diff --git a/.appveyor.yml b/.appveyor.yml
deleted file mode 100644
index 722a597468..0000000000
--- a/.appveyor.yml
+++ /dev/null
@@ -1,219 +0,0 @@
-clone_depth: 10
-
-environment:
-  BOOST_MATH : "C:/projects/mlpack/\
-  boost_math_c99-vc140.1.60.0.0/lib/native/address-model-64/lib/*.*"
-  BOOST_RANDOM : "C:/projects/mlpack/\
-  boost_random-vc140.1.60.0.0/lib/native/address-model-64/lib/*.*"
-  ARMADILLO_DOWNLOAD : "https://data.kurg.org/armadillo-8.400.0.tar.xz"
-  ARMADILLO_LIBRARY : "C:/projects/mlpack/armadillo-8.400.0/\
-  build/Debug/armadillo.lib"
-  BLAS_LIBRARY : "%APPVEYOR_BUILD_FOLDER%/OpenBLAS.0.2.14.1/lib/native/lib/x64/\
-  libopenblas.dll.a"
-  BOOST_INCLUDE : "C:/projects/mlpack/boost.1.60.0.0/lib/native/include"
-  JENKINS_DOC_DOWNLOAD : "http://ci.mlpack.org/job/mlpack%20-%20doxygen%20\
-  build/lastSuccessfulBuild/artifact/build/doc/html/*zip*/html.zip"
-  JENKINS_DOC : "C:/projects/mlpack/dist/win-installer/jenkinsdoc.zip"
-  GIT_VERSION_FILE : "C:/projects/mlpack/src/mlpack/core/util/gitversion.hpp"
-  matrix:
-    - APPVEYOR_BUILD_WORKER_IMAGE: Visual Studio 2019
-      VSVER: Visual Studio 16 2019
-      MSBUILD: C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\MSBuild\Current\Bin\MSBuild.exe
-
-# We have removed the VS studio 15 2017 build since it is not possible to complete
-# or finish the build due to the `compiler out of heap space issues`.
-# Therefore, in the meanwhile, we are only doing the installation for VS 16 2019.
-
-configuration: Release
-
-os: Visual Studio 2019
-
-install:
-  - ps: nuget install boost -o "${env:APPVEYOR_BUILD_FOLDER}" -Version 1.60.0
-  - ps: >
-      nuget install boost_random-vc140
-      -o "${env:APPVEYOR_BUILD_FOLDER}" -Version 1.60.0
-  - ps: >
-      nuget install boost_math_c99-vc140
-      -o "${env:APPVEYOR_BUILD_FOLDER}" -Version 1.60.0
-  - ps: >
-      nuget install unofficial-flayan-cereal
-      -o "${env:APPVEYOR_BUILD_FOLDER}"
-  - ps: nuget install OpenBLAS -o "${env:APPVEYOR_BUILD_FOLDER}"
-  - set path=C:\Program Files (x86)\WiX Toolset v3.11\bin;%path%
-
-build_script:
-  - mkdir boost_libs
-  - ps: cp ${env:BOOST_MATH} C:\projects\mlpack\boost_libs\
-  - ps: cp ${env:BOOST_RANDOM} C:\projects\mlpack\boost_libs\
-  - echo TEST_ARMA is %ARMADILLO_DOWNLOAD%
-  - >
-    appveyor DownloadFile %ARMADILLO_DOWNLOAD%
-    -FileName armadillo.tar.xz
-  - 7z x armadillo.tar.xz -so -txz | 7z x -si -ttar > nul
-  - cd armadillo-8.400.0 && mkdir build && cd build
-  - >
-    cmake -G "%VSVER%"
-    -DBLAS_LIBRARY:FILEPATH=%BLAS_LIBRARY%
-    -DLAPACK_LIBRARY:FILEPATH=%BLAS_LIBRARY%
-    -DCMAKE_PREFIX:FILEPATH="%APPVEYOR_BUILD_FOLDER%/armadillo"
-    -DBUILD_SHARED_LIBS=OFF
-    -DCMAKE_BUILD_TYPE=Release ..
-  - >
-    "%MSBUILD%" "C:\projects\mlpack\armadillo-8.400.0\build\armadillo.sln"
-    /m /verbosity:quiet /p:Configuration=Release;Platform=x64
-  - cd C:\projects\mlpack && mkdir build && cd build
-  - >
-    cmake -G "%VSVER%"
-    -DBLAS_LIBRARIES:FILEPATH=%BLAS_LIBRARY%
-    -DLAPACK_LIBRARIES:FILEPATH=%BLAS_LIBRARY%
-    -DARMADILLO_INCLUDE_DIR="C:/projects/mlpack/armadillo-8.400.0/include"
-    -DARMADILLO_LIBRARY:FILEPATH=%ARMADILLO_LIBRARY%
-    -DCEREAL_INCLUDE_DIR="C:/projects/mlpack/unofficial-flayan-cereal.1.2.2/build/native/include"
-    -DBOOST_INCLUDEDIR:PATH=%BOOST_INCLUDE%
-    -DDEBUG=OFF
-    -DPROFILE=OFF
-    -DBUILD_PYTHON_BINDINGS=OFF
-    -DBUILD_GO_BINDINGS=OFF
-    -DBUILD_R_BINDINGS=OFF
-    -DBUILD_TESTS=OFF
-    -DCMAKE_BUILD_TYPE=Release ..
-  - >
-    "%MSBUILD%" "C:\projects\mlpack\build\mlpack.sln"
-    /m /verbosity:minimal /nologo /p:BuildInParallel=true
-    /p:Configuration=Release;Platform=x64
-
-  # Zip Artifacts.
-  - >
-    7z a mlpack-windows-no-libs.zip
-    "%APPVEYOR_BUILD_FOLDER%\build\Release\*.exe"
-  - >
-    7z a mlpack-windows.zip
-    "%APPVEYOR_BUILD_FOLDER%\build\Release\*.*"
-    "%APPVEYOR_BUILD_FOLDER%/OpenBLAS.0.2.14.1/lib/native/lib/x64/*.*"
-
-  # Pulling documentation for the installer.
-  - ps: >
-      try{(new-object net.webclient).DownloadFile(${env:JENKINS_DOC_DOWNLOAD},
-      'C:\projects\mlpack\dist\win-installer\jenkinsdoc.zip')}
-      catch{Write-Output "Unable to pull jenkins doc, skipping!"}
-  - ps: >
-      try{(Add-Type -AssemblyName System.IO.Compression.FileSystem);
-      [System.IO.Compression.ZipFile]::ExtractToDirectory(${env:JENKINS_DOC},
-      'C:\projects\mlpack\dist\win-installer\staging\doc')}
-      catch{Write-Output "Unable to add doc to installer, skipping!"}
-
-  # Preparing installer staging.
-  - cd C:\projects\mlpack\dist\win-installer\staging && mkdir lib
-  - ps: >
-      cp C:\projects\mlpack\build\Release\*.lib
-      C:\projects\mlpack\dist\win-installer\staging\lib\
-  - ps: >
-      cp C:\projects\mlpack\build\Release\*.exp
-      C:\projects\mlpack\dist\win-installer\staging\lib\
-  - ps: >
-      cp C:\projects\mlpack\build\Release\*.dll
-      C:\projects\mlpack\dist\win-installer\staging\
-  - ps: >
-      cp C:\projects\mlpack\build\Release\*.exe
-      C:\projects\mlpack\dist\win-installer\staging\
-  - ps: >
-      cp C:\projects\mlpack\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.dll
-      C:\projects\mlpack\dist\win-installer\staging\
-  - ps: >
-      cp C:\projects\mlpack\build\include\mlpack
-      C:\projects\mlpack\dist\win-installer\staging -recurse
-  - ps: >
-      cp C:\projects\mlpack\doc\examples
-      C:\projects\mlpack\dist\win-installer\staging -recurse
-  - ps: >
-      cp C:\projects\mlpack\src\mlpack\tests\data\german.csv
-      C:\projects\mlpack\dist\win-installer\staging\examples\sample-ml-app\sample-ml-app\data\
-
-  # Checking current gitversion or mlpack version.
-  - ps: >
-      $ver = (Get-Content
-      "${env:APPVEYOR_BUILD_FOLDER}\src\mlpack\core\util\version.hpp" |
-      where {$_ -like "*MLPACK_VERSION*"});
-      $env:MLPACK_VERSION += $ver[0].substring($ver[0].length - 1, 1) + '.';
-      $env:MLPACK_VERSION += $ver[1].substring($ver[1].length - 1, 1) + '.';
-      $env:MLPACK_VERSION += $ver[2].substring($ver[2].length - 1, 1);
-
-      if (Test-Path ${env:GIT_VERSION_FILE})
-      {
-        $ver = (Get-Content ${env:GIT_VERSION_FILE});
-        $env:INSTALL_VERSION = $ver.Split('"')[1].Split(' ')[1];
-      }
-      else
-      {
-        $env:INSTALL_VERSION = $env:MLPACK_VERSION;
-      }
-  - echo INSTALL_VERSION is %INSTALL_VERSION%
-
-  # Building MSI installer.
-  - cd C:\projects\mlpack\dist\win-installer\mlpack-win-installer
-  - >
-    heat dir ..\staging
-    -cg HeatGenerated
-    -dr INSTALLFOLDER
-    -sreg
-    -srd
-    -var var.HarvestPath
-    -ag
-    -sfrag
-    -out HeatGeneratedFileList.wxs
-  - >
-    candle -dHarvestPath=..\staging
-    -dConfiguration=Release
-    -dOutDir=bin\x64\Release\
-    -dPlatform=x64
-    -dProjectDir=.
-    -dProjectExt=.wixproj
-    -dProjectFileName=mlpack-win-installer.wixproj
-    -dProjectName=mlpack-win-installer
-    -dProjectPath=mlpack-win-installer.wixproj
-    -dTargetDir=.\bin\x64\Release\
-    -dTargetExt=.msi
-    -dTargetFileName=mlpack-windows.msi
-    -dTargetName=mlpack-windows
-    -dTargetPath=.\bin\x64\Release\mlpack-windows.msi
-    -out obj\x64\Release\
-    -arch x64
-    -ext "C:\Program Files (x86)\WiX Toolset v3.11\bin\\WixUIExtension.dll"
-    Product.wxs HeatGeneratedFileList.wxs
-  - >
-    light -out .\bin\x64\Release\mlpack-%INSTALL_VERSION%.msi
-    -pdbout .\bin\x64\Release\mlpack-windows.wixpdb
-    -cultures:null
-    -loc mlpack-localization.wxl
-    -ext "C:\Program Files (x86)\WiX Toolset v3.11\bin\\WixUIExtension.dll"
-    -contentsfile
-    obj\x64\Release\mlpack-win-installer.wixproj.BindContentsFileListnull.txt
-    -outputsfile
-    obj\x64\Release\mlpack-win-installer.wixproj.BindOutputsFileListnull.txt
-    -builtoutputsfile
-    obj\x64\Release\mlpack-win-installer.wixproj.BindBuiltOutputsFileListnull.txt
-    -wixprojectfile
-    mlpack-win-installer.wixproj
-    obj\x64\Release\Product.wixobj
-    obj\x64\Release\HeatGeneratedFileList.wixobj
-
-artifacts:
-  - path: 'build\*.zip'
-    name: mlpack-windows-zip
-
-  - path: 'dist\win-installer\mlpack-win-installer\bin\x64\Release\*.msi'
-    name: mlpack-windows-installer
-
-notifications:
-- provider: Email
-  to:
-  - mlpack-git@lists.mlpack.org
-  on_build_success: true
-  on_build_failure: true
-  on_build_status_changed: true
-
-cache:
-  - packages -> **\packages.config
-  - armadillo.tar.xz -> appveyor.yaml
-