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Currently in build.rs shogun is linked against some libraries that the user might not have. So there should be features that enable/disable linking against these. However, this will depend on how shogun was compiled, so maybe features are not the best, and we should detect the libraries that shogun-static requires?
The features should also be passed on to CMake if we ever add shogun C++ as a submodule and the user compiles everything using cargo build.
See for example how ndarray does it:
https://github.com/rust-ndarray/ndarray/blob/f69248e977f42b7afb01f5c280baba1da09738c9/build.rs#L7-L9
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