In #3540 @kiner-shah pointed out that it is possible to create a circular include loop! I was surprised by this, but the reason is that the RegressionDistribution class (in src/mlpack/core/dists/) depends on the LinearRegression class (in src/mlpack/methods/). This is the only situation where something in core/ includes something in methods/, and as a result, if you just happen to only include linear_regression.hpp, you get a problem.

Anyway, one solution is to have linear_regression.hpp only include mlpack/prereqs.hpp (which does not include the dists/), and then include mlpack/core.hpp after LinearRegression is defined.

After this PR, the following slightly more complex example compiles:

include <mlpack/methods/linear_regression.hpp>

using namespace mlpack;

int main()
{
  LinearRegression r;
}