diff --git a/.ci/ci.yaml b/.ci/ci.yaml
index d005ffba38..17d79c8e6a 100644
--- a/.ci/ci.yaml
+++ b/.ci/ci.yaml
@@ -18,7 +18,7 @@ jobs:
         CMakeArgs: '-DDEBUG=ON -DPROFILE=OFF -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF'
       Python:
         python.version: '3.7'
-        CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF -DBUILD_PYTHON_BINDINGS=ON -DPYTHON_EXECUTABLE=/opt/hostedtoolcache/Python/3.7.7/x64/bin/python3 -DBUILD_GO_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF'
+        CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF -DBUILD_PYTHON_BINDINGS=ON -DPYTHON_EXECUTABLE=/usr/bin/python3 -DBUILD_GO_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF'
       Julia:
         julia.version: '1.3.0'
         CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=ON -DBUILD_GO_BINDINGS=OFF -DJULIA_EXECUTABLE=/opt/julia-1.3.0/bin/julia'
diff --git a/.ci/linux-steps.yaml b/.ci/linux-steps.yaml
index 7fd0ab0ab5..b71871bbf1 100644
--- a/.ci/linux-steps.yaml
+++ b/.ci/linux-steps.yaml
@@ -22,12 +22,9 @@ steps:
     echo "##vso[task.setvariable variable=BOOST_ROOT]"$BOOST_ROOT
 
     sudo apt-get install -y --allow-unauthenticated libopenblas-dev liblapack-dev g++ libboost1.70-dev libarmadillo-dev xz-utils
-    sudo apt-get install -y --allow-unauthenticated python3-pip python3-numpy
 
-
-    sudo /opt/hostedtoolcache/Python/3.7.7/x64/bin/python3 -m pip install "Cython>0.24"
-    sudo /opt/hostedtoolcache/Python/3.7.7/x64/bin/python3 -m pip install --upgrade --ignore-installed setuptools
-    sudo /opt/hostedtoolcache/Python/3.7.7/x64/bin/python3 -m pip install pandas
+    python3 -m pip install --upgrade pip
+    python3 -m pip install --upgrade --ignore-installed setuptools cython pandas
 
     if [ 'a$(julia.version)' != 'a' ]; then
       wget https://julialang-s3.julialang.org/bin/linux/x64/1.3/julia-1.3.0-linux-x86_64.tar.gz
diff --git a/HISTORY.md b/HISTORY.md
index 211edf81b4..627d70a93f 100644
--- a/HISTORY.md
+++ b/HISTORY.md
@@ -1,5 +1,7 @@
 ### mlpack ?.?.?
 ###### ????-??-??
+  * Force CMake to show error when it didn't find Python/odules (#2568).
+
   * Added Soft Actor-Critic to RL methods (#2487).
 
   * Added Categorical DQN to q_networks (#2454).