diff --git a/.ci/ci.yaml b/.ci/ci.yaml
index 7c9505706c..6fb559cb75 100644
--- a/.ci/ci.yaml
+++ b/.ci/ci.yaml
@@ -13,69 +13,12 @@ jobs:
       Python37:
         python.version: '3.7'
         CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF -DPYTHON_EXECUTABLE=/usr/bin/python3'
+      Markdown:
+        python.version: '2.7'
+        CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF -DBUILD_MARKDOWN_BINDINGS=ON -DBUILD_PYTHON_BINDINGS=OFF'
 
   steps:
-  - checkout: self
-    clean: true
-    fetchDepth: 1
-  - task: UsePythonVersion@0
-    inputs:
-      versionSpec: '$(python.version)'
-
-# Fetch build dependencies.
-  - script: |
-      sudo apt-get update
-      unset BOOST_ROOT
-      sudo apt-get install -y --allow-unauthenticated libopenblas-dev liblapack-dev g++ libboost-math-dev libboost-program-options-dev libboost-test-dev libboost-serialization-dev libarmadillo-dev xz-utils
-
-      if [ '$(python.version)' == '2.7' ]; then
-        sudo apt-get install -y --allow-unauthenticated python-pip cython python-numpy python-pandas
-        sudo pip install --upgrade --ignore-installed setuptools cython
-      fi
-
-      if [ '$(python.version)' == '3.7' ]; then
-        sudo apt-get install -y --allow-unauthenticated python3-pip cython3 python3-numpy
-        sudo pip3 install --upgrade --ignore-installed setuptools cython pandas
-      fi
-
-      # Install armadillo.
-      curl https://ftp.fau.de/macports/distfiles/armadillo/armadillo-8.400.0.tar.xz | tar -xvJ && cd armadillo*
-      cmake . && make && sudo make install && cd ..
-      sudo cp .travis/config.hpp /usr/include/armadillo_bits/config.hpp
-    displayName: 'Install Build Dependencies'
-
-# Configure mlpack.
-  - script: unset BOOST_ROOT && mkdir build && cd build && cmake $(CMakeArgs) ..
-    displayName: 'CMake'
-
-# Build mlpack.
-  - script: cd build && make -j2
-    displayName: 'Build'
-
-# Run tests.
-  - script: cd build && bin/mlpack_test --result_code=no --report_level=detailed --log_level=test_suite --log_format=HRF --log_sink=res.txt
-    displayName: 'Run tests'
-
-# Process test results
-  - bash: |
-      curl https://gist.githubusercontent.com/zoq/9ccf753c4b61efcc5e6f0452c9c22e26/raw/a7790189a530925a5575b2dc45fdc6b915b01313/convert.py -O
-      python convert.py > mlpack_test.xml
-    displayName: 'Process test results'
-
-# Publish test results to Azure Pipelines
-  - task: PublishTestResults@2
-    inputs:
-      testResultsFormat: JUnit
-      testResultsFiles: 'mlpack_test.xml'
-      failTaskOnFailedTests: true
-    displayName: 'Publish tests'
-
-# Publish build artifacts to Azure Pipelines
-  - task: PublishBuildArtifacts@1
-    inputs:
-      pathtoPublish: 'mlpack_test.xml'
-      artifactName: 'mlpack_test.xml'
-    displayName: 'Publish artifacts test results'
+  - template: ci/linux-steps.yaml
 
 - job: macOS
   pool:
@@ -93,60 +36,21 @@ jobs:
         CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF'
 
   steps:
-  - checkout: self
-    clean: true
-    fetchDepth: 1
-  - task: UsePythonVersion@0
-    inputs:
-      versionSpec: '$(python.version)'
+  - template: ci/macos-steps.yaml
 
-# Fetch build dependencies.
-  - script: |
-      set -e
-      sudo xcode-select --switch /Applications/Xcode_10.1.app/Contents/Developer
-      unset BOOST_ROOT
-      pip install cython numpy pandas
-      brew install openblas armadillo boost
-    displayName: 'Install Build Dependencies'
+- job: WindowsVS14
+  timeoutInMinutes: 360
+  pool:
+    vmImage: vs2015-win2012r2
+  strategy:
+    matrix:
+      Plain:
+        CMakeArgs: '-DDEBUG=ON -DPROFILE=OFF -DBUILD_PYTHON_BINDINGS=OFF'
 
-# Configure mlpack.
-  - script: |
-      unset BOOST_ROOT
-      mkdir build && cd build
-      export PYPATH=$(which python)
-      cmake $(CMakeArgs) -DPYTHON_EXECUTABLE=$PYPATH ..
-    displayName: 'CMake'
+  steps:
+  - template: ci/windows-vs14-steps.yaml
 
-# Build mlpack.
-  - script: cd build && make -j2
-    displayName: 'Build'
-
-# Run tests.
-  - script: cd build && bin/mlpack_test --result_code=no --report_level=detailed --log_level=test_suite --log_format=HRF --log_sink=res.txt
-    displayName: 'Run tests'
-
-# Process test results.
-  - bash: |
-      curl https://gist.githubusercontent.com/zoq/9ccf753c4b61efcc5e6f0452c9c22e26/raw/a7790189a530925a5575b2dc45fdc6b915b01313/convert.py -O
-      python convert.py > mlpack_test.xml
-    displayName: 'Process test results'
-
-# Publish test results to Azure Pipelines.
-  - task: PublishTestResults@2
-    inputs:
-      testResultsFormat: JUnit
-      testResultsFiles: 'mlpack_test.xml'
-      failTaskOnFailedTests: true
-    displayName: 'Publish tests'
-
-# Publish build artifacts to Azure Pipelines.
-  - task: PublishBuildArtifacts@1
-    inputs:
-      pathtoPublish: 'mlpack_test.xml'
-      artifactName: 'mlpack_test.xml'
-    displayName: 'Publish artifacts test results'
-
-- job: Windows
+- job: WindowsVS15
   timeoutInMinutes: 360
   pool:
     vmImage: vs2017-win2016
@@ -157,132 +61,17 @@ jobs:
         python.version: '2.7'
 
   steps:
-  - checkout: self
-    clean: true
-    fetchDepth: 1
-  - task: UsePythonVersion@0
-    inputs:
-      versionSpec: '$(python.version)'
-  - task: NuGetToolInstaller@0
-    inputs:
-      versionSpec: '5.3.0'
+  - template: ci/windows-vs15-steps.yaml
 
-# Fetch build dependencies.
-  - bash: |
-      nuget install OpenBLAS -o $(Agent.ToolsDirectory)
-      nuget install boost -o $(Agent.ToolsDirectory) -Version 1.60.0
-      nuget install boost_unit_test_framework-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
-      nuget install boost_program_options-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
-      nuget install boost_random-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
-      nuget install boost_serialization-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
-      nuget install boost_math_c99-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
-      nuget install OpenBLAS -o $(Agent.ToolsDirectory)
+- job: WindowsVS16
+  timeoutInMinutes: 360
+  pool:
+    vmImage: windows-2019
+  strategy:
+    matrix:
+      Plain:
+        CMakeArgs: '-DDEBUG=ON -DPROFILE=OFF -DBUILD_PYTHON_BINDINGS=OFF'
+        python.version: '2.7'
 
-      mkdir -p $(Agent.ToolsDirectory)/boost_libs
-      cp $(Agent.ToolsDirectory)/boost_program_options-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
-      cp $(Agent.ToolsDirectory)/boost_math_c99-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
-      cp $(Agent.ToolsDirectory)/boost_random-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
-      cp $(Agent.ToolsDirectory)/boost_serialization-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
-      cp $(Agent.ToolsDirectory)/boost_unit_test_framework-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
-
-      curl https://ftp.fau.de/macports/distfiles/armadillo/armadillo-8.400.0.tar.xz | tar -xvJ
-    displayName: 'Fetch build dependencies'
-
-# Configure armadillo.
-  - bash: |
-      cd armadillo-8.400.0/ && cmake -G "Visual Studio 15 2017 Win64" \
-      -DBLAS_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
-      -DLAPACK_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
-      -DCMAKE_PREFIX:FILEPATH=../../armadillo \
-      -DBUILD_SHARED_LIBS=OFF \
-      -DCMAKE_BUILD_TYPE=Release .
-    displayName: 'Configure armadillo'
-
-# Build armadillo.
-  - task: MSBuild@1
-    inputs:
-      solution: 'armadillo-8.400.0/*.sln'
-      msbuildLocationMethod: 'location'
-      msbuildVersion: '15.0'
-      configuration: 'Release'
-      msbuildArchitecture: 'x64'
-      msbuildArguments: /m /p:BuildInParallel=true
-      clean: false
-      maximumCpuCount: false
-    displayName: 'Build armadillo'
-
-# Configure mlpack.
-  - bash: |
-      mkdir build && cd build && \
-      cmake -G "Visual Studio 15 2017 Win64" \
-      -DBLAS_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
-      -DLAPACK_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
-      -DARMADILLO_INCLUDE_DIR="../armadillo-8.400.0/include" \
-      -DARMADILLO_LIBRARY:FILEPATH="../armadillo-8.400.0/Release/armadillo.lib" \
-      -DBOOST_INCLUDEDIR:PATH=$(Agent.ToolsDirectory)/boost.1.60.0.0/lib/native/include \
-      -DBOOST_LIBRARYDIR:PATH=$(Agent.ToolsDirectory)/boost_libs \
-      -DDEBUG=OFF \
-      -DPROFILE=OFF \
-      -DBUILD_PYTHON_BINDINGS=OFF \
-      -DCMAKE_BUILD_TYPE=Release .. \
-    displayName: 'Configure mlpack'
-
-# Build mlpack.
-  - task: MSBuild@1
-    inputs:
-      solution: 'build/*.sln'
-      msbuildLocationMethod: 'location'
-      msbuildVersion: '15.0'
-      configuration: 'Release'
-      msbuildArchitecture: 'x64'
-      msbuildArguments: /m /p:BuildInParallel=true
-      maximumCpuCount: false
-      clean: false
-    displayName: 'Build mlpack'
-
-# Run tests.
-  - powershell: |
-      cp $(Agent.ToolsDirectory)\boost_libs\*.* build\
-      cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib/x64\*.* build\
-      cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.* build\
-
-      cd build
-      Release\mlpack_test.exe --result_code=no --report_level=detailed --log_level=test_suite --log_format=HRF --log_sink=res.txt
-    displayName: 'Run tests'
-
-# Process test results.
-  - bash: |
-      curl https://gist.githubusercontent.com/zoq/9ccf753c4b61efcc5e6f0452c9c22e26/raw/a7790189a530925a5575b2dc45fdc6b915b01313/convert.py -O
-      python convert.py > mlpack_test.xml
-    displayName: 'Process test results'
-
-# Publish test results to Azure Pipelines.
-  - task: PublishTestResults@2
-    inputs:
-      testResultsFormat: JUnit
-      testResultsFiles: 'mlpack_test.xml'
-      failTaskOnFailedTests: true
-    displayName: 'Publish tests'
-
-# Build artifacts.
-  - bash: |
-      7z a mlpack-windows-no-libs.zip build/Release/*.exe
-      7z a mlpack-windows.zip build/Release/*.*
-    displayName: 'Build artifacts'
-
-# Publish build artifacts to Azure Pipelines.
-  - task: PublishBuildArtifacts@1
-    inputs:
-      pathtoPublish: 'mlpack-windows-no-libs.zip'
-      artifactName: 'mlpack-windows-no-libs.zip'
-    displayName: 'Publish artifacts no-libs'
-  - task: PublishBuildArtifacts@1
-    inputs:
-      pathtoPublish: 'mlpack-windows.zip'
-      artifactName: 'mlpack-windows.zip'
-    displayName: 'Publish artifacts complete'
-  - task: PublishBuildArtifacts@1
-    inputs:
-      pathtoPublish: 'mlpack_test.xml'
-      artifactName: 'mlpack_test.xml'
-    displayName: 'Publish artifacts test results'
+  steps:
+  - template: ci/windows-vs16-steps.yaml
\ No newline at end of file
diff --git a/.ci/linux-steps.yaml b/.ci/linux-steps.yaml
new file mode 100644
index 0000000000..914924a07a
--- /dev/null
+++ b/.ci/linux-steps.yaml
@@ -0,0 +1,66 @@
+steps:
+# Checkout repository
+- checkout: self
+  clean: true
+  fetchDepth: 1
+
+# Set python version
+- task: UsePythonVersion@0
+  inputs:
+    versionSpec: '$(python.version)'
+
+# Install build dependencies
+- script: |
+    sudo apt-get update
+    unset BOOST_ROOT
+    sudo apt-get install -y --allow-unauthenticated libopenblas-dev liblapack-dev g++ libboost-math-dev libboost-program-options-dev libboost-test-dev libboost-serialization-dev libarmadillo-dev xz-utils
+
+    if [ '$(python.version)' == '2.7' ]; then
+      sudo apt-get install -y --allow-unauthenticated python-pip cython python-numpy python-pandas
+      sudo pip install --upgrade --ignore-installed setuptools cython
+    fi
+
+    if [ '$(python.version)' == '3.7' ]; then
+      sudo apt-get install -y --allow-unauthenticated python3-pip cython3 python3-numpy
+      sudo pip3 install --upgrade --ignore-installed setuptools cython pandas
+    fi
+
+    # Install armadillo.
+    curl https://ftp.fau.de/macports/distfiles/armadillo/armadillo-8.400.0.tar.xz | tar -xvJ && cd armadillo*
+    cmake . && make && sudo make install && cd ..
+    sudo cp .travis/config.hpp /usr/include/armadillo_bits/config.hpp
+  displayName: 'Install Build Dependencies'
+
+# Configure mlpack (CMake)
+- script: unset BOOST_ROOT && mkdir build && cd build && cmake $(CMakeArgs) ..
+  displayName: 'CMake'
+
+# Build mlpack
+- script: cd build && make -j2
+  displayName: 'Build'
+
+# Run tests
+- script: cd build && bin/mlpack_test --result_code=no --report_level=detailed --log_level=test_suite --log_format=HRF --log_sink=res.txt
+  displayName: 'Run tests'
+
+# Process test results
+- bash: |
+    curl https://gist.githubusercontent.com/zoq/9ccf753c4b61efcc5e6f0452c9c22e26/raw/a7790189a530925a5575b2dc45fdc6b915b01313/convert.py -O
+    python convert.py > mlpack_test.xml
+  displayName: 'Process test results'
+
+# Publish test results to Azure Pipelines
+- task: PublishTestResults@2
+  inputs:
+    testResultsFormat: JUnit
+    testResultsFiles: 'mlpack_test.xml'
+    failTaskOnFailedTests: true
+  displayName: 'Publish tests'
+
+# Publish build artifacts to Azure Pipelines
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack_test.xml'
+    artifactName: 'mlpack_test_linux.xml'
+  displayName: 'Publish artifacts test results'
+  
diff --git a/.ci/macos-steps.yaml b/.ci/macos-steps.yaml
new file mode 100644
index 0000000000..8e697e840d
--- /dev/null
+++ b/.ci/macos-steps.yaml
@@ -0,0 +1,57 @@
+steps:
+# Checkout repository
+- checkout: self
+  clean: true
+  fetchDepth: 1
+
+# Set python version.
+- task: UsePythonVersion@0
+  inputs:
+    versionSpec: '$(python.version)'
+
+# Install Build Dependencies
+- script: |
+    set -e
+    sudo xcode-select --switch /Applications/Xcode_10.1.app/Contents/Developer
+    unset BOOST_ROOT
+    pip install cython numpy pandas
+    brew install openblas armadillo boost
+  displayName: 'Install Build Dependencies'
+
+# Configure mlpack (CMake)
+- script: |
+    unset BOOST_ROOT
+    mkdir build && cd build
+    export PYPATH=$(which python)
+    cmake $(CMakeArgs) -DPYTHON_EXECUTABLE=$PYPATH ..
+  displayName: 'CMake'
+
+# Build mlpack
+- script: cd build && make -j2
+  displayName: 'Build'
+
+# Run tests
+- script: cd build && bin/mlpack_test --result_code=no --report_level=detailed --log_level=test_suite --log_format=HRF --log_sink=res.txt
+  displayName: 'Run tests'
+
+# Process test results
+- bash: |
+    curl https://gist.githubusercontent.com/zoq/9ccf753c4b61efcc5e6f0452c9c22e26/raw/a7790189a530925a5575b2dc45fdc6b915b01313/convert.py -O
+    python convert.py > mlpack_test.xml
+  displayName: 'Process test results'
+
+# Publish test results to Azure Pipelines
+- task: PublishTestResults@2
+  inputs:
+    testResultsFormat: JUnit
+    testResultsFiles: 'mlpack_test.xml'
+    failTaskOnFailedTests: true
+  displayName: 'Publish tests'
+
+# Publish build artifacts to Azure Pipelines
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack_test.xml'
+    artifactName: 'mlpack_test_macos.xml'
+  displayName: 'Publish artifacts test results'
+  
diff --git a/.ci/windows-vs14-steps.yaml b/.ci/windows-vs14-steps.yaml
new file mode 100644
index 0000000000..a940a7fc6b
--- /dev/null
+++ b/.ci/windows-vs14-steps.yaml
@@ -0,0 +1,150 @@
+steps:
+- checkout: self
+  clean: true
+  fetchDepth: 1
+- task: NuGetToolInstaller@0
+  inputs:
+    versionSpec: '5.3.0'
+
+# Fetch build dependencies
+- powershell: |
+    nuget install OpenBLAS -o $(Agent.ToolsDirectory)
+    nuget install boost -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_unit_test_framework-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_program_options-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_random-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_serialization-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_math_c99-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install OpenBLAS -o $(Agent.ToolsDirectory)
+
+    mkdir -p $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_program_options-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_math_c99-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_random-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_serialization-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_unit_test_framework-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+  displayName: 'Fetch build dependencies'
+
+# Configure armadillo
+- bash: |
+    curl http://masterblaster.mlpack.org:5005/armadillo-8.400.0.tar.gz | tar xvz
+
+    cd armadillo-8.400.0/ && cmake -G "Visual Studio 14 2015 Win64" \
+    -DBLAS_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DLAPACK_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DCMAKE_PREFIX:FILEPATH=../../armadillo \
+    -DBUILD_SHARED_LIBS=OFF \
+    -DCMAKE_BUILD_TYPE=Release .
+  displayName: 'Configure armadillo'
+
+# Build armadillo
+- task: MSBuild@1
+  inputs:
+    solution: 'armadillo-8.400.0/*.sln'
+    msbuildLocationMethod: 'location'
+    msbuildVersion: '14.0'
+    configuration: 'Release'
+    msbuildArchitecture: 'x64'
+    msbuildArguments: /m /p:BuildInParallel=true
+    clean: false
+    maximumCpuCount: false
+  displayName: 'Build armadillo'
+
+# Configure mlpack
+- powershell: |
+    mkdir build
+    cd build
+
+    cmake -G "Visual Studio 14 2015 Win64" `
+    $(CMakeArgs) `
+    -DBLAS_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `
+    -DLAPACK_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `
+    -DARMADILLO_INCLUDE_DIR="..\armadillo-8.400.0\include" `
+    -DARMADILLO_LIBRARY="..\armadillo-8.400.0\Release\armadillo.lib" `
+    -DBOOST_INCLUDEDIR=$(Agent.ToolsDirectory)\boost.1.60.0.0\lib\native\include `
+    -DBOOST_LIBRARYDIR=$(Agent.ToolsDirectory)\boost_libs `
+    -DCMAKE_BUILD_TYPE=Release ..
+  displayName: 'Configure mlpack'
+
+# Build mlpack
+- task: MSBuild@1
+  inputs:
+    solution: 'build/*.sln'
+    msbuildLocationMethod: 'location'
+    msbuildVersion: '15.0'
+    configuration: 'Release'
+    msbuildArchitecture: 'x64'
+    msbuildArguments: /m /p:BuildInParallel=true
+    maximumCpuCount: false
+    clean: false
+  displayName: 'Build mlpack'
+
+# Configure mlpack
+- powershell: |
+    cp $(Agent.ToolsDirectory)\boost_libs\*.* build\Release\
+    cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\*.* build\Release\
+    cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.* build\Release\
+  displayName: 'Configure mlpack'
+
+# Run tests
+- bash: |
+    cd build
+    ls
+    Release/mlpack_test.exe --result_code=no --report_level=detailed --log_level=test_suite --log_format=HRF --log_sink=res.txt
+  displayName: 'Run tests'
+
+# Process test results
+- bash: |
+    curl https://gist.githubusercontent.com/zoq/9ccf753c4b61efcc5e6f0452c9c22e26/raw/a7790189a530925a5575b2dc45fdc6b915b01313/convert.py -O
+    python convert.py > mlpack_test.xml
+  displayName: 'Process test results'
+
+# Copy artifacts
+- powershell: |
+    mkdir exe-archive
+    cp build\Release\*.exe exe-archive\
+  displayName: 'Copy artifacts'
+
+# Build artifacts archive
+- task: ArchiveFiles@2
+  inputs:
+    rootFolderOrFile: 'exe-archive\'
+    includeRootFolder: false
+    archiveType: 'zip'
+    archiveFile: 'mlpack-windows-vs14-no-libs.zip'
+    replaceExistingArchive: true
+  displayName: 'Build artifacts'
+
+- task: ArchiveFiles@2
+  inputs:
+    rootFolderOrFile: 'build\Release\'
+    includeRootFolder: false
+    archiveType: 'zip'
+    archiveFile: 'mlpack-windows-vs14.zip'
+    replaceExistingArchive: true
+  displayName: 'Build artifacts'
+
+# Publish artifacts to Azure Pipelines
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack-windows-vs14-no-libs.zip'
+    artifactName: 'mlpack-windows-vs14-no-libs.zip'
+  displayName: 'Publish artifacts no-libs'
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack-windows-vs14.zip'
+    artifactName: 'mlpack-windows-vs14.zip'
+  displayName: 'Publish artifacts complete'
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack_test.xml'
+    artifactName: 'mlpack_test-vs14.xml'
+  displayName: 'Publish artifacts test results'
+
+# Publish test results to Azure Pipelines
+- task: PublishTestResults@2
+  inputs:
+    testResultsFormat: JUnit
+    testResultsFiles: 'mlpack_test.xml'
+    failTaskOnFailedTests: true
+  displayName: 'Publish tests'
diff --git a/.ci/windows-vs15-steps.yaml b/.ci/windows-vs15-steps.yaml
new file mode 100644
index 0000000000..b2e6ef628a
--- /dev/null
+++ b/.ci/windows-vs15-steps.yaml
@@ -0,0 +1,131 @@
+steps:
+- checkout: self
+  clean: true
+  fetchDepth: 1
+- task: UsePythonVersion@0
+  inputs:
+    versionSpec: '$(python.version)'
+- task: NuGetToolInstaller@0
+  inputs:
+    versionSpec: '5.3.0'
+
+# Fetch build dependencies
+- bash: |
+    nuget install OpenBLAS -o $(Agent.ToolsDirectory)
+    nuget install boost -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_unit_test_framework-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_program_options-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_random-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_serialization-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_math_c99-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install OpenBLAS -o $(Agent.ToolsDirectory)
+
+    mkdir -p $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_program_options-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_math_c99-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_random-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_serialization-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_unit_test_framework-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+
+    curl http://masterblaster.mlpack.org:5005/armadillo-8.400.0.tar.gz | tar xvz
+  displayName: 'Fetch build dependencies'
+
+# Configure armadillo
+- bash: |
+    cd armadillo-8.400.0/ && cmake -G "Visual Studio 15 2017 Win64" \
+    -DBLAS_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DLAPACK_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DCMAKE_PREFIX:FILEPATH=../../armadillo \
+    -DBUILD_SHARED_LIBS=OFF \
+    -DCMAKE_BUILD_TYPE=Release .
+  displayName: 'Configure armadillo'
+
+# Build armadillo
+- task: MSBuild@1
+  inputs:
+    solution: 'armadillo-8.400.0/*.sln'
+    msbuildLocationMethod: 'location'
+    msbuildVersion: '15.0'
+    configuration: 'Release'
+    msbuildArchitecture: 'x64'
+    msbuildArguments: /m /p:BuildInParallel=true
+    clean: false
+    maximumCpuCount: false
+  displayName: 'Build armadillo'
+
+# Configure mlpack
+- bash: |
+    mkdir build && cd build && \
+    cmake -G "Visual Studio 15 2017 Win64" \
+    -DBLAS_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DLAPACK_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DARMADILLO_INCLUDE_DIR="../armadillo-8.400.0/include" \
+    -DARMADILLO_LIBRARY:FILEPATH="../armadillo-8.400.0/Release/armadillo.lib" \
+    -DBOOST_INCLUDEDIR:PATH=$(Agent.ToolsDirectory)/boost.1.60.0.0/lib/native/include \
+    -DBOOST_LIBRARYDIR:PATH=$(Agent.ToolsDirectory)/boost_libs \
+    -DDEBUG=OFF \
+    -DPROFILE=OFF \
+    -DBUILD_PYTHON_BINDINGS=OFF \
+    -DCMAKE_BUILD_TYPE=Release .. \
+  displayName: 'Configure mlpack'
+
+# Build mlpack
+- task: MSBuild@1
+  inputs:
+    solution: 'build/*.sln'
+    msbuildLocationMethod: 'location'
+    msbuildVersion: '15.0'
+    configuration: 'Release'
+    msbuildArchitecture: 'x64'
+    msbuildArguments: /m /p:BuildInParallel=true
+    maximumCpuCount: false
+    clean: false
+  displayName: 'Build mlpack'
+
+# Run tests
+- powershell: |
+    cp $(Agent.ToolsDirectory)\boost_libs\*.* build\
+    cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib/x64\*.* build\
+    cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.* build\
+
+    cd build
+    Release\mlpack_test.exe --result_code=no --report_level=detailed --log_level=test_suite --log_format=HRF --log_sink=res.txt
+  displayName: 'Run tests'
+
+# Process test results
+- bash: |
+    curl https://gist.githubusercontent.com/zoq/9ccf753c4b61efcc5e6f0452c9c22e26/raw/a7790189a530925a5575b2dc45fdc6b915b01313/convert.py -O
+    python convert.py > mlpack_test.xml
+  displayName: 'Process test results'
+
+# Publish test results to Azure Pipelines
+- task: PublishTestResults@2
+  inputs:
+    testResultsFormat: JUnit
+    testResultsFiles: 'mlpack_test.xml'
+    failTaskOnFailedTests: true
+  displayName: 'Publish tests'
+
+# Build artifacts
+- bash: |
+    7z a mlpack-windows-vs15-no-libs.zip build/Release/*.exe
+    7z a mlpack-windows-vs15.zip build/Release/*.*
+  displayName: 'Build artifacts'
+
+# Publish build artifacts to Azure Pipelines
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack-windows-vs15-no-libs.zip'
+    artifactName: 'mlpack-windows-vs15-no-libs.zip'
+  displayName: 'Publish artifacts no-libs'
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack-windows-vs15.zip'
+    artifactName: 'mlpack-windows-vs15.zip'
+  displayName: 'Publish artifacts complete'
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack_test.xml'
+    artifactName: 'mlpack_test_vs15.xml'
+  displayName: 'Publish artifacts test results'
+ 
diff --git a/.ci/windows-vs16-steps.yaml b/.ci/windows-vs16-steps.yaml
new file mode 100644
index 0000000000..87c23251f9
--- /dev/null
+++ b/.ci/windows-vs16-steps.yaml
@@ -0,0 +1,130 @@
+steps:
+- checkout: self
+  clean: true
+  fetchDepth: 1
+- task: UsePythonVersion@0
+  inputs:
+    versionSpec: '$(python.version)'
+- task: NuGetToolInstaller@0
+  inputs:
+    versionSpec: '5.3.0'
+
+# Fetch build dependencies
+- bash: |
+    nuget install OpenBLAS -o $(Agent.ToolsDirectory)
+    nuget install boost -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_unit_test_framework-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_program_options-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_random-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_serialization-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install boost_math_c99-vc140 -o $(Agent.ToolsDirectory) -Version 1.60.0
+    nuget install OpenBLAS -o $(Agent.ToolsDirectory)
+
+    mkdir -p $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_program_options-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_math_c99-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_random-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_serialization-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+    cp $(Agent.ToolsDirectory)/boost_unit_test_framework-vc140.1.60.0.0/lib/native/address-model-64/lib/*.* $(Agent.ToolsDirectory)/boost_libs
+
+    curl http://masterblaster.mlpack.org:5005/armadillo-8.400.0.tar.gz | tar xvz
+  displayName: 'Fetch build dependencies'
+
+# Configure armadillo
+- bash: |
+    cd armadillo-8.400.0/ && cmake -G "Visual Studio 16 2019" \
+    -DBLAS_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DLAPACK_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DCMAKE_PREFIX:FILEPATH=../../armadillo \
+    -DBUILD_SHARED_LIBS=OFF \
+    -DCMAKE_BUILD_TYPE=Release .
+  displayName: 'Configure armadillo'
+
+# Build armadillo
+- task: MSBuild@1
+  inputs:
+    solution: 'armadillo-8.400.0/*.sln'
+    msbuildLocationMethod: 'location'
+    msbuildVersion: '16.0'
+    configuration: 'Release'
+    msbuildArchitecture: 'x64'
+    msbuildArguments: /m /p:BuildInParallel=true
+    clean: false
+    maximumCpuCount: false
+  displayName: 'Build armadillo'
+
+# Configure mlpack
+- bash: |
+    mkdir build && cd build && \
+    cmake -G "Visual Studio 16 2019" \
+    -DBLAS_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DLAPACK_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+    -DARMADILLO_INCLUDE_DIR="../armadillo-8.400.0/include" \
+    -DARMADILLO_LIBRARY:FILEPATH="../armadillo-8.400.0/Release/armadillo.lib" \
+    -DBOOST_INCLUDEDIR:PATH=$(Agent.ToolsDirectory)/boost.1.60.0.0/lib/native/include \
+    -DBOOST_LIBRARYDIR:PATH=$(Agent.ToolsDirectory)/boost_libs \
+    -DDEBUG=OFF \
+    -DPROFILE=OFF \
+    -DBUILD_PYTHON_BINDINGS=OFF \
+    -DCMAKE_BUILD_TYPE=Release .. \
+  displayName: 'Configure mlpack'
+
+# Build mlpack
+- task: MSBuild@1
+  inputs:
+    solution: 'build/*.sln'
+    msbuildLocationMethod: 'location'
+    msbuildVersion: '15.0'
+    configuration: 'Release'
+    msbuildArchitecture: 'x64'
+    msbuildArguments: /m /p:BuildInParallel=true
+    maximumCpuCount: false
+    clean: false
+  displayName: 'Build mlpack'
+
+# Run tests
+- powershell: |
+    cp $(Agent.ToolsDirectory)\boost_libs\*.* build\
+    cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib/x64\*.* build\
+    cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.* build\
+
+    cd build
+    Release\mlpack_test.exe --result_code=no --report_level=detailed --log_level=test_suite --log_format=HRF --log_sink=res.txt
+  displayName: 'Run tests'
+
+# Process test results
+- bash: |
+    curl https://gist.githubusercontent.com/zoq/9ccf753c4b61efcc5e6f0452c9c22e26/raw/a7790189a530925a5575b2dc45fdc6b915b01313/convert.py -O
+    python convert.py > mlpack_test.xml
+  displayName: 'Process test results'
+
+# Publish test results to Azure Pipelines
+- task: PublishTestResults@2
+  inputs:
+    testResultsFormat: JUnit
+    testResultsFiles: 'mlpack_test.xml'
+    failTaskOnFailedTests: true
+  displayName: 'Publish tests'
+
+# Build artifacts
+- bash: |
+    7z a mlpack-windows-vs16-no-libs.zip build/Release/*.exe
+    7z a mlpack-windows-vs16.zip build/Release/*.*
+  displayName: 'Build artifacts'
+
+# Publish build artifacts to Azure Pipelines
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack-windows-vs16-no-libs.zip'
+    artifactName: 'mlpack-windows-vs16-no-libs.zip'
+  displayName: 'Publish artifacts no-libs'
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack-windows-vs16.zip'
+    artifactName: 'mlpack-windows-vs16.zip'
+  displayName: 'Publish artifacts complete'
+- task: PublishBuildArtifacts@1
+  inputs:
+    pathtoPublish: 'mlpack_test.xml'
+    artifactName: 'mlpack_test_vs16.xml'
+  displayName: 'Publish artifacts test results'