ENH added class_weight to Naive Bayes docs.
Distribute lgamma from fdlibm because of MSVC

Added source file that actually provides lgamma

Add all missing dependencies for Windows

Include math.h in fdlibm

Add exception structure, but with a different name

This is so the build passes if the struct is declared in system math.h

Add more dependencies
Use fdlibm lgamma in expected_mutual_info so it builds on Windows