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I got a clean machine and installed the latest Visual Studio 2019. After calling .\build.cmd, I got the following error message.
  "Repos\machinelearning\bin\obj\x64.Debug\Native\INSTALL.vcxproj" (rebuild target) (1) ->
  "Repos\machinelearning\bin\obj\x64.Debug\Native\ALL_BUILD.vcxproj" (default target) (3:2) ->
  "Repos\machinelearning\bin\obj\x64.Debug\Native\SymSgdNative\SymSgdNative.vcxproj" (default target) (10:2) ->
C:\Program Files (x86)\Microsoft Visual Studio\2019\Enterprise\MSBuild\Microsoft\VC\v160\Microsoft.CppCommon.targets(429,5): error MSB6006: "CL.exe" exited with code 2. [Repos\machinelearning\bin\obj\x64.Debug\Native\SymSgdNative\SymSgdNative.vcxproj] [Repos\machinelearning\src\Native\build.proj]
Did I do something naïve? To resolve that bug, I remove one line below the it works.
diff --git a/src/Native/CMakeLists.txt b/src/Native/CMakeLists.txt
index a814277e..87b0606c 100644
--- a/src/Native/CMakeLists.txt
+++ b/src/Native/CMakeLists.txt
@@ -21,8 +21,6 @@ if(WIN32)
     add_compile_options($<$<CONFIG:Debug>:/MTd>) # /MT will static link the VC runtime library, so it doesn't need to be installed on the target machine
     add_compile_options($<$<CONFIG:Release>:/MT>)
     add_compile_options($<$<CONFIG:RelWithDebInfo>:/MT>)
-    add_compile_options(/guard:cf)
     add_compile_options(/d2Zi+) # make optimized builds debugging easier
     add_compile_options(/nologo) # Suppress Startup Banner
     add_compile_options(/W3) # set warning level to 3
     add_compile_options(/WX) # treat warnings as errors
@@ -46,9 +44,6 @@ if(WIN32)
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