In github of mlpack, it is mentioned I can install using apt-get, but I get unable to locate package error for libmlpack-dev.
Please advise.
You can install libmlpack-dev for Ubuntu 14.04 from the PPA at https://launchpad.net/~titas-chanda/+archive/ubuntu/armadillo. In case it is not obvious that the PPA does indeed contain the libmlpack-dev package, see https://launchpad.net/~titas-chanda/+archive/ubuntu/armadillo/+sourcepub/6312138/+listing-archive-extra.
To install libmlpack-dev using this PPA, do:
sudo add-apt-repository ppa:titas-chanda/armadillo
sudo apt-get update
sudo apt-get install libmlpack-dev
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