Changed code so that an error message is always printed if we run out of memory while

cross_validate_trainer_threaded() is executing.

dlib/svm/svm_threaded.h

@@ -17,6 +17,7 @@
 #include <vector>
 #include "../smart_pointers.h"
 #include "../pipe.h"
+#include <iostream>
 
 namespace dlib
 {
@@ -64,6 +65,11 @@ namespace dlib
                     // invalid.  In this case just return a cross validation score of 0.
                     result = 0;
                 }
+                catch (std::bad_alloc&)
+                {
+                    std::cerr << "\nstd::bad_alloc thrown while running cross_validate_trainer_threaded().  Not enough memory.\n" << std::endl;
+                    throw;
+                }
             }
         };
     }