Set default for BUILD_TESTS to OFF.

[rcurtin]

We currently have the CMake option BUILD_TESTS set to ON, but then mlpack_test is not a part of the all target---it specifically has an EXCLUDE_FROM_ALL marking. The reason for this is so that users do not accidentally compile the tests, which take a really long time.

But, it's also reasonable to just set BUILD_TESTS to OFF by default! Then, when BUILD_TESTS is ON, we know the user means to build the tests, and we can make it part of the all target.

I also added a convenience script that displays this error if you try to run make mlpack_test with BUILD_TESTS set to OFF:

$ make mlpack_test
CMake Error at /home/ryan/src/mlpack/CMake/TestError.cmake:3 (message):
  To build the mlpack_test target, reconfigure CMake with the BUILD_TESTS
  option set to ON! (i.e.  `cmake -DBUILD_TESTS=ON ../`)


make[3]: *** [src/mlpack/CMakeFiles/mlpack_test.dir/build.make:70: src/mlpack/CMakeFiles/mlpack_test] Error 1
make[2]: *** [CMakeFiles/Makefile2:507: src/mlpack/CMakeFiles/mlpack_test.dir/all] Error 2
make[1]: *** [CMakeFiles/Makefile2:514: src/mlpack/CMakeFiles/mlpack_test.dir/rule] Error 2
make: *** [Makefile:231: mlpack_test] Error 2

[mlpack-bot]

Second approval provided automatically after 24 hours. 👍