diff --git a/doc/examples/sample-ml-app/sample-ml-app/sample-ml-app.vcxproj b/doc/examples/sample-ml-app/sample-ml-app/sample-ml-app.vcxproj
index caf7ecbf39..0852803d9d 100644
--- a/doc/examples/sample-ml-app/sample-ml-app/sample-ml-app.vcxproj
+++ b/doc/examples/sample-ml-app/sample-ml-app/sample-ml-app.vcxproj
@@ -104,16 +104,16 @@
       <SDLCheck>true</SDLCheck>
       <PreprocessorDefinitions>_DEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ConformanceMode>false</ConformanceMode>
-      <AdditionalIncludeDirectories>C:\boost\boost_1_66_0;C:\mlpack\armadillo-8.500.1\include;C:\mlpack\mlpack-3.0.4\build\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
+      <AdditionalIncludeDirectories>C:\boost\boost_1_66_0;C:\mlpack\armadillo-8.500.1\include;C:\mlpack\mlpack-3.1.1\build\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>
     <Link>
       <SubSystem>Console</SubSystem>
       <GenerateDebugInformation>true</GenerateDebugInformation>
-      <AdditionalDependencies>C:\mlpack\mlpack-3.0.4\build\Debug\mlpack.lib;C:\boost\boost_1_66_0\lib64-msvc-14.1\libboost_serialization-vc141-mt-gd-x64-1_66.lib;C:\boost\boost_1_66_0\lib64-msvc-14.1\libboost_program_options-vc141-mt-gd-x64-1_66.lib;%(AdditionalDependencies)</AdditionalDependencies>
+      <AdditionalDependencies>C:\mlpack\mlpack-3.1.1\build\Debug\mlpack.lib;C:\boost\boost_1_66_0\lib64-msvc-14.1\libboost_serialization-vc141-mt-gd-x64-1_66.lib;C:\boost\boost_1_66_0\lib64-msvc-14.1\libboost_program_options-vc141-mt-gd-x64-1_66.lib;%(AdditionalDependencies)</AdditionalDependencies>
     </Link>
     <PostBuildEvent>
-      <Command>xcopy /y "C:\mlpack\mlpack-3.0.4\build\Debug\mlpack.dll" $(OutDir)
-xcopy /y "C:\mlpack\mlpack-3.0.4\packages\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.dll" $(OutDir)
+      <Command>xcopy /y "C:\mlpack\mlpack-3.1.1\build\Debug\mlpack.dll" $(OutDir)
+xcopy /y "C:\mlpack\mlpack-3.1.1\packages\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.dll" $(OutDir)
 xcopy /y "$(ProjectDir)..\..\..\..\src\mlpack\tests\data\german.csv" "$(ProjectDir)data\german.csv*"</Command>
     </PostBuildEvent>
   </ItemDefinitionGroup>
diff --git a/doc/guide/build.hpp b/doc/guide/build.hpp
index 622f17c5b8..eb6f2096fc 100644
--- a/doc/guide/build.hpp
+++ b/doc/guide/build.hpp
@@ -29,7 +29,7 @@ to build mlpack on Windows, see \ref build_windows (alternatively, you can read
 is based on older versions).
 
 You can download the latest mlpack release from here:
-<a href="https://www.mlpack.org/files/mlpack-3.0.4.tar.gz">mlpack-3.0.4</a>
+<a href="https://www.mlpack.org/files/mlpack-3.1.1.tar.gz">mlpack-3.1.1</a>
 
 @section build_simple Simple Linux build instructions
 
@@ -37,9 +37,9 @@ Assuming all dependencies are installed in the system, you can run the commands
 below directly to build and install mlpack.
 
 @code
-$ wget https://www.mlpack.org/files/mlpack-3.0.4.tar.gz
-$ tar -xvzpf mlpack-3.0.4.tar.gz
-$ mkdir mlpack-3.0.4/build && cd mlpack-3.0.4/build
+$ wget https://www.mlpack.org/files/mlpack-3.1.1.tar.gz
+$ tar -xvzpf mlpack-3.1.1.tar.gz
+$ mkdir mlpack-3.1.1/build && cd mlpack-3.1.1/build
 $ cmake ../
 $ make -j4  # The -j is the number of cores you want to use for a build.
 $ sudo make install
@@ -64,8 +64,8 @@ configure mlpack.
 First we should unpack the mlpack source and create a build directory.
 
 @code
-$ tar -xvzpf mlpack-3.0.4.tar.gz
-$ cd mlpack-3.0.4
+$ tar -xvzpf mlpack-3.1.1.tar.gz
+$ cd mlpack-3.1.1
 $ mkdir build
 @endcode
 
diff --git a/doc/guide/python_quickstart.hpp b/doc/guide/python_quickstart.hpp
index 3298c0aee6..59b244b81c 100644
--- a/doc/guide/python_quickstart.hpp
+++ b/doc/guide/python_quickstart.hpp
@@ -31,9 +31,9 @@ build and install mlpack.  You can copy-paste the commands into your shell.
 @code{.sh}
 sudo apt-get install libboost-all-dev g++ cmake libarmadillo-dev python-pip wget
 sudo pip install cython setuptools distutils numpy pandas
-wget https://www.mlpack.org/files/mlpack-3.0.4.tar.gz
-tar -xvzpf mlpack-3.0.4.tar.gz
-mkdir -p mlpack-3.0.4/build/ && cd mlpack-3.0.4/build/
+wget https://www.mlpack.org/files/mlpack-3.1.1.tar.gz
+tar -xvzpf mlpack-3.1.1.tar.gz
+mkdir -p mlpack-3.1.1/build/ && cd mlpack-3.1.1/build/
 cmake ../ && make -j4 && sudo make install
 @endcode
 
diff --git a/doc/guide/sample_ml_app.hpp b/doc/guide/sample_ml_app.hpp
index 0e4fb63800..fe6ae3adb4 100644
--- a/doc/guide/sample_ml_app.hpp
+++ b/doc/guide/sample_ml_app.hpp
@@ -29,18 +29,18 @@ mlpack and dependencies in Release Mode).
 @code
  - C:\boost\boost_1_66_0
  - C:\mlpack\armadillo-8.500.1\include
- - C:\mlpack\mlpack-3.0.4\build\include
+ - C:\mlpack\mlpack-3.1.1\build\include
 @endcode
 - Under Linker > Input > Additional Dependencies add:
 @code
- - C:\mlpack\mlpack-3.0.4\build\Debug\mlpack.lib
+ - C:\mlpack\mlpack-3.1.1\build\Debug\mlpack.lib
  - C:\boost\boost_1_66_0\lib64-msvc-14.1\libboost_serialization-vc141-mt-gd-x64-1_66.lib
  - C:\boost\boost_1_66_0\lib64-msvc-14.1\libboost_program_options-vc141-mt-gd-x64-1_66.lib
 @endcode
 - Under Build Events > Post-Build Event > Command Line add:
 @code
- - xcopy /y "C:\mlpack\mlpack-3.0.4\build\Debug\mlpack.dll" $(OutDir)
- - xcopy /y "C:\mlpack\mlpack-3.0.4\packages\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.dll" $(OutDir)
+ - xcopy /y "C:\mlpack\mlpack-3.1.1\build\Debug\mlpack.dll" $(OutDir)
+ - xcopy /y "C:\mlpack\mlpack-3.1.1\packages\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.dll" $(OutDir)
 @endcode
 
 @note Recent versions of Visual Studio set "Conformance Mode" enabled by default. This causes some issues with