Just removed double __ from the inclusion guard names.

dlib/svm/linearly_independent_subset_finder.h

 // Copyright (C) 2008  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_LISf__
-#define DLIB_LISf__
+#ifndef DLIB_LISfh_
+#define DLIB_LISfh_
 
 #include <vector>
 
@@ -536,5 +536,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_LISf__
+#endif // DLIB_LISfh_
 

dlib/svm/multiclass_tools.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_MULTICLASS_TOoLS_H__
-#define DLIB_MULTICLASS_TOoLS_H__
+#ifndef DLIB_MULTICLASS_TOoLS_Hh_
+#define DLIB_MULTICLASS_TOoLS_Hh_
 
 #include "multiclass_tools_abstract.h"
 
@@ -63,6 +63,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_MULTICLASS_TOoLS_H__
+#endif // DLIB_MULTICLASS_TOoLS_Hh_
 
 

dlib/svm/multiclass_tools_abstract.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_MULTICLASS_TOoLS_ABSTRACT_H__
-#ifdef DLIB_MULTICLASS_TOoLS_ABSTRACT_H__
+#undef DLIB_MULTICLASS_TOoLS_ABSTRACT_Hh_
+#ifdef DLIB_MULTICLASS_TOoLS_ABSTRACT_Hh_
 
 #include <vector>
 #include <map>
@@ -41,5 +41,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_MULTICLASS_TOoLS_ABSTRACT_H__
+#endif // DLIB_MULTICLASS_TOoLS_ABSTRACT_Hh_
 

dlib/svm/null_df.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_NULL_DECISION_FUnCTION_H__
-#define DLIB_NULL_DECISION_FUnCTION_H__
+#ifndef DLIB_NULL_DECISION_FUnCTION_Hh_
+#define DLIB_NULL_DECISION_FUnCTION_Hh_
 
 #include <iostream>
 
@@ -29,5 +29,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_NULL_DECISION_FUnCTION_H__
+#endif // DLIB_NULL_DECISION_FUnCTION_Hh_
 

dlib/svm/num_nonnegative_weights.h

 // Copyright (C) 2012  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_NUM_NONNEGATIVE_WEIGHtS_H__
-#define DLIB_NUM_NONNEGATIVE_WEIGHtS_H__
+#ifndef DLIB_NUM_NONNEGATIVE_WEIGHtS_Hh_
+#define DLIB_NUM_NONNEGATIVE_WEIGHtS_Hh_
 
 #include "../enable_if.h"
 
@@ -72,5 +72,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_NUM_NONNEGATIVE_WEIGHtS_H__
+#endif // DLIB_NUM_NONNEGATIVE_WEIGHtS_Hh_
 

dlib/svm/one_vs_all_decision_function.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_ONE_VS_ALL_DECISION_FUnCTION_H__
-#define DLIB_ONE_VS_ALL_DECISION_FUnCTION_H__
+#ifndef DLIB_ONE_VS_ALL_DECISION_FUnCTION_Hh_
+#define DLIB_ONE_VS_ALL_DECISION_FUnCTION_Hh_
 
 #include "one_vs_all_decision_function_abstract.h"
 
@@ -259,7 +259,7 @@ namespace dlib
 
 }
 
-#endif // DLIB_ONE_VS_ALL_DECISION_FUnCTION_H__
+#endif // DLIB_ONE_VS_ALL_DECISION_FUnCTION_Hh_
 
 
 

dlib/svm/one_vs_all_decision_function_abstract.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_ONE_VS_ALL_DECISION_FUnCTION_ABSTRACT_H__
-#ifdef DLIB_ONE_VS_ALL_DECISION_FUnCTION_ABSTRACT_H__
+#undef DLIB_ONE_VS_ALL_DECISION_FUnCTION_ABSTRACT_Hh_
+#ifdef DLIB_ONE_VS_ALL_DECISION_FUnCTION_ABSTRACT_Hh_
 
 
 #include "../serialize.h"
@@ -210,5 +210,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_ONE_VS_ALL_DECISION_FUnCTION_ABSTRACT_H__
+#endif // DLIB_ONE_VS_ALL_DECISION_FUnCTION_ABSTRACT_Hh_
 

dlib/svm/one_vs_all_trainer.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_ONE_VS_ALL_TRAiNER_H__
-#define DLIB_ONE_VS_ALL_TRAiNER_H__
+#ifndef DLIB_ONE_VS_ALL_TRAiNER_Hh_
+#define DLIB_ONE_VS_ALL_TRAiNER_Hh_
 
 #include "one_vs_all_trainer_abstract.h"
 
@@ -229,6 +229,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_ONE_VS_ALL_TRAiNER_H__
+#endif // DLIB_ONE_VS_ALL_TRAiNER_Hh_
 
 

dlib/svm/one_vs_all_trainer_abstract.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_ONE_VS_ALL_TRAiNER_ABSTRACT_H__
-#ifdef DLIB_ONE_VS_ALL_TRAiNER_ABSTRACT_H__
+#undef DLIB_ONE_VS_ALL_TRAiNER_ABSTRACT_Hh_
+#ifdef DLIB_ONE_VS_ALL_TRAiNER_ABSTRACT_Hh_
 
 
 #include "one_vs_all_decision_function_abstract.h"
@@ -157,7 +157,7 @@ namespace dlib
 
 }
 
-#endif // DLIB_ONE_VS_ALL_TRAiNER_ABSTRACT_H__
+#endif // DLIB_ONE_VS_ALL_TRAiNER_ABSTRACT_Hh_
 
 
 

dlib/svm/one_vs_one_decision_function.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_ONE_VS_ONE_DECISION_FUnCTION_H__
-#define DLIB_ONE_VS_ONE_DECISION_FUnCTION_H__
+#ifndef DLIB_ONE_VS_ONE_DECISION_FUnCTION_Hh_
+#define DLIB_ONE_VS_ONE_DECISION_FUnCTION_Hh_
 
 #include "one_vs_one_decision_function_abstract.h"
 
@@ -286,6 +286,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_ONE_VS_ONE_DECISION_FUnCTION_H__
+#endif // DLIB_ONE_VS_ONE_DECISION_FUnCTION_Hh_
 
 

dlib/svm/one_vs_one_decision_function_abstract.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_ONE_VS_ONE_DECISION_FUnCTION_ABSTRACT_H__
-#ifdef DLIB_ONE_VS_ONE_DECISION_FUnCTION_ABSTRACT_H__
+#undef DLIB_ONE_VS_ONE_DECISION_FUnCTION_ABSTRACT_Hh_
+#ifdef DLIB_ONE_VS_ONE_DECISION_FUnCTION_ABSTRACT_Hh_
 
 
 #include "../serialize.h"
@@ -207,7 +207,7 @@ namespace dlib
 
 }
 
-#endif // DLIB_ONE_VS_ONE_DECISION_FUnCTION_ABSTRACT_H__
+#endif // DLIB_ONE_VS_ONE_DECISION_FUnCTION_ABSTRACT_Hh_
 
 
 

dlib/svm/one_vs_one_trainer.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_ONE_VS_ONE_TRAiNER_H__
-#define DLIB_ONE_VS_ONE_TRAiNER_H__
+#ifndef DLIB_ONE_VS_ONE_TRAiNER_Hh_
+#define DLIB_ONE_VS_ONE_TRAiNER_Hh_
 
 #include "one_vs_one_trainer_abstract.h"
 
@@ -245,5 +245,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_ONE_VS_ONE_TRAiNER_H__
+#endif // DLIB_ONE_VS_ONE_TRAiNER_Hh_
 

dlib/svm/one_vs_one_trainer_abstract.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_ONE_VS_ONE_TRAiNER_ABSTRACT_H__
-#ifdef DLIB_ONE_VS_ONE_TRAiNER_ABSTRACT_H__
+#undef DLIB_ONE_VS_ONE_TRAiNER_ABSTRACT_Hh_
+#ifdef DLIB_ONE_VS_ONE_TRAiNER_ABSTRACT_Hh_
 
 
 #include "one_vs_one_decision_function_abstract.h"
@@ -161,6 +161,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_ONE_VS_ONE_TRAiNER_ABSTRACT_H__
+#endif // DLIB_ONE_VS_ONE_TRAiNER_ABSTRACT_Hh_
 
 

dlib/svm/ranking_tools.h

 // Copyright (C) 2012  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_RANKING_ToOLS_H__
-#define DLIB_RANKING_ToOLS_H__
+#ifndef DLIB_RANKING_ToOLS_Hh_
+#define DLIB_RANKING_ToOLS_Hh_
 
 #include "ranking_tools_abstract.h"
 
@@ -444,5 +444,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_RANKING_ToOLS_H__
+#endif // DLIB_RANKING_ToOLS_Hh_
 

dlib/svm/ranking_tools_abstract.h

 // Copyright (C) 2012  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_RANKING_ToOLS_ABSTRACT_H__
-#ifdef DLIB_RANKING_ToOLS_ABSTRACT_H__
+#undef DLIB_RANKING_ToOLS_ABSTRACT_Hh_
+#ifdef DLIB_RANKING_ToOLS_ABSTRACT_Hh_
 
 
 #include "../algs.h"
@@ -242,6 +242,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_RANKING_ToOLS_ABSTRACT_H__
+#endif // DLIB_RANKING_ToOLS_ABSTRACT_Hh_
 
 

dlib/svm/rls.h

 // Copyright (C) 2012  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_RLs_H__
-#define DLIB_RLs_H__
+#ifndef DLIB_RLs_Hh_
+#define DLIB_RLs_Hh_
 
 #include "rls_abstract.h"
 #include "../matrix.h"
@@ -195,5 +195,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_RLs_H__
+#endif // DLIB_RLs_Hh_
 

dlib/svm/rls_abstract.h

 // Copyright (C) 2012  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_RLs_ABSTRACT_H__
-#ifdef DLIB_RLs_ABSTRACT_H__
+#undef DLIB_RLs_ABSTRACT_Hh_
+#ifdef DLIB_RLs_ABSTRACT_Hh_
 
 #include "../matrix/matrix_abstract.h"
 #include "function_abstract.h"
@@ -155,6 +155,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_RLs_ABSTRACT_H__
+#endif // DLIB_RLs_ABSTRACT_Hh_
 
 

dlib/svm/rr_trainer.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_RR_TRAInER_H__
-#define DLIB_RR_TRAInER_H__
+#ifndef DLIB_RR_TRAInER_Hh_
+#define DLIB_RR_TRAInER_Hh_
 
 #include "../algs.h"
 #include "function.h"
@@ -451,6 +451,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_RR_TRAInER_H__
+#endif // DLIB_RR_TRAInER_Hh_
 
 

dlib/svm/rr_trainer_abstract.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_RR_TRAInER_ABSTRACT_H__
-#ifdef DLIB_RR_TRAInER_ABSTRACT_H__
+#undef DLIB_RR_TRAInER_ABSTRACT_Hh_
+#ifdef DLIB_RR_TRAInER_ABSTRACT_Hh_
 
 #include "../algs.h"
 #include "function_abstract.h"
@@ -251,5 +251,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_RR_TRAInER_ABSTRACT_H__
+#endif // DLIB_RR_TRAInER_ABSTRACT_Hh_
 

dlib/svm/sequence_labeler.h

 // Copyright (C) 2011  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SEQUENCE_LAbELER_H___
-#define DLIB_SEQUENCE_LAbELER_H___
+#ifndef DLIB_SEQUENCE_LAbELER_H_h_
+#define DLIB_SEQUENCE_LAbELER_H_h_
 
 #include "sequence_labeler_abstract.h"
 #include "../matrix.h"
@@ -335,5 +335,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_SEQUENCE_LAbELER_H___
+#endif // DLIB_SEQUENCE_LAbELER_H_h_