diff --git a/src/shogun/classifier/AveragedPerceptron.h b/src/shogun/classifier/AveragedPerceptron.h
index 91648684442..42de9072f60 100644
--- a/src/shogun/classifier/AveragedPerceptron.h
+++ b/src/shogun/classifier/AveragedPerceptron.h
@@ -10,6 +10,8 @@
 #ifndef _AVERAGEDPERCEPTRON_H___
 #define _AVERAGEDPERCEPTRON_H___
 
+#include <shogun/lib/config.h>
+
 #include <stdio.h>
 #include <shogun/lib/common.h>
 #include <shogun/features/DotFeatures.h>
diff --git a/src/shogun/classifier/NearestCentroid.h b/src/shogun/classifier/NearestCentroid.h
index 56c3e075536..6930c615b22 100644
--- a/src/shogun/classifier/NearestCentroid.h
+++ b/src/shogun/classifier/NearestCentroid.h
@@ -10,6 +10,8 @@
 #ifndef _NEAREST_CENTROID_H__
 #define _NEAREST_CENTROID_H__
 
+#include <shogun/lib/config.h>
+
 #include <stdio.h>
 #include <shogun/lib/common.h>
 #include <shogun/io/SGIO.h>
diff --git a/src/shogun/classifier/Perceptron.h b/src/shogun/classifier/Perceptron.h
index ecd42727120..20aca3c9b27 100644
--- a/src/shogun/classifier/Perceptron.h
+++ b/src/shogun/classifier/Perceptron.h
@@ -11,6 +11,8 @@
 #ifndef _PERCEPTRON_H___
 #define _PERCEPTRON_H___
 
+#include <shogun/lib/config.h>
+
 #include <stdio.h>
 #include <shogun/lib/common.h>
 #include <shogun/features/DotFeatures.h>
diff --git a/src/shogun/classifier/PluginEstimate.h b/src/shogun/classifier/PluginEstimate.h
index 8fefebc80a6..849bcab3527 100644
--- a/src/shogun/classifier/PluginEstimate.h
+++ b/src/shogun/classifier/PluginEstimate.h
@@ -11,6 +11,8 @@
 #ifndef _PLUGINESTIMATE_H___
 #define _PLUGINESTIMATE_H___
 
+#include <shogun/lib/config.h>
+
 #include <shogun/machine/Machine.h>
 #include <shogun/features/StringFeatures.h>
 #include <shogun/labels/BinaryLabels.h>
diff --git a/src/shogun/classifier/mkl/MKLClassification.h b/src/shogun/classifier/mkl/MKLClassification.h
index 625ea9482b6..af666d5f83a 100644
--- a/src/shogun/classifier/mkl/MKLClassification.h
+++ b/src/shogun/classifier/mkl/MKLClassification.h
@@ -10,6 +10,7 @@
 #ifndef __MKLCLASSIFICATION_H__
 #define __MKLCLASSIFICATION_H__
 
+#include <shogun/lib/config.h>
 #include <shogun/lib/common.h>
 #include <shogun/classifier/mkl/MKL.h>
 
diff --git a/src/shogun/classifier/mkl/MKLMulticlass.h b/src/shogun/classifier/mkl/MKLMulticlass.h
index a9c752d63d1..42fc6d56666 100644
--- a/src/shogun/classifier/mkl/MKLMulticlass.h
+++ b/src/shogun/classifier/mkl/MKLMulticlass.h
@@ -16,6 +16,7 @@
 
 #include <vector>
 
+#include <shogun/lib/config.h>
 #include <shogun/base/SGObject.h>
 #include <shogun/kernel/Kernel.h>
 #include <shogun/kernel/CombinedKernel.h>
diff --git a/src/shogun/classifier/mkl/MKLMulticlassGLPK.h b/src/shogun/classifier/mkl/MKLMulticlassGLPK.h
index 978d0d2ab39..8a553da08d0 100644
--- a/src/shogun/classifier/mkl/MKLMulticlassGLPK.h
+++ b/src/shogun/classifier/mkl/MKLMulticlassGLPK.h
@@ -14,6 +14,8 @@
 #ifndef MKLMulticlassGLPK_H_
 #define MKLMulticlassGLPK_H_
 
+#include <shogun/lib/config.h>
+
 #include <vector>
 #include <shogun/base/SGObject.h>
 #include <shogun/classifier/mkl/MKLMulticlassOptimizationBase.h>
diff --git a/src/shogun/classifier/mkl/MKLMulticlassGradient.h b/src/shogun/classifier/mkl/MKLMulticlassGradient.h
index 54dc6a9cf65..7ac27cbd68a 100644
--- a/src/shogun/classifier/mkl/MKLMulticlassGradient.h
+++ b/src/shogun/classifier/mkl/MKLMulticlassGradient.h
@@ -14,6 +14,8 @@
 #ifndef MKLMulticlassGRADIENT_H_
 #define MKLMulticlassGRADIENT_H_
 
+#include <shogun/lib/config.h>
+
 #include <vector>
 #include <cmath>
 #include <cassert>
diff --git a/src/shogun/classifier/mkl/MKLMulticlassOptimizationBase.h b/src/shogun/classifier/mkl/MKLMulticlassOptimizationBase.h
index 2f865fe3009..0d5e92d5113 100644
--- a/src/shogun/classifier/mkl/MKLMulticlassOptimizationBase.h
+++ b/src/shogun/classifier/mkl/MKLMulticlassOptimizationBase.h
@@ -11,6 +11,8 @@
 #ifndef MKLMulticlassOPTIMIZATIONBASE_H_
 #define MKLMulticlassOPTIMIZATIONBASE_H_
 
+#include <shogun/lib/config.h>
+
 #include <vector>
 #include <shogun/base/SGObject.h>
 
diff --git a/src/shogun/classifier/mkl/MKLOneClass.h b/src/shogun/classifier/mkl/MKLOneClass.h
index 994f68bc8f2..53c04b28895 100644
--- a/src/shogun/classifier/mkl/MKLOneClass.h
+++ b/src/shogun/classifier/mkl/MKLOneClass.h
@@ -10,6 +10,8 @@
 #ifndef __MKLONECLASS_H__
 #define __MKLONECLASS_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/classifier/mkl/MKL.h>
 
diff --git a/src/shogun/classifier/svm/CPLEXSVM.h b/src/shogun/classifier/svm/CPLEXSVM.h
index c7c38d690ab..59e33516913 100644
--- a/src/shogun/classifier/svm/CPLEXSVM.h
+++ b/src/shogun/classifier/svm/CPLEXSVM.h
@@ -10,6 +10,9 @@
 
 #ifndef _CPLEXSVM_H___
 #define _CPLEXSVM_H___
+
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 
 #ifdef USE_CPLEX
diff --git a/src/shogun/classifier/svm/GNPPLib.h b/src/shogun/classifier/svm/GNPPLib.h
index 17df553fc68..e0574d72952 100644
--- a/src/shogun/classifier/svm/GNPPLib.h
+++ b/src/shogun/classifier/svm/GNPPLib.h
@@ -15,6 +15,8 @@
 #ifndef GNPPLIB_H__ 
 #define GNPPLIB_H__ 
 
+#include <shogun/lib/config.h>
+
 #include <math.h>
 #include <limits.h>
 
diff --git a/src/shogun/classifier/svm/GNPPSVM.h b/src/shogun/classifier/svm/GNPPSVM.h
index 5d248e6fdc0..536a5300e66 100644
--- a/src/shogun/classifier/svm/GNPPSVM.h
+++ b/src/shogun/classifier/svm/GNPPSVM.h
@@ -11,6 +11,7 @@
 #ifndef _GNPPSVM_H___
 #define _GNPPSVM_H___
 
+#include <shogun/lib/config.h>
 #include <shogun/lib/common.h>
 #include <shogun/classifier/svm/SVM.h>
 
diff --git a/src/shogun/classifier/svm/GPBTSVM.h b/src/shogun/classifier/svm/GPBTSVM.h
index ae234951c90..e35dc6af206 100644
--- a/src/shogun/classifier/svm/GPBTSVM.h
+++ b/src/shogun/classifier/svm/GPBTSVM.h
@@ -10,6 +10,8 @@
 
 #ifndef _GPBTSVM_H___
 #define _GPBTSVM_H___
+
+#include <shogun/lib/config.h>
 #include <shogun/lib/common.h>
 #include <shogun/classifier/svm/SVM.h>
 #include <shogun/lib/external/shogun_libsvm.h>
diff --git a/src/shogun/classifier/svm/LibSVM.h b/src/shogun/classifier/svm/LibSVM.h
index b2e775a376e..49e60d432b0 100644
--- a/src/shogun/classifier/svm/LibSVM.h
+++ b/src/shogun/classifier/svm/LibSVM.h
@@ -11,6 +11,8 @@
 #ifndef _LIBSVM_H___
 #define _LIBSVM_H___
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/classifier/svm/SVM.h>
 #include <shogun/lib/external/shogun_libsvm.h>
diff --git a/src/shogun/classifier/svm/LibSVMOneClass.h b/src/shogun/classifier/svm/LibSVMOneClass.h
index 9a9fe1ba231..81a057672bc 100644
--- a/src/shogun/classifier/svm/LibSVMOneClass.h
+++ b/src/shogun/classifier/svm/LibSVMOneClass.h
@@ -11,6 +11,9 @@
 
 #ifndef _LIBSVM_ONECLASS_H___
 #define _LIBSVM_ONECLASS_H___
+
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/classifier/svm/SVM.h>
 #include <shogun/lib/external/shogun_libsvm.h>
diff --git a/src/shogun/classifier/svm/MPDSVM.h b/src/shogun/classifier/svm/MPDSVM.h
index 2d84ab8b114..b6f0c70ee90 100644
--- a/src/shogun/classifier/svm/MPDSVM.h
+++ b/src/shogun/classifier/svm/MPDSVM.h
@@ -10,6 +10,9 @@
 
 #ifndef _MPDSVM_H___
 #define _MPDSVM_H___
+
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/classifier/svm/SVM.h>
 #include <shogun/lib/Cache.h>
diff --git a/src/shogun/classifier/svm/NewtonSVM.h b/src/shogun/classifier/svm/NewtonSVM.h
index fc8496d2984..eeb45070a41 100644
--- a/src/shogun/classifier/svm/NewtonSVM.h
+++ b/src/shogun/classifier/svm/NewtonSVM.h
@@ -11,6 +11,8 @@
 #ifndef _NEWTONSVM_H___
 #define _NEWTONSVM_H___
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/machine/LinearMachine.h>
 #include <shogun/features/DotFeatures.h>
diff --git a/src/shogun/classifier/svm/OnlineSVMSGD.h b/src/shogun/classifier/svm/OnlineSVMSGD.h
index 67887111347..e49fa27b100 100644
--- a/src/shogun/classifier/svm/OnlineSVMSGD.h
+++ b/src/shogun/classifier/svm/OnlineSVMSGD.h
@@ -21,6 +21,8 @@
    Shogun adjustments (w) 2008 Soeren Sonnenburg
 */
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/labels/Labels.h>
 #include <shogun/machine/OnlineLinearMachine.h>
diff --git a/src/shogun/classifier/svm/SGDQN.h b/src/shogun/classifier/svm/SGDQN.h
index 8a1fef30f49..477036a5519 100644
--- a/src/shogun/classifier/svm/SGDQN.h
+++ b/src/shogun/classifier/svm/SGDQN.h
@@ -22,6 +22,8 @@
    Shogun adjustments (w) 2011 Siddharth Kherada
 */
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/machine/LinearMachine.h>
 #include <shogun/features/DotFeatures.h>
diff --git a/src/shogun/classifier/svm/SVM.h b/src/shogun/classifier/svm/SVM.h
index 27f9db50ac0..00558a003fd 100644
--- a/src/shogun/classifier/svm/SVM.h
+++ b/src/shogun/classifier/svm/SVM.h
@@ -11,6 +11,8 @@
 #ifndef _SVM_H___
 #define _SVM_H___
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/features/Features.h>
 #include <shogun/kernel/Kernel.h>
diff --git a/src/shogun/classifier/svm/SVMOcas.h b/src/shogun/classifier/svm/SVMOcas.h
index 1fa8f8a2288..2d6150378fb 100644
--- a/src/shogun/classifier/svm/SVMOcas.h
+++ b/src/shogun/classifier/svm/SVMOcas.h
@@ -12,6 +12,8 @@
 #ifndef _SVMOCAS_H___
 #define _SVMOCAS_H___
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/machine/LinearMachine.h>
 #include <shogun/lib/external/libocas.h>
diff --git a/src/shogun/classifier/svm/SVMSGD.h b/src/shogun/classifier/svm/SVMSGD.h
index 07462c2d4d7..d8158f0857e 100644
--- a/src/shogun/classifier/svm/SVMSGD.h
+++ b/src/shogun/classifier/svm/SVMSGD.h
@@ -22,6 +22,8 @@
    Shogun adjustments (w) 2008 Soeren Sonnenburg
 */
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/machine/LinearMachine.h>
 #include <shogun/features/DotFeatures.h>
diff --git a/src/shogun/classifier/svm/WDSVMOcas.h b/src/shogun/classifier/svm/WDSVMOcas.h
index c11645eb2e3..8e2bf82078f 100644
--- a/src/shogun/classifier/svm/WDSVMOcas.h
+++ b/src/shogun/classifier/svm/WDSVMOcas.h
@@ -12,6 +12,8 @@
 #ifndef _WDSVMOCAS_H___
 #define _WDSVMOCAS_H___
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/machine/Machine.h>
 #include <shogun/classifier/svm/SVMOcas.h>
diff --git a/src/shogun/classifier/vw/VowpalWabbit.h b/src/shogun/classifier/vw/VowpalWabbit.h
index 8b9a1eb86b6..e9c6ba0298f 100644
--- a/src/shogun/classifier/vw/VowpalWabbit.h
+++ b/src/shogun/classifier/vw/VowpalWabbit.h
@@ -16,6 +16,8 @@
 #ifndef _VOWPALWABBIT_H__
 #define _VOWPALWABBIT_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/classifier/vw/vw_common.h>
 #include <shogun/classifier/vw/learners/VwAdaptiveLearner.h>
 #include <shogun/classifier/vw/learners/VwNonAdaptiveLearner.h>
diff --git a/src/shogun/classifier/vw/VwEnvironment.h b/src/shogun/classifier/vw/VwEnvironment.h
index bc506d7fe49..dd898d6d3f3 100644
--- a/src/shogun/classifier/vw/VwEnvironment.h
+++ b/src/shogun/classifier/vw/VwEnvironment.h
@@ -15,6 +15,8 @@
 #ifndef _VW_ENV_H__
 #define _VW_ENV_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/base/SGObject.h>
 #include <shogun/base/DynArray.h>
 #include <shogun/lib/DataType.h>
diff --git a/src/shogun/classifier/vw/VwLearner.h b/src/shogun/classifier/vw/VwLearner.h
index 48e6897f7bc..d4e708f9fcc 100644
--- a/src/shogun/classifier/vw/VwLearner.h
+++ b/src/shogun/classifier/vw/VwLearner.h
@@ -16,6 +16,8 @@
 #ifndef _VW_LEARNER_H__
 #define _VW_LEARNER_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/base/SGObject.h>
 #include <shogun/base/Parameter.h>
 #include <shogun/classifier/vw/vw_common.h>
diff --git a/src/shogun/classifier/vw/VwParser.h b/src/shogun/classifier/vw/VwParser.h
index 1bd12c92604..4b024e2cf89 100644
--- a/src/shogun/classifier/vw/VwParser.h
+++ b/src/shogun/classifier/vw/VwParser.h
@@ -16,6 +16,8 @@
 #ifndef _VW_PARSER_H__
 #define _VW_PARSER_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/base/SGObject.h>
 #include <shogun/io/SGIO.h>
 #include <shogun/lib/Hash.h>
diff --git a/src/shogun/classifier/vw/VwRegressor.h b/src/shogun/classifier/vw/VwRegressor.h
index 8de22f15536..8eaff652164 100644
--- a/src/shogun/classifier/vw/VwRegressor.h
+++ b/src/shogun/classifier/vw/VwRegressor.h
@@ -16,6 +16,8 @@
 #ifndef _VW_REGRESSOR_H__
 #define _VW_REGRESSOR_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/base/SGObject.h>
 #include <shogun/lib/DataType.h>
 #include <shogun/classifier/vw/VwEnvironment.h>
diff --git a/src/shogun/classifier/vw/vw_common.h b/src/shogun/classifier/vw/vw_common.h
index 928023ebdf8..1531b9e7fe8 100644
--- a/src/shogun/classifier/vw/vw_common.h
+++ b/src/shogun/classifier/vw/vw_common.h
@@ -15,6 +15,8 @@
 #ifndef _VW_COMMON_H__
 #define _VW_COMMON_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/DataType.h>
 #include <shogun/lib/common.h>
 #include <shogun/mathematics/Math.h>
diff --git a/src/shogun/classifier/vw/vw_constants.h b/src/shogun/classifier/vw/vw_constants.h
index 7868316e4d1..a896317ccf1 100644
--- a/src/shogun/classifier/vw/vw_constants.h
+++ b/src/shogun/classifier/vw/vw_constants.h
@@ -15,6 +15,8 @@
 #ifndef _VW_CONSTANTS_H__
 #define _VW_CONSTANTS_H__
 
+#include <shogun/lib/config.h>
+
 namespace shogun
 {
 /// Hash function typedef, takes a substring and seed as parameters
diff --git a/src/shogun/classifier/vw/vw_example.h b/src/shogun/classifier/vw/vw_example.h
index e9ff5e76641..537daa91c97 100644
--- a/src/shogun/classifier/vw/vw_example.h
+++ b/src/shogun/classifier/vw/vw_example.h
@@ -15,6 +15,8 @@
 #ifndef _VW_EXAMPLE_H__
 #define _VW_EXAMPLE_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/DataType.h>
 #include <shogun/lib/common.h>
 #include <shogun/lib/v_array.h>
diff --git a/src/shogun/classifier/vw/vw_label.h b/src/shogun/classifier/vw/vw_label.h
index f9e1092beef..27f9485dd43 100644
--- a/src/shogun/classifier/vw/vw_label.h
+++ b/src/shogun/classifier/vw/vw_label.h
@@ -15,6 +15,8 @@
 #ifndef _VW_LABEL_H__
 #define _VW_LABEL_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/DataType.h>
 #include <shogun/lib/common.h>
 #include <shogun/lib/v_array.h>
diff --git a/src/shogun/classifier/vw/vw_math.h b/src/shogun/classifier/vw/vw_math.h
index 049ea250ffc..ae40321139f 100644
--- a/src/shogun/classifier/vw/vw_math.h
+++ b/src/shogun/classifier/vw/vw_math.h
@@ -15,6 +15,8 @@
 #ifndef _VW_MATH_H__
 #define _VW_MATH_H__
 
+#include <shogun/lib/config.h>
+
 #include <shogun/lib/common.h>
 #include <shogun/mathematics/Math.h>
 #include <shogun/classifier/vw/vw_common.h>