diff --git a/CMake/FindArmadillo.cmake b/CMake/FindArmadillo.cmake
index 3d696b0abb..8c5e0260ca 100644
--- a/CMake/FindArmadillo.cmake
+++ b/CMake/FindArmadillo.cmake
@@ -81,23 +81,43 @@ endif()
 # Link to support libraries in either case on MSVC.
 if(NOT _ARMA_USE_WRAPPER OR MSVC)
   if(_ARMA_USE_LAPACK)
-    if(ARMADILLO_FIND_QUIETLY OR NOT ARMADILLO_FIND_REQUIRED)
-      find_package(LAPACK QUIET)
+    if(APPLE)
+      # Use -framework Accelerate to link against the Accelerate framework on
+      # MacOS; ignore OpenBLAS or other variants.
+      set(LAPACK_LIBRARIES "-framework Accelerate")
+      set(LAPACK_FOUND YES)
     else()
-      find_package(LAPACK REQUIRED)
+      if(ARMADILLO_FIND_QUIETLY OR NOT ARMADILLO_FIND_REQUIRED)
+        find_package(LAPACK QUIET)
+      else()
+        find_package(LAPACK REQUIRED)
+      endif()
     endif()
+
     if(LAPACK_FOUND)
       set(_ARMA_SUPPORT_LIBRARIES "${_ARMA_SUPPORT_LIBRARIES}" "${LAPACK_LIBRARIES}")
     endif()
   endif()
   if(_ARMA_USE_BLAS)
-    if(ARMADILLO_FIND_QUIETLY OR NOT ARMADILLO_FIND_REQUIRED)
-      find_package(BLAS QUIET)
+    if(APPLE)
+      # Use -framework Accelerate to link against the Accelerate framework on
+      # MacOS; ignore OpenBLAS or other variants.
+      set(BLAS_LIBRARIES "-framework Accelerate")
+      set(BLAS_FOUND YES)
     else()
-      find_package(BLAS REQUIRED)
+      if(ARMADILLO_FIND_QUIETLY OR NOT ARMADILLO_FIND_REQUIRED)
+        find_package(BLAS QUIET)
+      else()
+        find_package(BLAS REQUIRED)
+      endif()
     endif()
+
     if(BLAS_FOUND)
-      set(_ARMA_SUPPORT_LIBRARIES "${_ARMA_SUPPORT_LIBRARIES}" "${BLAS_LIBRARIES}")
+      # Avoid doubly linking (not that it makes much difference other than a
+      # nicer command-line).
+      if (NOT BLAS_LIBRARIES EQUAL LAPACK_LIBRARIES)
+        set(_ARMA_SUPPORT_LIBRARIES "${_ARMA_SUPPORT_LIBRARIES}" "${BLAS_LIBRARIES}")
+      endif ()
     endif()
   endif()
   if(_ARMA_USE_ARPACK)
diff --git a/HISTORY.md b/HISTORY.md
index 96ce4eacb5..e9fe27ace3 100644
--- a/HISTORY.md
+++ b/HISTORY.md
@@ -8,6 +8,9 @@
   * Optimize and strip compiled Python bindings when possible, resulting in
     significant size minimization (#3310).
 
+  * The `/std:c++17` and `/Zc:__cplusplus` options are now required when using
+    Visual Studio (#3318).  Documentation and compile-time checks added.
+
 ### mlpack 4.0.0
 ###### 2022-10-23
   * Bump C++ standard requirement to C++14 (#3233).
diff --git a/doc/user/build_windows.md b/doc/user/build_windows.md
index f5cc05e79c..61cbae34ef 100644
--- a/doc/user/build_windows.md
+++ b/doc/user/build_windows.md
@@ -36,6 +36,9 @@ an existing one). The library is immediately ready to be included
 (via preprocessor directives) and used in your project without additional
 configuration.
 
+Note that when building mlpack, the `/std:c++17` and `/Zc:__cplusplus` options
+are required for Visual Studio.
+
 ## Build Environment
 
 This tutorial has been designed and tested using:
diff --git a/doc/user/sample_ml_app.md b/doc/user/sample_ml_app.md
index 883758fcba..dab879f68f 100644
--- a/doc/user/sample_ml_app.md
+++ b/doc/user/sample_ml_app.md
@@ -43,6 +43,11 @@ this issue, disable "Conformance Mode" under C/C++ > Language.
 *Note*: you may need to change the paths of the include directories or libraries
 above, given how you installed the dependencies.
 
+*Note*: mlpack requires that the `/std:c++17` and `/Zc:__cplusplus` options be
+set for the Visual Studio compiler.  This is done by default in the provided
+example, but for your own projects, make sure that these options are set,
+otherwise compilation will fail.
+
 ## The App's Goal
 
 This app aims to exercise an end-to-end machine learning workflow. We will
diff --git a/src/mlpack/base.hpp b/src/mlpack/base.hpp
index 4879167814..151a59b589 100644
--- a/src/mlpack/base.hpp
+++ b/src/mlpack/base.hpp
@@ -69,12 +69,14 @@
 // Backport std::any from C+17 to C++11 to replace boost::any.
 // Use mnmlstc backport implementation only if compiler does not
 // support C++17.
-#if __cplusplus < 201703L
+#if __cplusplus < 201703L && !defined(_MSC_VER)
   #include <mlpack/core/std_backport/any.hpp>
   #include <mlpack/core/std_backport/string_view.hpp>
   #define MLPACK_ANY core::v2::any
   #define MLPACK_ANY_CAST core::v2::any_cast
   #define MLPACK_STRING_VIEW core::v2::string_view
+#elif __cplusplus < 201703L && defined(_MSC_VER)
+  #error "When using Visual Studio, mlpack should be compiled with /Zc:__cplusplus and /std:c++17 or newer."
 #else
   #include <any>
   #include <string_view>
diff --git a/src/mlpack/bindings/R/CMakeLists.txt b/src/mlpack/bindings/R/CMakeLists.txt
index 4aa4033aee..804528c099 100644
--- a/src/mlpack/bindings/R/CMakeLists.txt
+++ b/src/mlpack/bindings/R/CMakeLists.txt
@@ -374,8 +374,12 @@ if (BUILD_R_BINDINGS)
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/R/print_input_processing.hpp
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/R/print_serialize_util.hpp
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/R/print_output_processing.hpp)
-   target_link_libraries(generate_r_${name} ${MLPACK_LIBRARIES})
-   set_target_properties(generate_r_${name} PROPERTIES
+  if (BUILD_SHARED_LIBS)
+    target_link_libraries(generate_r_${name} ${MLPACK_LIBRARIES})
+  else ()
+    target_link_libraries(generate_r_${name} -static ${MLPACK_LIBRARIES})
+  endif ()
+  set_target_properties(generate_r_${name} PROPERTIES
       COMPILE_FLAGS "-DBINDING_TYPE=BINDING_TYPE_R"
       RUNTIME_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/src/mlpack/bindings/R/build/bin/")
   add_custom_command(TARGET generate_r_${name} POST_BUILD
diff --git a/src/mlpack/bindings/go/CMakeLists.txt b/src/mlpack/bindings/go/CMakeLists.txt
index efc5396a3b..f9b9dbd074 100644
--- a/src/mlpack/bindings/go/CMakeLists.txt
+++ b/src/mlpack/bindings/go/CMakeLists.txt
@@ -140,7 +140,11 @@ if (BUILD_GO_SHLIB)
   add_library(mlpack_go_util SHARED
           ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/go/mlpack/capi/arma_util.cpp
           ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/go/mlpack/capi/io_util.cpp)
-  target_link_libraries(mlpack_go_util ${MLPACK_LIBRARIES})
+  if (BUILD_SHARED_LIBS)
+    target_link_libraries(mlpack_go_util ${MLPACK_LIBRARIES})
+  else ()
+    target_link_libraries(mlpack_go_util -static ${MLPACK_LIBRARIES})
+  endif ()
   target_compile_definitions(mlpack_go_util PUBLIC
       -DBINDING_TYPE=BINDING_TYPE_GO
       -DMLPACK_PRINT_INFO
@@ -213,7 +217,11 @@ if (BUILD_GO_BINDINGS)
       ${CMAKE_BINARY_DIR}/src/mlpack/bindings/go/generate_go_${name}.cpp
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/go/print_go.hpp
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/go/print_go.cpp)
-  target_link_libraries(generate_go_${name} ${MLPACK_LIBRARIES})
+  if (BUILD_SHARED_LIBS)
+    target_link_libraries(generate_go_${name} ${MLPACK_LIBRARIES})
+  else ()
+    target_link_libraries(generate_go_${name} -static ${MLPACK_LIBRARIES})
+  endif ()
   set_target_properties(generate_go_${name} PROPERTIES COMPILE_FLAGS
       -DBINDING_TYPE=BINDING_TYPE_GO)
   add_custom_command(TARGET generate_go_${name} POST_BUILD
@@ -242,7 +250,11 @@ if(BUILD_GO_SHLIB)
   # Build libmlpack_go_${name}.so.
   add_library(mlpack_go_${name} SHARED
       ${CMAKE_BINARY_DIR}/src/mlpack/bindings/go/build/${name}.cpp)
-  target_link_libraries(mlpack_go_${name} mlpack_go_util)
+  if (BUILD_SHARED_LIBS)
+    target_link_libraries(mlpack_go_${name} mlpack_go_util)
+  else ()
+    target_link_libraries(mlpack_go_${name} -static mlpack_go_util)
+  endif ()
   target_compile_definitions(mlpack_go_${name} PUBLIC
       -DMLPACK_PRINT_INFO -DMLPACK_PRINT_WARN)
   set_target_properties(mlpack_go_${name} PROPERTIES
diff --git a/src/mlpack/bindings/julia/CMakeLists.txt b/src/mlpack/bindings/julia/CMakeLists.txt
index 003b5113ab..cad28cf062 100644
--- a/src/mlpack/bindings/julia/CMakeLists.txt
+++ b/src/mlpack/bindings/julia/CMakeLists.txt
@@ -53,7 +53,11 @@ if (BUILD_JULIA_BINDINGS)
   add_library(mlpack_julia_util
     julia_util.h
     julia_util.cpp)
-  target_link_libraries(mlpack_julia_util ${MLPACK_LIBRARIES})
+  if (BUILD_SHARED_LIBS)
+    target_link_libraries(mlpack_julia_util ${MLPACK_LIBRARIES})
+  else ()
+    target_link_libraries(mlpack_julia_util -static ${MLPACK_LIBRARIES})
+  endif ()
   target_compile_definitions(mlpack_julia_util PUBLIC
       -DMLPACK_PRINT_INFO -DMLPACK_PRINT_WARN)
   set_target_properties(mlpack_julia_util PROPERTIES
@@ -189,7 +193,11 @@ if (BUILD_JULIA_BINDINGS)
   add_library(mlpack_julia_${name}
       ${CMAKE_BINARY_DIR}/src/mlpack/bindings/julia/mlpack/build/julia_${name}.h
       ${CMAKE_BINARY_DIR}/src/mlpack/bindings/julia/mlpack/build/julia_${name}.cpp)
-  target_link_libraries(mlpack_julia_${name} mlpack_julia_util)
+  if (BUILD_SHARED_LIBS)
+    target_link_libraries(mlpack_julia_${name} mlpack_julia_util)
+  else ()
+    target_link_libraries(mlpack_julia_${name} -static mlpack_julia_util)
+  endif ()
   target_compile_definitions(mlpack_julia_${name} PUBLIC
       -DMLPACK_PRINT_INFO -DMLPACK_PRINT_WARN)
   set_target_properties(mlpack_julia_${name} PROPERTIES
@@ -229,7 +237,11 @@ if (BUILD_JULIA_BINDINGS)
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/julia/print_model_type_import.hpp
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/julia/default_param.hpp
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/julia/default_param_impl.hpp)
-  target_link_libraries(generate_jl_${name} ${MLPACK_LIBRARIES})
+  if (BUILD_SHARED_LIBS)
+    target_link_libraries(generate_jl_${name} ${MLPACK_LIBRARIES})
+  else ()
+    target_link_libraries(generate_jl_${name} -static ${MLPACK_LIBRARIES})
+  endif ()
   set_target_properties(generate_jl_${name} PROPERTIES
       COMPILE_FLAGS "-DBINDING_TYPE=BINDING_TYPE_JL"
       RUNTIME_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/src/mlpack/bindings/julia/mlpack/build/bin/")
diff --git a/src/mlpack/bindings/python/CMakeLists.txt b/src/mlpack/bindings/python/CMakeLists.txt
index 2d240a88eb..d7a9b67454 100644
--- a/src/mlpack/bindings/python/CMakeLists.txt
+++ b/src/mlpack/bindings/python/CMakeLists.txt
@@ -125,8 +125,8 @@ if (DEBUG)
   set(DISABLE_CFLAGS "NDEBUG;MLPACK_HAS_BFD_DL" PARENT_SCOPE)
 endif ()
 
-add_custom_target(python ALL DEPENDS mlpack)
-add_custom_target(python_copy ALL DEPENDS mlpack)
+add_custom_target(python ALL DEPENDS python_copy)
+add_custom_target(python_copy ALL)
 # The python_configure target is added later; this is a dummy target.
 add_custom_target(python_configured ALL)
 
@@ -242,7 +242,11 @@ macro (add_python_binding directory name)
         ${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/generate_pyx_${name}.cpp
         ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/python/print_pyx.hpp
         ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/python/print_pyx.cpp)
-    target_link_libraries(generate_pyx_${name} ${MLPACK_LIBRARIES})
+    if (BUILD_SHARED_LIBS)
+      target_link_libraries(generate_pyx_${name} ${MLPACK_LIBRARIES})
+    else ()
+      target_link_libraries(generate_pyx_${name} -static ${MLPACK_LIBRARIES})
+    endif ()
     set_target_properties(generate_pyx_${name} PROPERTIES COMPILE_FLAGS
         -DBINDING_TYPE=BINDING_TYPE_PYX)
     add_custom_command(TARGET generate_pyx_${name} POST_BUILD
@@ -309,7 +313,12 @@ macro (add_python_wrapper directory group_name)
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/python/print_wrapper_py.hpp
       ${CMAKE_SOURCE_DIR}/src/mlpack/bindings/python/print_wrapper_py.cpp)
 
-  target_link_libraries(generate_py_wrapper_${group_name} ${MLPACK_LIBRARIES})
+  if (BUILD_SHARED_LIBS)
+    target_link_libraries(generate_py_wrapper_${group_name} ${MLPACK_LIBRARIES})
+  else ()
+    target_link_libraries(generate_py_wrapper_${group_name} -static
+        ${MLPACK_LIBRARIES})
+  endif ()
 
   add_custom_command(TARGET generate_py_wrapper_${group_name} POST_BUILD
       COMMAND ${CMAKE_COMMAND}
diff --git a/src/mlpack/bindings/python/PythonInstall.cmake b/src/mlpack/bindings/python/PythonInstall.cmake
index 6e25fb926e..880f57cc21 100644
--- a/src/mlpack/bindings/python/PythonInstall.cmake
+++ b/src/mlpack/bindings/python/PythonInstall.cmake
@@ -3,15 +3,18 @@
 # A utility script to install Python bindings and fail fatally if installation
 # was not successful.
 if (DEFINED ENV{DESTDIR})
-  execute_process(COMMAND ${PYTHON_EXECUTABLE}
-      "${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/setup.py" install
-          --prefix=${PYTHON_INSTALL_PREFIX} --root=$ENV{DESTDIR}
+  execute_process(COMMAND ${PYTHON_EXECUTABLE} -m pip install
+          --prefix=${PYTHON_INSTALL_PREFIX}
+          --root=$ENV{DESTDIR} .
+      WORKING_DIRECTORY "${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/"
+      RESULT_VARIABLE setup_res)
+elseif (WIN32)
+  execute_process(COMMAND ${PYTHON_EXECUTABLE} -m pip install .
       WORKING_DIRECTORY "${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/"
       RESULT_VARIABLE setup_res)
 else ()
-  execute_process(COMMAND ${PYTHON_EXECUTABLE}
-      "${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/setup.py" install
-          --prefix=${PYTHON_INSTALL_PREFIX}
+  execute_process(COMMAND ${PYTHON_EXECUTABLE} -m pip install
+          --prefix=${PYTHON_INSTALL_PREFIX} .
       WORKING_DIRECTORY "${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/"
       RESULT_VARIABLE setup_res)
 endif ()
diff --git a/src/mlpack/bindings/python/setup.py.in b/src/mlpack/bindings/python/setup.py.in
index aabd85a6fb..23d85b51ff 100644
--- a/src/mlpack/bindings/python/setup.py.in
+++ b/src/mlpack/bindings/python/setup.py.in
@@ -35,6 +35,11 @@ else:
 # Windows and Linux linking behavior.
 libraries = '${MLPACK_LIBRARIES}'.split(' ')
 
+# Workaround: if we receive "m" as a library, what was actually meant was -lm.
+for i in range(len(libraries)):
+  if libraries[i] == 'm':
+    libraries[i] = '-lm'
+
 # Potentially faulty assumption: we can always link against libraries directly
 # by just specifying the full path to them on the command line.
 extra_link_args += libraries
@@ -49,16 +54,29 @@ else:
   extra_cxx_flags = re.sub(' +', ' ', cxx_flags)
   cxx_flags += ' '
   cxx_flags += extra_cxx_flags
-  extra_args = ['-DBINDING_TYPE=BINDING_TYPE_PYX', '-std=c++14']
+
+  extra_args = []
+  if platform.system() == 'Windows':
+    # Argument specification is different on MSVC, and also use C++17.
+    extra_args.extend(['/DBINDING_TYPE=BINDING_TYPE_PYX', '/std:c++17', '/MD',
+        '/O2', '/Ob2', '/DNDEBUG'])
+  elif platform.system() == 'Darwin':
+    extra_args.append('-DBINDING_TYPE=BINDING_TYPE_PYX')
+    extra_args.append('-std=c++17')
+    # On OS X and Linux, we try to reduce the size of the generated libraries
+    # by removing debugging symbols and stripping.
+    extra_args.append('-g0')
+  else:
+    extra_args.append('-DBINDING_TYPE=BINDING_TYPE_PYX')
+    extra_args.append('-std=c++17')
+    extra_args.append('-g0')
+    extra_link_args.append('-Wl,--strip-all')
+
   if '${OpenMP_CXX_FLAGS}' != '':
     extra_args.append('${OpenMP_CXX_FLAGS}')
   if cxx_flags:
     extra_args.extend(cxx_flags.split(' '))
 
-  # Extra options for MSVC compiler.
-  if platform.system() == 'Windows':
-    extra_args.extend(['/MD', '/O2', '/Ob2', '/DNDEBUG'])
-
   # This is used for parallel builds; CMake will set PYX_TO_BUILD accordingly.
   if module is not None:
     modules=[\