mlpack_linear_regression: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/bin/mlpack_linear_regression - from package: mlpack-bin

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/bin/mlpack_linear_regression - from package: mlpack-bin

You may install the required package with command apt-get install {package}

Error in other languages:
mlpack_linear_regression: bevel nie gevind nie
mlpack_linear_regression: comandă negăsită
mlpack_linear_regression: comando não encontrado
mlpack_linear_regression: commande introuvable
mlpack_linear_regression: command not found
mlpack_linear_regression: käsku ei ole
mlpack_linear_regression: không tìm thấy lệnh
mlpack_linear_regression: komanda nerasta
mlpack_linear_regression: Kommando nicht gefunden.
mlpack_linear_regression: kommandot finns inte
mlpack_linear_regression: komut yok
mlpack_linear_regression: nie znaleziono polecenia
mlpack_linear_regression: níor aimsíodh an t-ordú
mlpack_linear_regression: no se encontró la orden
mlpack_linear_regression: no s'ha trobat l'ordre
mlpack_linear_regression: opdracht niet gevonden
mlpack_linear_regression: parancs nem található
mlpack_linear_regression: perintah tidak ditemukan
mlpack_linear_regression: príkaz nenájdený
mlpack_linear_regression: příkaz nenalezen
mlpack_linear_regression: команда не найдена
mlpack_linear_regression: командата не е открита
mlpack_linear_regression: 命令找不到
mlpack_linear_regression: コマンドが見つかりません