title: CMake: how to use INTERFACE_INCLUDE_DIRECTORIES with ExternalProject?
body: <p>I'm trying to add external project as a library to my project using ExternalProject_Add: </p>
  
  <pre><code>ExternalProject_Add(
          xgboost
          GIT_REPOSITORY https://github.com/dmlc/xgboost.git
          GIT_TAG v0.60
          PREFIX ${CMAKE_CURRENT_BINARY_DIR}
          INSTALL_COMMAND ""
  )
  </code></pre>
  
  <p>Also, I'm defining library target and adding external project as a dependency:</p>
  
  <pre><code>set(XGBOOST_PREFIX_PATH "${CMAKE_CURRENT_BINARY_DIR}/src")
  set(XGBOOST_BINARY_PATH "${XGBOOST_PREFIX_PATH}/xgboost-build")
  set(XGBOOST_BINARY_INCLUDE "${XGBOOST_PREFIX_PATH}/xgboost/include;${XGBOOST_PREFIX_PATH}/xgboost/dmlc-core/include;${XGBOOST_PREFIX_PATH}/xgboost/rabit/include")
  add_library(libxgboost IMPORTED STATIC GLOBAL)
  add_dependencies(libxgboost xgboost)
  
  set_target_properties(libxgboost PROPERTIES
          "IMPORTED_LOCATION" "${XGBOOST_BINARY_PATH}/liblibxgboost.dylib"
          "IMPORTED_LINK_INTERFACE_LIBRARIES" "${CMAKE_THREAD_LIBS_INIT}"
          "INTERFACE_INCLUDE_DIRECTORIES" "${XGBOOST_BINARY_INCLUDE}"
          )
  </code></pre>
  
  <p>in another CMakeLists.txt:</p>
  
  <pre><code>add_library(somelib STATIC SomeLib.cpp)
  target_include_directories(somelib PUBLIC libxgboost)
  target_link_libraries(somelib libxgboost)
  </code></pre>
  
  <p>The problem is that cmake INTERFACE_INCLUDE_DIRECTORIES doesn't allow to export include dir which does not exist. </p>
  
  <p>Is there any other way to make header files being included automatically for all targets which depend on <em>libxgboost</em> ?</p>
  
  <p><strong>UPDATE:</strong></p>
  
  <p>Error message:</p>
  
  <pre><code>CMake Error in somelib/CMakeLists.txt:
    Imported target "libxgboost" includes non-existent path
  
      "build/xgboost/src/xgboost/include"
  
    in its INTERFACE_INCLUDE_DIRECTORIES.  Possible reasons include:
  
    * The path was deleted, renamed, or moved to another location.
  
    * An install or uninstall procedure did not complete successfully.
  
    * The installation package was faulty and references files it does not
    provide.
  </code></pre>