multiple inclusions of armadillo header about ensmallen

[zoq]

Agreed, I can take this up.

[rcurtin]

You're right that it can simplify the code if we do that, but it makes it harder for a user to include only a small part of ensmallen, e.g.

#include <ensmallen_bits/sgd/sgd.hpp>

if they only want to use SGD, for instance. I don't have a huge preference either way, but it shouldn't be a problem to have the #include <armadillo> around.

[conradsnicta]

To keep things simple, I suggest to have #include <ensmallen.hpp> as the only supported way of using ensmallen within user code. Otherwise there's just too much stuff for us to worry about, both in the code and documentation. This slows down development and adds to the maintenance burden.

If a user really only wants sgd, they're free to rip it out of the codebase themselves.

I don't think we should try to be overly flexible (ie. be everything to everyone). Having a focused and easy to use product would go a long way towards acceptance.

[rcurtin]

That's a fair point, and like I said I don't have a huge preference so I'm fine with it. It might be useful to put a note in ensmallen.hpp that it's expected that ensmallen.hpp is the only header included to include the library.

[conradsnicta]

It might be useful to put a note in ensmallen.hpp that it's expected that ensmallen.hpp is the only header included to include the library.

done