Explicitly build the tests.

.ci/linux-steps.yaml

@@ -56,12 +56,12 @@ steps:
   displayName: 'CMake'
 
 # Build mlpack
-- script: cd build && make
+- script: cd build && make && make mlpack_test
   condition: eq(variables['CMakeArgs'], '-DDEBUG=ON -DPROFILE=OFF -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF -DBUILD_R_BINDINGS=OFF')
   displayName: 'Build'
 
 # Build mlpack
-- script: cd build && make -j2
+- script: cd build && make -j2 && make -j2 mlpack_test
   condition: ne(variables['CMakeArgs'], '-DDEBUG=ON -DPROFILE=OFF -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF -DBUILD_R_BINDINGS=OFF')
   displayName: 'Build'
 

.ci/macos-steps.yaml

@@ -45,7 +45,7 @@ steps:
   displayName: 'CMake'
 
 # Build mlpack
-- script: cd build && make -j2
+- script: cd build && make -j2 && make -j2 mlpack_test
   displayName: 'Build'
 
 # Run tests via ctest.
@@ -65,4 +65,4 @@ steps:
   inputs:
     pathtoPublish: 'build/Testing/'
     artifactName: 'Tests'
-  displayName: 'Publish artifacts test results'
+  displayName: 'Publish artifacts test results'

.ci/windows-steps.yaml

@@ -88,6 +88,7 @@ steps:
 # Run tests via ctest.
 - bash: |
     cd build
+    cmake --build . --target mlpack_test -C Release
     CTEST_OUTPUT_ON_FAILURE=1 ctest -T Test -C Release . -j1
   displayName: 'Run tests via ctest'
 

.github/workflows/main.yml

@@ -68,7 +68,7 @@ jobs:
 
         - name: Build
           run: |
-            cd build && make -j2
+            cd build && make -j2 && make -j2 mlpack_test
 
         - name: Run tests via ctest
           run: |