Include string header to resolve undefined type error.

src/mlpack/tests/main_tests/gmm_generate_test.cpp

@@ -9,6 +9,8 @@
  * 3-clause BSD license along with mlpack.  If not, see
  * http://www.opensource.org/licenses/BSD-3-Clause for more information.
  */
+#include <string>
+
 #define BINDING_TYPE BINDING_TYPE_TEST
 static const std::string testName = "GmmGenerate";