Trouble installing / linking mlpack on Windows

Hey everyone,

I followed the following steps to install mlpack :



The complete file can be found [here](https://github.com/mlpack/models/blob/2dcebdd3d5628525d473d3c0f7418be5511e24ff/.ci/windows-steps.yaml)

```

cmake $(CMakeGenerator) `

     $(CMakeArgs-mlpack) `

     -DBLAS_LIBRARIES:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `

     -DLAPACK_LIBRARIES:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `

     -DARMADILLO_INCLUDE_DIR="..\..\armadillo-8.400.0\include" `

     -DARMADILLO_LIBRARY="..\..\armadillo-8.400.0\Release\armadillo.lib" `

     -DBOOST_INCLUDEDIR=$(Agent.ToolsDirectory)\boost.1.60.0.0\lib\native\include `

     -DBOOST_LIBRARYDIR=$(Agent.ToolsDirectory)\boost_libs `

     -DBUILD_JULIA_BINDINGS=OFF `

     -DCMAKE_BUILD_TYPE=Release ..

'mlpack/build/*.sln'

```

In the Cmake mlpack was found and all other libraries required were found. However I am still facing this [error](https://dev.azure.com/mlpack/mlpack/_build/results?buildId=1897&view=logs&j=9bb75cf0-500a-52c4-dbba-9c305edd1534&t=a4060360-b178-58da-4c70-0da5e743f9b0&l=43) : 

```

 Cannot open include file: 'mlpack/core/data/scaler_methods/min_max_scaler.hpp': No such file or directory

```



The Cmake file can be found [here](https://github.com/mlpack/models/blob/2dcebdd3d5628525d473d3c0f7418be5511e24ff/CMakeLists.txt)

Kindly help me with this, I have spent last couple of days trying to fix this. I did make some progress but I am stuck at this now.

Thanks a lot,

Regards.

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