built on Windows is to compile OpenBLAS with LLVM's clang-cl and flang to produce the required static library (.lib) files compatible with the MSVC compiler. A comprehensive guide on the compilation of OpenBLAS for Windows can be found here.

One could always download prebuilt LAPACK and BLAS libraries for Windows. However, there are few official sources, and some of those libraries may require further dlls at runtime which may not be available in your system.

It you choose to build OpenBLAS from source, make sure that LAPACK functions are also built. Finally, make sure that the openblas.lib library is linked in your Armadillo build (see below), as well as the library path used for the CMake options BLAS_LIBRARIES and LAPACK_LIBRARIES in the mlpack CMake project.

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_71_0-msvc-14.2-64") from Sourceforge
Note
Make sure you download the MSVC version that matches your Visual Studio
  • Install or unzip to "C:\boost\"

Armadillo Dependency

  • Download the newest version of Armadillo from Sourceforge
  • Unzip to "C:\mlpack\armadillo"
  • Create a "build" directory into "C:\mlpack\armadillo\"
  • Open the Command Prompt and navigate to "C:\mlpack\armadillo\build"
  • Run cmake:
cmake -G "Visual Studio 16 2019" -A x64 -DBLAS_LIBRARY:FILEPATH="C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DLAPACK_LIBRARY:FILEPATH="C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" ..
Note
If you are using different directory paths, a different configuration (e.g. Release) or a different VS version, update the cmake command accordingly. If CMake cannot identify the compiler version, check if the Visual Studio compiler and Windows SDK are installed correctly.
  • Once it has successfully finished, open "C:\mlpack\armadillo\build\armadillo.sln"
  • Build > Build Solution
  • Once it has successfully finished, close Visual Studio

Building mlpack with CMake-Generated Solution

  • Create a "build" directory into "C:\mlpack\mlpack\"
  • You can generate the project using either cmake via command line or GUI. If you prefer to use GUI, refer to the appendix
  • To use the CMake command line prompt, open the Command Prompt and navigate to "C:\mlpack\mlpack\build"
  • Run cmake:
cmake -G "Visual Studio 16 2019" -A x64 -DBLAS_LIBRARIES:FILEPATH="C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DLAPACK_LIBRARIES:FILEPATH="C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DARMADILLO_INCLUDE_DIR="C:/mlpack/armadillo/include" -DARMADILLO_LIBRARY:FILEPATH="C:/mlpack/armadillo/build/Debug/armadillo.lib" -DBOOST_INCLUDEDIR:PATH="C:/boost/" -DBOOST_LIBRARYDIR:PATH="C:/boost/lib64-msvc-14.2" -DDEBUG=OFF -DPROFILE=OFF ..
Note
cmake will attempt to automatically download the ensmallen dependency. If for some reason cmake can't download the dependency, you will need to manually download ensmallen from http://ensmallen.org/ and extract it to "C:\mlpack\mlpack\deps\". Then, specify the path to ensmallen using the flag: -DENSMALLEN_INCLUDE_DIR=C:/mlpack/mlpack/deps/ensmallen/include
  • Once CMake configuration has successfully finished, open "C:\mlpack\mlpack\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\build\Debug" (or "C:\mlpack\mlpack\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

Building mlpack with Visual Studio's CMake Integration

This project can be directly built from the CMakeLists.txt with the latest version of MS Visual Studio, given you have CMake integration via the C++ CMake tools for Windows. To open the CMake project with Visual Studio, select File->Open->CMake in the top menu, followed by selecting the root CMakeLists.txt located in mlpack's root directory.

In order to allow Visual Studio to configure the CMake project, the CMake configuration json will have to be edited to provide the relevant options shown in the README needed to find all the dependencies. The options that you must provide to Visual Studio's CMake are:

  • ARMADILLO_INCLUDE_DIR
  • ARMADILLO_LIBRARY
  • BOOST_ROOT
  • CEREAL_INCLUDE_DIR
  • BLAS_LIBRARIES
  • LAPACK_LIBRARIES

The CMake configuration json can be editted in Visual Studio by right clicking the root CMakeLists.txt in the project view, selecting CMake settings for mlpack and finally clicking on edit JSON. Adding a new CMake option can be done by adding object fields with the following format to the variables array in the CMakeSettings.json:

{
"name": "options_name_string",
"value": "options_value_string",
"type" : "{BOOL|FILEPATH|PATH|STRING}"
}

Here is a full example of the CMakeSettings.jsonfile:

{
"configurations": [
{
"name": "x64-Debug (default)",
"generator": "Ninja",
"configurationType": "Debug",
"inheritEnvironments": [ "msvc_x64_x64" ],
"buildRoot": "${projectDir}\\out\\build\\${name}",
"installRoot": "${projectDir}\\out\\install\\${name}",
"cmakeCommandArgs": "",
"buildCommandArgs": "",
"ctestCommandArgs": "",
"variables": [
{
"name": "ARMADILLO_INCLUDE_DIR",
"value": "PATH/TO/CPP/DEPENDENCY/armadillo-10.1.2/include",
"type": "PATH"
},
{
"name": "ARMADILLO_LIBBRARY",
"value": "PATH/TO/CPP/DEPENDENCY/armadillo-10.1.2/lib/armadillo.lib",
"type": "PATH"
},
{
"name": "CEREAL_INCLUDE_DIR",
"value": "PATH/TO/CPP/DEPENDENCY/cereal-1.3.0/include",
"type": "PATH"
},
{
"name": "BUILD_ROOT",
"value": "PATH/TO/CPP/DEPENDENCY/boost_1_66_0",
"type": "PATH"
},
{
"name": "BOOST_INCLUDEDIR",
"value": "PATH/TO/CPP/DEPENDENCY/boost_1_66_0",
"type": "PATH"
},
{
"name": "BLAS_LIBRARIES",
"value": "PATH/TO/CPP/DEPENDENCY/OpenBLAS/lib/openblas.lib",
"type": "PATH"
},
{
"name": "LAPACK_LIBRARIES",
"value": "PATH/TO/CPP/DEPENDENCY/OpenBLAS/lib/openblas.lib",
"type": "PATH"
}
]
}
]
}

Appendix

If you prefer to use cmake GUI, follow these instructions:

  • To use the CMake GUI, open "CMake".
    • For "Where is the source code:" set C:\mlpack\mlpack\
    • For "Where to build the binaries:" set C:\mlpack\mlpack\build
    • Click Configure
    • If there is an error and Armadillo is not found, try "Add Entry" with the following variables and reconfigure:
      • Name: ARMADILLO_INCLUDE_DIR; type PATH; value C:/mlpack/armadillo/include/
      • Name: ARMADILLO_LIBRARY; type FILEPATH; value C:/mlpack/armadillo/build/Debug/armadillo.lib
      • Name: BLAS_LIBRARY; type FILEPATH; value C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a
      • Name: LAPACK_LIBRARY; type FILEPATH; value C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a
    • If there is an error and Boost is not found, try "Add Entry" with the following variables and reconfigure:
      • Name: BOOST_INCLUDEDIR; type PATH; value C:/boost/
      • Name: BOOST_LIBRARYDIR; type PATH; value C:/boost/lib64-msvc-14.2
    • Once CMake has configured successfully, hit "Generate" to create the .sln file.

Additional Information

If you are facing issues during the build process of mlpack, you may take a look at other third-party 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