diff --git a/.ci/ci.yaml b/.ci/ci.yaml
deleted file mode 100644
index ab57443861..0000000000
--- a/.ci/ci.yaml
+++ /dev/null
@@ -1,81 +0,0 @@
-trigger:
-  branches:
-    include:
-    - '*'
-pr:
-  branches:
-    include:
-    - '*'
-
-jobs:
-- job: Linux
-  timeoutInMinutes: 360
-  pool:
-    vmImage: ubuntu-latest
-  strategy:
-    matrix:
-      Plain:
-        # Precompiled headers with debug symbols can cause too much disk space /
-        # RAM usage.
-        CMakeArgs: '-DDEBUG=ON -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF -DBUILD_R_BINDINGS=OFF -DUSE_PRECOMPILED_HEADERS=OFF'
-      Python:
-        CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_PYTHON_BINDINGS=ON -DPYTHON_EXECUTABLE=/usr/bin/python3 -DBUILD_GO_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_R_BINDINGS=OFF'
-        binding: 'python'
-        python.version: '3.7'
-      Julia:
-        CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=ON -DBUILD_GO_BINDINGS=OFF -DJULIA_EXECUTABLE=/opt/julia-1.10.4/bin/julia -DBUILD_R_BINDINGS=OFF'
-        binding: 'julia'
-      Go:
-        CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_GO_BINDINGS=ON -DBUILD_R_BINDINGS=OFF'
-        binding: 'go'
-      Markdown:
-        CMakeArgs: '-DDEBUG=OFF -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_MARKDOWN_BINDINGS=ON -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_R_BINDINGS=OFF'
-
-  steps:
-  - template: linux-steps.yaml
-
-- job: macOS
-  timeoutInMinutes: 360
-  pool:
-    vmImage: macOS-latest
-  strategy:
-    matrix:
-      # clang on OS X segfaults when using precompiled headers, so we disable
-      # them.
-      Plain:
-        python.version: '3.8'
-        CMakeArgs: '-DDEBUG=ON -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF -DBUILD_R_BINDINGS=OFF -DUSE_PRECOMPILED_HEADERS=OFF'
-      Python:
-        python.version: '3.8'
-        binding: 'python'
-        CMakeArgs: '-DDEBUG=ON -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_PYTHON_BINDINGS=ON -DBUILD_JULIA_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF -DBUILD_R_BINDINGS=OFF -DUSE_PRECOMPILED_HEADERS=OFF'
-      Julia:
-        python.version: '3.8'
-        binding: 'julia'
-        CMakeArgs: '-DDEBUG=ON -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_JULIA_BINDINGS=ON -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF -DBUILD_R_BINDINGS=OFF -DUSE_PRECOMPILED_HEADERS=OFF'
-      Go:
-        python.version: '3.8'
-        binding: 'go'
-        CMakeArgs: '-DDEBUG=ON -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_GO_BINDINGS=ON -DBUILD_R_BINDINGS=OFF -DUSE_PRECOMPILED_HEADERS=OFF'
-
-  steps:
-  - template: macos-steps.yaml
-
-- job: WindowsVS17
-  timeoutInMinutes: 360
-  displayName: Windows VS17
-  pool:
-    vmImage: windows-2022
-  strategy:
-    matrix:
-      Plain:
-        CMakeArgs: '-DDEBUG=ON -DPROFILE=OFF -DBUILD_TESTS=ON -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF -DBUILD_R_BINDINGS=OFF'
-        python.version: '2.7'
-        CMakeGenerator: '-G "Visual Studio 17 2022"'
-        MSBuildVersion: '17.0'
-        ArchiveNoLibs: 'mlpack-windows-vs17-no-libs.zip'
-        ArchiveLibs: 'mlpack-windows-vs17.zip'
-        ArchiveTests: 'mlpack_test-vs17.xml'
-
-  steps:
-  - template: windows-steps.yaml
diff --git a/.ci/linux-steps.yaml b/.ci/linux-steps.yaml
deleted file mode 100644
index 42e06068ac..0000000000
--- a/.ci/linux-steps.yaml
+++ /dev/null
@@ -1,93 +0,0 @@
-steps:
-# Checkout repository
-- checkout: self
-  clean: true
-  fetchDepth: 1
-
-# Set python version
-- task: UsePythonVersion@0
-  inputs:
-    versionSpec: '$(python.version)'
-  condition: ne(variables['python.version'], '')
-
-# Install build dependencies.
-- script: |
-    # Workaround to avoid a build failure, because we run out of memory.
-    free -h
-    df -h
-    sudo dd if=/dev/zero of=/usr/swapfile.img bs=1024 count=12M
-    sudo mkswap /usr/swapfile.img
-    sudo swapon /usr/swapfile.img
-    free -h
-    df -h
-
-    git clone --depth 1 https://github.com/mlpack/jenkins-conf.git conf
-
-    sudo apt-get install --yes --allow-unauthenticated \
-        libopenblas-dev libstb-dev libcereal-dev xz-utils ccache
-
-    if [ "$BINDING" = "python" ]; then
-      python -m pip install --upgrade pip
-      python -m pip install --upgrade --ignore-installed setuptools cython pandas wheel
-    fi
-
-    if [ "$BINDING" = "julia" ]; then
-      wget https://julialang-s3.julialang.org/bin/linux/x64/1.10/julia-1.10.4-linux-x86_64.tar.gz
-      sudo tar -C /opt/ -xvpf julia-1.10.4-linux-x86_64.tar.gz
-    fi
-
-    ## Show the ccache config settings, and zero the statistics counter
-    ccache --show-config
-    ccache --zero-stats
-
-    # Install armadillo.
-    curl -k -L https://sourceforge.net/projects/arma/files/armadillo-10.8.2.tar.xz | tar -xvJ && \
-        cd armadillo* && \
-        cmake . && \
-        make && \
-        sudo make install && \
-        cd ..
-
-    # Install ensmallen.
-    wget https://ensmallen.org/files/ensmallen-latest.tar.gz
-        tar -xvzpf ensmallen-latest.tar.gz # Unpack into ensmallen-*/.
-        cd ensmallen-*/ && \
-        sudo cp -vr include/* /usr/include/ && \
-        cd ..
-
-  displayName: 'Install Build Dependencies'
-
-# Configure mlpack (CMake)
-- script: |
-    mkdir build && cd build
-    cmake $CMAKEARGS -DPYTHON_EXECUTABLE=`which python` -DCEREAL_INCLUDE_DIR=/usr/include/ ..
-  displayName: 'CMake'
-
-# Build mlpack
-- script: cd build && make -j2
-  displayName: 'Build'
-
-# Run tests via ctest.
-# The OMP_NUM_THREADS is to prevent thrashing on older versions of OpenBLAS
-# (0.3.26 and older) where OpenMP and pthreads aren't playing together well.
-- script: cd build && OMP_NUM_THREADS=1 CTEST_OUTPUT_ON_FAILURE=1 ctest -T Test .
-  displayName: 'Run tests via ctest'
-
-# Ccache stats (two verbosity levels supported)
-- script: ccache --show-stats --verbose --verbose
-  displayName: 'Show ccache stats'
-
-# Publish test results to Azure Pipelines
-- task: PublishTestResults@2
-  inputs:
-    testResultsFormat: cTest
-    testResultsFiles: build/Testing/*/Test.xml
-    failTaskOnFailedTests: true
-  displayName: 'Publish tests'
-
-# Publish build artifacts to Azure Pipelines
-- task: PublishBuildArtifacts@1
-  inputs:
-    pathtoPublish: 'build/Testing/'
-    artifactName: 'Tests'
-  displayName: 'Publish artifacts test results'
diff --git a/.ci/macos-steps.yaml b/.ci/macos-steps.yaml
deleted file mode 100644
index 0de6bc5183..0000000000
--- a/.ci/macos-steps.yaml
+++ /dev/null
@@ -1,83 +0,0 @@
-steps:
-# Checkout repository
-- checkout: self
-  clean: true
-  fetchDepth: 1
-
-# Set python version.
-- task: UsePythonVersion@0
-  inputs:
-    versionSpec: '$(python.version)'
-
-# Install Build Dependencies
-- script: |
-    set -e
-    sudo xcode-select --switch /Applications/Xcode.app/Contents/Developer
-    brew install libomp openblas armadillo cereal ensmallen ccache
-
-    if [ "$BINDING" = "python" ]; then
-      pip install --upgrade pip
-      pip install cython numpy pandas zipp configparser wheel
-    fi
-
-    if [ "$BINDING" = "julia" ]; then
-      brew install --cask julia
-    fi
-
-    if [ "$BINDING" = "go" ]; then
-      brew install go
-    fi
- 
-    if [ "$BINDING" = "R" ]; then
-      # R needs to be told about ccache as it is not invoked directly by cmake
-      #
-      # ccache also needs two configuration settings due to where/how it constructs directories
-      #
-      # Note that every developer who would like to take advantage for ccache
-      # for R builds has to run this as well locally (once as it persists locally)
-      mkdir -p ~/.R
-      cp ${Build.SourcesDirectory}/.github/etc/R_Makevars_clang ~/.R/Makevars
-      ccache --set-config "sloppiness=include_file_ctime"
-      ccache --set-config "hash_dir=false" 
-      ccache --show-config
-      ccache --zero-stats
-    fi
-
-  displayName: 'Install Build Dependencies'
-
-# Configure mlpack (CMake)
-- script: |
-    mkdir build && cd build
-    if [ "$BINDING" = "python" ]; then
-      cmake $CMAKEARGS -DPYTHON_EXECUTABLE=$(which python) ..
-    else
-      cmake $CMAKEARGS ..
-    fi
-  displayName: 'CMake'
-
-# Build mlpack
-- script: cd build && make -j2
-  displayName: 'Build'
-
-# Run tests via ctest.
-- script: cd build && CTEST_OUTPUT_ON_FAILURE=1 ctest -T Test .
-  displayName: 'Run tests via ctest'
-
-# Ccache stats (two verbosity levels supported
-- script: ccache --show-stats --verbose --verbose
-  displayName: 'Show ccache stats'
-  
-# Publish test results to Azure Pipelines
-- task: PublishTestResults@2
-  inputs:
-    testResultsFormat: cTest
-    testResultsFiles: build/Testing/*/Test.xml
-    failTaskOnFailedTests: true
-  displayName: 'Publish tests'
-
-# Publish build artifacts to Azure Pipelines
-- task: PublishBuildArtifacts@1
-  inputs:
-    pathtoPublish: 'build/Testing/'
-    artifactName: 'Tests'
-  displayName: 'Publish artifacts test results'
diff --git a/.ci/windows-steps.yaml b/.ci/windows-steps.yaml
deleted file mode 100644
index 2f6eb90b93..0000000000
--- a/.ci/windows-steps.yaml
+++ /dev/null
@@ -1,214 +0,0 @@
-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 ensmallen -o $(Agent.ToolsDirectory) -Version 2.17.0
-    ## Delete all ensmallen dependencies including armadillo headers, we do not need them here
-    Remove-Item $(Agent.ToolsDirectory)\ensmallen.2.17.0\installed\x64-linux\share -Force -Recurse
-    Remove-Item $(Agent.ToolsDirectory)\ensmallen.2.17.0\installed\x64-linux\include\armadillo_bits -Force -Recurse
-    Remove-Item $(Agent.ToolsDirectory)\ensmallen.2.17.0\installed\x64-linux\include\armadillo -Force
-
-  displayName: 'Fetch build dependencies'
-
-# Get cereal
-- bash: |
-    curl -L https://github.com/USCiLab/cereal/archive/refs/tags/v1.3.2.tar.gz -o cereal-1.3.2.tar.gz
-    tar -xvzf cereal-1.3.2.tar.gz
-  displayName: 'Download cereal'
-
-# Configure armadillo
-- bash: |
-    git clone --depth 1 https://github.com/mlpack/jenkins-conf.git conf
-
-    curl -O -L https://sourceforge.net/projects/arma/files/armadillo-10.8.2.tar.xz -o armadillo-10.8.2.tar.xz
-    tar -xvf armadillo-10.8.2.tar.xz
-
-    cd armadillo-10.8.2/ && cmake $(CMakeGenerator) \
-    -DBLAS_LIBRARY:FILEPATH=$(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-10.8.2/*.sln'
-    msbuildLocationMethod: 'location'
-    msbuildVersion: $(MSBuildVersion)
-    configuration: 'Release'
-    msbuildArchitecture: 'x64'
-    msbuildArguments: /m /p:BuildInParallel=true
-    clean: false
-    maximumCpuCount: false
-  displayName: 'Build armadillo'
-
-# Configure mlpack
-- powershell: |
-    mkdir build
-    cd build
-
-    cmake $(CMakeGenerator) `
-    $(CMakeArgs) `
-    -DBLAS_LIBRARIES:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `
-    -DLAPACK_LIBRARIES:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `
-    -DARMADILLO_INCLUDE_DIR="..\armadillo-10.8.2\tmp\include" `
-    -DARMADILLO_LIBRARY="..\armadillo-10.8.2\Release\armadillo.lib" `
-    -DCEREAL_INCLUDE_DIR="..\cereal-1.3.2\include" `
-    -DENSMALLEN_INCLUDE_DIR=$(Agent.ToolsDirectory)\ensmallen.2.17.0\installed\x64-linux\include `
-    -DBUILD_JULIA_BINDINGS=OFF `
-    -DCMAKE_BUILD_TYPE=Release ..
-  displayName: 'Configure mlpack'
-
-# Build mlpack
-- task: MSBuild@1
-  inputs:
-    solution: 'build/*.sln'
-    msbuildLocationMethod: 'location'
-    msbuildVersion: $(MSBuildVersion)
-    configuration: 'Release'
-    msbuildArchitecture: 'x64'
-    maximumCpuCount: false
-    clean: false
-  displayName: 'Build mlpack'
-
-# Build documentation.  This involves setting up Ruby so that kramdown is
-# available.
-- task: UseRubyVersion@0
-  inputs:
-    versionSpec: '>= 2.5'
-    addToPath: true
-  displayName: 'Set up Ruby'
-
-- bash: |
-    gem install kramdown
-    DISABLE_HTML_CHECKS=1 ./scripts/build-docs.sh
-  displayName: 'Build mlpack documentation'
-
-# Configure mlpack
-- powershell: |
-    # The .dlls are stored in the bin/ directory, and those are the ones we need
-    # to run with.
-    cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.* build\Release\
-    cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.* build\
-  displayName: 'Copy DLLs to run tests'
-
-# Run tests via ctest.
-- bash: |
-    cd build
-    cmake --build . --target mlpack_test --config Release
-    CTEST_OUTPUT_ON_FAILURE=1 ctest -T Test -C Release . -j1
-  displayName: 'Run tests via ctest'
-
-# 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: $(ArchiveNoLibs)
-    replaceExistingArchive: true
-  displayName: 'Build artifacts'
-
-- task: ArchiveFiles@2
-  inputs:
-    rootFolderOrFile: 'build\Release\'
-    includeRootFolder: false
-    archiveType: 'zip'
-    archiveFile: $(ArchiveLibs)
-    replaceExistingArchive: true
-  displayName: 'Build artifacts'
-
-# Build MSI installer.
-- powershell: |
-    # Preparing installer staging.
-    mkdir dist\win-installer\mlpack-win-installer\Sources\lib
-    cp build\Release\*.lib dist\win-installer\mlpack-win-installer\Sources\lib\
-    cp build\Release\*.exp dist\win-installer\mlpack-win-installer\Sources\lib\
-    cp build\Release\*.dll dist\win-installer\mlpack-win-installer\Sources\
-    cp build\Release\*.exe dist\win-installer\mlpack-win-installer\Sources\
-    cp $(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\bin\x64\*.dll dist\win-installer\mlpack-win-installer\Sources\
-
-    # Copy documentation.
-    mkdir dist\win-installer\mlpack-win-installer\Sources\doc
-    cp doc\html dist\win-installer\mlpack-win-installer\Sources\doc -recurse
-
-    # Copy sources.
-    mkdir dist\win-installer\mlpack-win-installer\Sources\include\mlpack
-    cp src\mlpack.hpp dist\win-installer\mlpack-win-installer\Sources\include
-    cp src\mlpack\*.hpp dist\win-installer\mlpack-win-installer\Sources\include\mlpack
-    cp src\mlpack\core dist\win-installer\mlpack-win-installer\Sources\include\mlpack -recurse
-    cp src\mlpack\methods dist\win-installer\mlpack-win-installer\Sources\include\mlpack -recurse
-
-    # Copy examples.
-    cp doc\examples dist\win-installer\mlpack-win-installer\Sources\ -recurse
-    cp src\mlpack\tests\data\german.csv dist\win-installer\mlpack-win-installer\Sources\examples\sample-ml-app\sample-ml-app\data\
-
-    # Check current git version or mlpack version.
-    $ver = (Get-Content "src\mlpack\core\util\version.hpp" | where {$_ -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 "src/mlpack/core/util/gitversion.hpp")
-    {
-      $ver = (Get-Content "src/mlpack/core/util/gitversion.hpp");
-      $env:INSTALL_VERSION = $ver.Split('"')[1].Split(' ')[1];
-    }
-    else
-    {
-      $env:INSTALL_VERSION = $env:MLPACK_VERSION;
-    }
-
-    # Build the MSI installer.
-    cd dist\win-installer\mlpack-win-installer
-    & 'C:\Program Files\Microsoft Visual Studio\2022\Enterprise\MSBuild\Current\Bin\MSBuild.exe' `
-        -t:rebuild `
-        -p:Configuration=Release `
-        -p:TreatWarningsAsErrors=True `
-        mlpack-win-installer.wixproj
-  displayName: 'Build MSI Windows installer'
-
-# Publish artifacts to Azure Pipelines
-- task: PublishBuildArtifacts@1
-  inputs:
-    pathtoPublish: $(ArchiveNoLibs)
-    artifactName: $(ArchiveNoLibs)
-  displayName: 'Publish artifacts no-libs'
-- task: PublishBuildArtifacts@1
-  inputs:
-    pathtoPublish: $(ArchiveLibs)
-    artifactName: $(ArchiveLibs)
-  displayName: 'Publish artifacts complete'
-- task: PublishBuildArtifacts@1
-  inputs:
-    pathtoPublish: 'build/Testing/'
-    artifactName: 'Tests'
-  displayName: 'Publish artifacts test results'
-- task: PublishBuildArtifacts@1
-  inputs:
-    pathtoPublish: 'dist\win-installer\mlpack-win-installer\bin\Release\mlpack-windows.msi'
-    artifactName: mlpack-windows-installer
-  displayName: 'Publish Windows MSI installer'
-
-# Publish test results to Azure Pipelines
-- task: PublishTestResults@2
-  inputs:
-    testResultsFormat: cTest
-    testResultsFiles: build/Testing/*/Test.xml
-    failTaskOnFailedTests: true
-  displayName: 'Publish tests'
diff --git a/.github/actions/binding_run_tests/action.yml b/.github/actions/binding_run_tests/action.yml
new file mode 100644
index 0000000000..87718ce29f
--- /dev/null
+++ b/.github/actions/binding_run_tests/action.yml
@@ -0,0 +1,100 @@
+# This action sets up any language-specific environment for any of mlpack's
+# bindings.
+name: "Run binding tests"
+description: "Run tests for mlpack's bindings to other languages and gather results in junit format."
+inputs:
+  lang:
+    required: true
+    description: "The language to run binding tests for."
+
+runs:
+  using: "composite"
+  steps:
+    #
+    # Python bindings.
+    #
+    - name: "Run Python binding tests"
+      if: inputs.lang == 'Python'
+      shell: bash
+      run: |
+          # Run manually instead of through CTest so we can get XML output.
+          ROOTDIR=`pwd`;
+          cd build/src/mlpack/bindings/python/
+          python3 -m pytest tests/ --junit-xml="$ROOTDIR/build/python_bindings.junit.xml"
+
+    #
+    # Julia bindings.
+    #
+    - name: "Run Julia binding tests"
+      if: inputs.lang == 'Julia'
+      shell: bash
+      run: |
+          # Run manually instead of through CTest so we can get XML output.
+          # We use the TestReports.jl package for getting output in the right
+          # format.
+          ROOTDIR=`pwd`;
+          cd build/src/mlpack/bindings/julia/mlpack/
+          JULIA_PROJECT=$PWD $JULIA_EXECUTABLE -e \
+              "using Pkg; Pkg.add(\"TestReports\"); using TestReports; TestReports.test(\"mlpack\")"
+          mv testlog.xml $ROOTDIR/build/julia_bindings.junit.xml
+
+    #
+    # R bindings.
+    #
+    - name: "Run R binding tests"
+      if: inputs.lang == 'R'
+      shell: bash
+      run: |
+          ROOTDIR=`pwd`;
+          cd build/src/mlpack/bindings/R/mlpack/
+          Rscript -e "library(pkgload); load_all('.'); library(testthat); options(testthat.output_file='r_bindings.junit.xml'); test_file('tests/testthat/test-R_binding.R', reporter = 'junit')"
+          mv tests/testthat/r_bindings.junit.xml $ROOTDIR/build/r_bindings.junit.xml
+
+    - name: "Upload R package artifact"
+      if: inputs.lang == 'R' && runner.os == 'Linux' # Only upload one tarball.
+      uses: actions/upload-artifact@v4.4.0
+      with:
+        name: mlpack_r_tarball
+        path: build/src/mlpack/bindings/R/${{ env.MLPACK_R_PACKAGE }}
+
+    - name: "Install R CMD check dependencies"
+      if: inputs.lang == 'R'
+      shell: Rscript {0}
+      run: |
+          install.packages(c('remotes', 'rcmdcheck', 'curl'))
+          remotes::install_deps('build/src/mlpack/bindings/R/${{ env.MLPACK_R_PACKAGE }}', dependencies = TRUE)
+
+    - name: "Run R CMD check"
+      if: inputs.lang == 'R'
+      shell: bash
+      # TODO: revert to error_on = 'warning'
+      run: Rscript -e "rcmdcheck::rcmdcheck('build/src/mlpack/bindings/R/${{ env.MLPACK_R_PACKAGE }}', args = c('--no-manual', '--as-cran'), error_on = 'error', check_dir = 'check')"
+
+    # TODO: upload check results on failure
+
+    #
+    # Go bindings.
+    #
+    - name: "Run Go binding tests (Linux)"
+      if: inputs.lang == 'Go' && runner.os == 'Linux'
+      shell: bash
+      run: |
+          # Run manually instead of through CTest so we can get XML output (via
+          # an extra tool).
+          go install github.com/jstemmer/go-junit-report/v2@latest
+          ROOTDIR=`pwd`;
+          cd build/src/mlpack/bindings/go/src/mlpack.org/v1/mlpack/
+          go test -v $ROOTDIR/src/mlpack/bindings/go/tests/go_binding_test.go 2>&1 |\
+              $HOME/go/bin/go-junit-report | tee $ROOTDIR/build/go_bindings.junit.xml;
+
+    - name: "Run Go binding tests (macOS)"
+      if: inputs.lang == 'Go' && runner.os == 'macOS'
+      shell: bash
+      run: |
+          # Run manually instead of through CTest so we can get XML output (via
+          # an extra tool).
+          go install github.com/jstemmer/go-junit-report/v2@latest
+          ROOTDIR=`pwd`;
+          cd build/src/mlpack/bindings/go/src/mlpack.org/v1/mlpack/
+          CGO_LDFLAGS="-Wl,-no_warn_duplicate_libraries" go test -v $ROOTDIR/src/mlpack/bindings/go/tests/go_binding_test.go 2>&1 |\
+              $HOME/go/bin/go-junit-report | tee $ROOTDIR/build/go_bindings.junit.xml;
diff --git a/.github/actions/binding_setup/action.yml b/.github/actions/binding_setup/action.yml
new file mode 100644
index 0000000000..9bbdddcf5a
--- /dev/null
+++ b/.github/actions/binding_setup/action.yml
@@ -0,0 +1,126 @@
+# This action sets up any language-specific environment for any of mlpack's
+# bindings.
+name: "Set up binding environments"
+description: "Install build and runtime dependencies for mlpack's bindings to other languages."
+inputs:
+  lang:
+    required: true
+    description: "The language to set up bindings for."
+
+runs:
+  using: "composite"
+  steps:
+    #
+    # Python bindings.
+    #
+    - name: "Set up Python (Linux)"
+      if: inputs.lang == 'Python' && runner.os == 'Linux'
+      shell: bash
+      run: |
+          python3 -m pip install --upgrade pip
+          python3 -m pip install --upgrade --ignore-installed setuptools cython \
+              pandas wheel pytest
+          echo "CMAKE_BINDING_ARGS=-DPYTHON_EXECUTABLE=`which python3`" >> $GITHUB_ENV
+
+    - name: "Set up Python (macOS)"
+      if: inputs.lang == 'Python' && runner.os == 'macOS'
+      shell: bash
+      run: |
+          /opt/homebrew/bin/python3 -m pip install --break-system-packages --upgrade pip
+          /opt/homebrew/bin/python3 -m pip install --break-system-packages setuptools cython pandas zipp configparser wheel pytest
+          echo "CMAKE_BINDING_ARGS=-DPYTHON_EXECUTABLE=/opt/homebrew/bin/python3" >> $GITHUB_ENV
+
+    #
+    # Julia bindings.
+    #
+    - name: "Set up Julia on Linux"
+      if: inputs.lang == 'Julia' && runner.os == 'Linux'
+      shell: bash
+      run: |
+          wget https://julialang-s3.julialang.org/bin/linux/x64/1.10/julia-1.10.4-linux-x86_64.tar.gz
+          sudo tar -C /opt/ -xvpf julia-1.10.4-linux-x86_64.tar.gz
+          echo "CMAKE_BINDING_ARGS=-DJULIA_EXECUTABLE=/opt/julia-1.10.4/bin/julia" >> $GITHUB_ENV
+          echo "JULIA_EXECUTABLE=/opt/julia-1.10.4/bin/julia" >> $GITHUB_ENV
+
+    - name: "Set up Julia on macOS"
+      if: inputs.lang == 'Julia' && runner.os == 'macOS'
+      shell: bash
+      run: |
+          brew install --cask julia
+          echo "CMAKE_BINDING_ARGS=-DJULIA_EXECUTABLE=/opt/homebrew/bin/julia" >> $GITHUB_ENV
+          echo "JULIA_EXECUTABLE=/opt/homebrew/bin/julia" >> $GITHUB_ENV
+
+    #
+    # R bindings.
+    #
+    - name: Extract mlpack version for R bindings
+      if: inputs.lang == 'R'
+      shell: bash
+      run: |
+        MLPACK_VERSION_MAJOR=$(grep -i ".*#define MLPACK_VERSION_MAJOR.*" src/mlpack/core/util/version.hpp | grep -o "[0-9]*")
+        MLPACK_VERSION_MINOR=$(grep -i ".*#define MLPACK_VERSION_MINOR.*" src/mlpack/core/util/version.hpp | grep -o "[0-9]*")
+        MLPACK_VERSION_PATCH=$(grep -i ".*#define MLPACK_VERSION_PATCH.*" src/mlpack/core/util/version.hpp | grep -o "[0-9]*")
+        MLPACK_VERSION_VALUE=${MLPACK_VERSION_MAJOR}.${MLPACK_VERSION_MINOR}.${MLPACK_VERSION_PATCH}
+        echo "MLPACK_R_PACKAGE=$(echo mlpack_"$MLPACK_VERSION_VALUE".tar.gz)" >> $GITHUB_ENV
+
+    - name: "Setup pandoc for R"
+      if: inputs.lang == 'R'
+      uses: r-lib/actions/setup-pandoc@v2
+
+    # Setup r2u (linux)
+    - name: Setup r2u
+      if: inputs.lang == 'R' && runner.os == 'Linux'
+      uses: eddelbuettel/github-actions/r2u-setup@master
+
+    - name: Setup p3m.dev (macOS / Windows)
+      uses: r-lib/actions/setup-r@v2
+      if: inputs.lang == 'R' && (runner.os == 'Windows' || runner.os == 'macOS')
+      with:
+        r-version: "release"
+        use-public-rspm: true
+
+    - name: "Configure ccache for R"
+      if: inputs.lang == 'R'
+      shell: bash
+      run: |
+          ccache --set-config "sloppiness=include_file_ctime"
+          ccache --set-config "hash_dir=false"
+          ccache --zero-stats
+
+    - name: "Query R dependencies"
+      if: inputs.lang == 'R'
+      shell: bash
+      run: |
+          cp src/mlpack/bindings/R/mlpack/DESCRIPTION.in DESCRIPTION
+          Rscript -e 'install.packages(c("remotes", "roxygen2", "pkgbuild"))'
+          Rscript -e 'remotes::install_deps(".", dependencies=TRUE)'
+
+    - name: Install cereal manually for R
+      if: inputs.lang == 'R'
+      shell: bash
+      run: |
+          # We don't install cereal via apt, because the Debian packagers
+          # split the rapidjson dependency into a separate package.  We will
+          # bundle the cereal sources with the R package, so we want them to
+          # be exactly the upstream sources (with rapidjson included).
+          wget https://github.com/USCiLab/cereal/archive/refs/tags/v1.3.2.tar.gz
+          tar -xvzpf v1.3.2.tar.gz
+          #
+          # These directives cause warnings on CRAN:
+          # https://github.com/USCiLab/cereal/blob/master/include/cereal/external/base64.hpp#L28-L31
+          # The command below comments them out.
+          sed 's|#pragma|// #pragma|' cereal-1.3.2/include/cereal/external/base64.hpp > cereal-1.3.2/include/cereal/external/base64.hpp.tmp
+          mv cereal-1.3.2/include/cereal/external/base64.hpp.tmp cereal-1.3.2/include/cereal/external/base64.hpp
+          #
+          # Fix cereal compilation on clang 19+; see
+          # https://github.com/USCiLab/cereal/pull/835
+          sed 's|::template apply|::apply|' cereal-1.3.2/include/cereal/types/tuple.hpp > cereal-1.3.2/include/cereal/types/tuple.hpp.tmp
+          mv cereal-1.3.2/include/cereal/types/tuple.hpp.tmp cereal-1.3.2/include/cereal/types/tuple.hpp
+
+    #
+    # Go bindings.
+    #
+    - name: "Set up Go on macOS"
+      if: inputs.lang == 'Go' && runner.os == 'macOS'
+      shell: bash
+      run: brew install go
diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
new file mode 100644
index 0000000000..a14a7c63a8
--- /dev/null
+++ b/.github/workflows/ci.yml
@@ -0,0 +1,279 @@
+# ci.yml: defines all the CI jobs run for each commit and pull request.  For
+# Linux and macOS, we run a matrix job that tests all the bindings.  For
+# Windows, we just run one build (see the later part of the file).
+
+on:
+  workflow_dispatch:
+  push:
+    branches:
+      - master
+      - main
+  pull_request:
+    branches:
+      - master
+      - main
+  release:
+    types: [published, created, edited]
+permissions:
+  contents: read
+name: mlpack.mlpack
+
+jobs:
+  ###
+  ### Linux and macOS test matrix for all binding types.
+  ###
+  ci_matrix:
+    strategy:
+      fail-fast: false # Run all configurations even if one fails.
+      matrix:
+        config: [
+          {
+            runner: ubuntu-latest,
+            os: 'Linux',
+            name: 'Debug',
+            # Disable [DEBUG] output from the tests because it's WAY too verbose.
+            cmakeVars: '-DCMAKE_BUILD_TYPE=Debug -DBUILD_CLI_EXECUTABLES=OFF -DCMAKE_CXX_FLAGS="-DMLPACK_NO_PRINT_DEBUG"'
+          },
+          {
+            runner: ubuntu-latest,
+            os: 'Linux',
+            name: 'CLI',
+            cmakeVars: '-DBUILD_CLI_EXECUTABLES=ON'
+          },
+          {
+            runner: ubuntu-latest,
+            os: 'Linux',
+            name: 'Python',
+            cmakeVars: '-DBUILD_CLI_EXECUTABLES=OFF -DBUILD_PYTHON_BINDINGS=ON'
+          },
+          {
+            runner: ubuntu-latest,
+            os: 'Linux',
+            name: 'Julia',
+            cmakeVars: '-DBUILD_CLI_EXECUTABLES=OFF -DBUILD_JULIA_BINDINGS=ON'
+          },
+          {
+            runner: ubuntu-latest,
+            os: 'Linux',
+            name: 'R',
+            cmakeVars: '-DBUILD_CLI_EXECUTABLES=OFF -DBUILD_R_BINDINGS=ON -DCEREAL_INCLUDE_DIR=../cereal-1.3.2/include/'
+          },
+          {
+            runner: ubuntu-latest,
+            os: 'Linux',
+            name: 'Go',
+            cmakeVars: '-DBUILD_CLI_EXECUTABLES=OFF -DBUILD_GO_BINDINGS=ON'
+          },
+          {
+            runner: ubuntu-latest,
+            os: 'Linux',
+            name: 'Markdown',
+            cmakeVars: '-DBUILD_CLI_EXECUTABLES=OFF -DBUILD_MARKDOWN_BINDINGS=ON'
+          },
+          {
+            runner: macOS-latest,
+            os: 'macOS',
+            name: 'CLI',
+            cmakeVars: '-DBUILD_CLI_EXECUTABLES=ON'
+          },
+          {
+            runner: macOS-latest,
+            os: 'macOS',
+            name: 'Python',
+            cmakeVars: '-DBUILD_CLI_EXECUTABLES=OFF -DBUILD_PYTHON_BINDINGS=ON'
+          }
+        ]
+
+    name: '${{ matrix.config.os }} (${{ matrix.config.name }})'
+    if: ${{ github.repository == 'mlpack/mlpack' }}
+    runs-on: ${{ matrix.config.runner }}
+
+    steps:
+      - uses: actions/checkout@v3
+
+      # Set up ccache.
+      - name: Get ccache
+        uses: hendrikmuhs/ccache-action@v1.2
+        with:
+          key: ${{ matrix.config.os }}-${{ matrix.config.name }}
+          variant: ccache
+          max-size: 1G
+
+      # Set up the build environment for any bindings, if needed.
+      - name: Set up binding dependencies
+        uses: ./.github/actions/binding_setup
+        with:
+          lang: ${{ matrix.config.name }}
+
+      # Install build dependencies.
+      - name: Install build dependencies (Linux)
+        if: matrix.config.os == 'Linux'
+        run: |
+          git clone --depth 1 https://github.com/mlpack/jenkins-conf.git conf
+          sudo apt-get update
+          sudo apt-get install --yes --allow-unauthenticated \
+              libopenblas-dev libstb-dev libcereal-dev xz-utils
+          # Install the oldest Armadillo version that we support.
+          curl -k -L https://sourceforge.net/projects/arma/files/armadillo-10.8.2.tar.xz | tar -xvJ && \
+              cd armadillo* && \
+              cmake . && \
+              make && \
+              sudo make install && \
+              cd ..
+          # Install the latest ensmallen version.
+          wget https://ensmallen.org/files/ensmallen-latest.tar.gz
+              tar -xvzpf ensmallen-latest.tar.gz # Unpack into ensmallen-*/.
+              cd ensmallen-*/ && \
+              sudo cp -vr include/* /usr/include/ && \
+              cd ..
+
+      - name: Install build dependencies (macOS)
+        if: matrix.config.os == 'macOS'
+        run: |
+          sudo xcode-select --switch /Applications/Xcode.app/Contents/Developer
+          brew install libomp openblas armadillo cereal ensmallen ccache
+
+      # Because mlpack's precompiled headers basically include everything
+      # (mlpack.hpp, core.hpp, etc.), changes to a single file will invalidate
+      # the ccache entry---so it is better to leave it turned off, so that
+      # ccache entries will be at a more granular level and are more likely to
+      # be reused across runs.
+      - name: Configure mlpack with CMake
+        run: |
+          mkdir build && cd build
+          cmake ${{ matrix.config.cmakeVars }} $CMAKE_BINDING_ARGS -DUSE_PRECOMPILED_HEADERS=OFF -DBUILD_TESTS=ON ../
+
+      - name: Build mlpack
+        run: cd build && make -j4
+
+      # Run the tests manually so that we can get JUnit output.
+      - name: Run mlpack_test
+        run: |
+          cd build
+          # The use of only one thread is to prevent thrashing on older versions
+          # of OpenBLAS (0.3.26 and older) where OpenMP and pthreads aren't
+          # playing together well.
+          OMP_NUM_THREADS=1 bin/mlpack_test -r junit | tee /dev/stderr > mlpack_test.junit.xml
+          # Remove version numbers and other non-xml from the output.
+          cat mlpack_test.junit.xml | sed '/<?xml/,$!d' > mlpack_test.junit.xml.tmp
+          mv mlpack_test.junit.xml.tmp mlpack_test.junit.xml
+
+      # Run binding tests for each binding type.
+      - name: Run binding tests
+        uses: ./.github/actions/binding_run_tests
+        with:
+          lang: ${{ matrix.config.name }}
+
+      - name: Parse test output
+        uses: rcurtin/test-summary-action@dist
+        if: success() || failure()
+        with:
+          paths: "build/*.junit.xml"
+          show: "fail, skip"
+          fail_job: true
+          print_output: true
+
+  ###
+  ### Windows CI testing.
+  ###
+
+  ci_windows:
+    name: 'Windows build: VS2022'
+    if: ${{ github.repository == 'mlpack/mlpack' }}
+    runs-on: windows-2022
+
+    steps:
+      - uses: actions/checkout@v3
+
+      # Set up ccache.
+      - name: Get ccache
+        uses: hendrikmuhs/ccache-action@v1.2
+        with:
+          key: ${{ runner.os }}
+          variant: ccache
+          max-size: 5G
+
+      # Set up Visual Studio.
+      - name: Set up Visual Studio
+        uses: microsoft/setup-msbuild@v2
+
+      # Install build dependencies.
+      - name: Install build dependencies (Windows)
+        shell: powershell
+        run: |
+          nuget install OpenBLAS -o deps
+          nuget install ensmallen -o deps -Version 2.17.0
+          # Delete all ensmallen dependencies including armadillo headers, we do not need them here.
+          Remove-Item deps\ensmallen.2.17.0\installed\x64-linux\share -Force -Recurse
+          Remove-Item deps\ensmallen.2.17.0\installed\x64-linux\include\armadillo_bits -Force -Recurse
+          Remove-Item deps\ensmallen.2.17.0\installed\x64-linux\include\armadillo -Force
+
+      # Install the oldest supported version of Armadillo and install cereal.
+      - name: Install some dependencies manually
+        shell: bash
+        run: |
+          cd deps/
+          curl -L https://sourceforge.net/projects/arma/files/armadillo-10.8.2.tar.xz -o armadillo-10.8.2.tar.xz
+          tar -xf armadillo-10.8.2.tar.xz
+          cd armadillo-10.8.2/
+          cmake -G "Visual Studio 17 2022" \
+            -DBLAS_LIBRARY:FILEPATH=${{ github.workspace }}/deps/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+            -DLAPACK_LIBRARY:FILEPATH=${{ github.workspace }}/deps/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+            -DBUILD_SHARED_LIBS=OFF .
+          # Disable the wrapper because transitive linking doesn't work on
+          # Windows anyway.
+          cp tmp/include/armadillo_bits/config.hpp tmp/include/armadillo_bits/config.hpp.tmp
+          cat tmp/include/armadillo_bits/config.hpp.tmp | sed 's|#define ARMA_USE_WRAPPER|// #define ARMA_USE_WRAPPER|' \
+              > tmp/include/armadillo_bits/config.hpp
+          # Now download and unpack cereal.
+          cd ../
+          curl -L https://github.com/USCiLab/cereal/archive/refs/tags/v1.3.2.tar.gz -o cereal-1.3.2.tar.gz
+          tar -xzf cereal-1.3.2.tar.gz
+          # Download and unpack STB.
+          curl -O https://www.mlpack.org/files/stb.tar.gz
+          tar -xzf stb.tar.gz
+
+      # Because mlpack's precompiled headers basically include everything
+      # (mlpack.hpp, core.hpp, etc.), changes to a single file will invalidate
+      # the ccache entry---so it is better to leave it turned off, so that
+      # ccache entries will be at a more granular level and are more likely to
+      # be reused across runs.
+      - name: Configure mlpack with CMake
+        shell: bash
+        run: |
+          mkdir build && cd build
+          cmake -DUSE_PRECOMPILED_HEADERS=OFF -DBUILD_TESTS=ON \
+              -DARMADILLO_INCLUDE_DIR=../deps/armadillo-10.8.2/tmp/include/ \
+              -DBLAS_LIBRARIES='${{ github.workspace }}'/deps/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+              -DLAPACK_LIBRARIES='${{ github.workspace }}'/deps/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a \
+              -DENSMALLEN_INCLUDE_DIR=../deps/ensmallen.2.17.0/installed/x64-linux/include/ \
+              -DCEREAL_INCLUDE_DIR=../deps/cereal-1.3.2/include/ \
+              -DSTB_IMAGE_INCLUDE_DIR='${{ github.workspace }}'/deps/stb/include/ \
+              -DCMAKE_HAS_WORKING_STATIC_STB=1 \
+              ../
+
+      - name: Build mlpack
+        run: cd build && cmake --build . --config Release
+
+      # Run the tests manually so that we can get JUnit output.
+      - name: Run mlpack_test
+        shell: bash
+        run: |
+          # The .dlls are stored in the bin/ directory, and those are the ones
+          # we need to run with.
+          cp -v '${{ github.workspace }}'/deps/OpenBLAS.0.2.14.1/lib/native/bin/x64/* build/Release
+          cd build/
+          ./Release/mlpack_test.exe -r junit > mlpack_test.junit.xml
+          # Remove version numbers and other non-xml from the output.
+          cat mlpack_test.junit.xml | sed '/<?xml/,$!d' > mlpack_test.junit.xml.tmp
+          rm mlpack_test.junit.xml
+          mv mlpack_test.junit.xml.tmp mlpack_test.junit.xml
+
+      - name: Parse test output
+        uses: rcurtin/test-summary-action@dist
+        if: success() || failure()
+        with:
+          paths: "build/*.junit.xml"
+          show: "fail, skip"
+          fail_job: true
+          print_output: true
diff --git a/.github/workflows/main.yml b/.github/workflows/main.yml
deleted file mode 100644
index 0c4527e0b1..0000000000
--- a/.github/workflows/main.yml
+++ /dev/null
@@ -1,181 +0,0 @@
-on:
-  workflow_dispatch:
-  push:
-    branches:
-      - master
-      - main
-  pull_request:
-    branches:
-      - master
-      - main
-  release:
-    types: [published, created, edited]
-permissions:
-  contents: read
-name: mlpack.mlpack
-
-jobs:
-  jobR:
-    name: mlpack R tarball
-    if: ${{ github.repository == 'mlpack/mlpack' }}
-    runs-on: ubuntu-latest
-
-    outputs:
-      r_bindings: ${{ steps.mlpack_version.outputs.mlpack_r_package }}
-
-    steps:
-      - uses: actions/checkout@v3
-
-      - name: Extract mlpack version
-        id: mlpack_version
-        run: |
-          MLPACK_VERSION_MAJOR=$(grep -i ".*#define MLPACK_VERSION_MAJOR.*" src/mlpack/core/util/version.hpp | grep -o "[0-9]*")
-          MLPACK_VERSION_MINOR=$(grep -i ".*#define MLPACK_VERSION_MINOR.*" src/mlpack/core/util/version.hpp | grep -o "[0-9]*")
-          MLPACK_VERSION_PATCH=$(grep -i ".*#define MLPACK_VERSION_PATCH.*" src/mlpack/core/util/version.hpp | grep -o "[0-9]*")
-          MLPACK_VERSION_VALUE=${MLPACK_VERSION_MAJOR}.${MLPACK_VERSION_MINOR}.${MLPACK_VERSION_PATCH}
-          echo "mlpack_r_package=$(echo mlpack_"$MLPACK_VERSION_VALUE".tar.gz)" >> $GITHUB_OUTPUT
-
-      # Setup Pandoc
-      - name: Setup pandoc
-        uses: r-lib/actions/setup-pandoc@v2
-
-      # Setup r2u (linux)
-      - name: Setup r2u
-        uses: eddelbuettel/github-actions/r2u-setup@master
-
-      # Get and set up ccache
-      - name: Get CCache
-        uses: hendrikmuhs/ccache-action@v1.2
-        with:
-          # can also be eg ${{ matrix.os }} but just ubuntu-latest here
-          key: ${{ runner.os }}
-          # this is the default but 'sccache' can be selected here
-          variant: ccache
-
-      - name: Prepare R for Ccache
-        run: |
-          mkdir -p ~/.R
-          cp -vax .github/etc/R_Makevars_${{ runner.os }} ~/.R/Makevars
-
-      - name: Configure Ccache for R
-        run: |
-          ccache --set-config "sloppiness=include_file_ctime"
-          ccache --set-config "hash_dir=false"
-          ccache --show-config
-          ccache --zero-stats
-
-      - name: Query dependencies
-        run: |
-          cp src/mlpack/bindings/R/mlpack/DESCRIPTION.in DESCRIPTION
-          Rscript -e 'install.packages(c("remotes", "roxygen2", "pkgbuild"))'
-          Rscript -e 'remotes::install_deps(".", dependencies=TRUE)'
-
-      - name: Install Additional Build Dependencies
-        run: |
-          sudo apt-get update
-          # We don't install cereal via apt, because the Debian packagers
-          # split the rapidjson dependency into a separate package.  We will
-          # bundle the cereal sources with the R package, so we want them to
-          # be exactly the upstream sources (with rapidjson included).
-          sudo apt-get install -y --allow-unauthenticated libopenblas-dev liblapack-dev g++ libensmallen-dev libhdf5-dev libarmadillo-dev libcurl4-openssl-dev
-          wget https://github.com/USCiLab/cereal/archive/refs/tags/v1.3.2.tar.gz
-          tar -xvzpf v1.3.2.tar.gz
-          #
-          # These directives cause warnings on CRAN:
-          # https://github.com/USCiLab/cereal/blob/master/include/cereal/external/base64.hpp#L28-L31
-          # The command below comments them out.
-          sed -i 's|#pragma|// #pragma|' cereal-1.3.2/include/cereal/external/base64.hpp
-          #
-          # Fix cereal compilation on clang 19+; see
-          # https://github.com/USCiLab/cereal/pull/835
-          sed -i 's|::template apply|::apply|' cereal-1.3.2/include/cereal/types/tuple.hpp
-
-      - name: CMake
-        run: |
-          mkdir build
-          cd build && cmake -DDEBUG=OFF -DPROFILE=OFF -DBUILD_CLI_EXECUTABLES=OFF -DBUILD_PYTHON_BINDINGS=OFF -DBUILD_JULIA_BINDINGS=OFF -DBUILD_GO_BINDINGS=OFF -DBUILD_R_BINDINGS=ON -DDOWNLOAD_DEPENDENCIES=ON -DBUILD_TESTS=ON -DCEREAL_INCLUDE_DIR=../cereal-1.3.2/include/ ..
-
-      - name: Build
-        run: |
-          cd build && make -j4
-
-      - name: Run tests via ctest
-        run: |
-          # The OMP_NUM_THREADS is to prevent thrashing on older versions of
-          # OpenBLAS (0.3.26 and older) where OpenMP and pthreads aren't playing
-          # together well.
-          cd build && OMP_NUM_THREADS=2 CTEST_OUTPUT_ON_FAILURE=1 ctest -T Test .
-
-      - name: Upload R packages
-        uses: actions/upload-artifact@v4.4.0
-        with:
-          name: mlpack_r_tarball
-          path: build/src/mlpack/bindings/R/${{ steps.mlpack_version.outputs.mlpack_r_package }}
-
-  R-CMD-check:
-    needs: jobR
-    runs-on: ${{ matrix.config.os }}
-
-    name: ${{ matrix.config.name }}
-    if: ${{ github.repository == 'mlpack/mlpack' }}
-
-    strategy:
-      fail-fast: false
-      matrix:
-        config:
-          #- { os: windows-latest, r: "release", name: "Windows R" }
-          - { os: macOS-latest,   r: "release", name: "macOS R" }
-          - { os: ubuntu-latest,  r: "release", name: "Linux R" }
-
-    env:
-      MAKEFLAGS: "-j 4"
-      R_BUILD_ARGS: "--no-build-vignettes"
-      R_CHECK_ARGS: "--no-build-vignettes"
-      _R_CHECK_FORCE_SUGGESTS: 0
-      R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
-      GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
-      R_KEEP_PKG_SOURCE: yes
-
-    steps:
-      - uses: actions/download-artifact@v4.1.8
-        with:
-          name: mlpack_r_tarball
-
-      - name: Setup pandoc
-        uses: r-lib/actions/setup-pandoc@v2
-
-      - name: Setup p3m.dev (macos)
-        uses: r-lib/actions/setup-r@v2
-        if: runner.os == 'Windows' || runner.os == 'macOS'
-        with:
-          r-version: ${{ matrix.config.r }}
-          use-public-rspm: true
-
-      - name: Setup r2u (linux)
-        if: runner.os != 'Windows' && runner.os != 'macOS'
-        uses: eddelbuettel/github-actions/r2u-setup@master
-
-      - name: Add system packages (linux)
-        if: runner.os != 'Windows' && runner.os != 'macOS'
-        run: |
-          sudo apt update -qq
-          sudo apt install -y --allow-unauthenticated libopenblas-dev liblapack-dev libensmallen-dev libarmadillo-dev
-
-      - name: Install dependencies
-        run: |
-          Rscript -e "install.packages(c('remotes', 'rcmdcheck'))"
-          Rscript -e "remotes::install_deps('${{ needs.jobR.outputs.r_bindings }}', dependencies=TRUE)"
-
-      - name: Run the package check
-        # TODO: revert to error_on = 'warning'
-        run: |
-          Rscript -e "rcmdcheck::rcmdcheck('${{ needs.jobR.outputs.r_bindings }}', args = c('--no-manual','--as-cran'), error_on = 'error', check_dir = 'check')"
-
-      - name: Upload check results
-        if: failure()
-        uses: actions/upload-artifact@v4.4.0
-        with:
-          name: ${{ runner.os }}-r${{ matrix.config.r }}-results
-          path: |
-            check/mlpack.Rcheck/00check.log
-            check/mlpack.Rcheck/00install.out
diff --git a/CMake/TestStaticSTB.cmake b/CMake/TestStaticSTB.cmake
index 91a114d665..5eb17b255e 100644
--- a/CMake/TestStaticSTB.cmake
+++ b/CMake/TestStaticSTB.cmake
@@ -32,6 +32,9 @@ if(NOT DEFINED CMAKE_HAS_WORKING_STATIC_STB)
   if (CMAKE_HAS_WORKING_STATIC_STB)
     message(STATUS "Check that STB static implementation mode links "
         "correctly... success")
+    message(STATUS
+        "Determining if STB's static implementation can link correctly passed "
+        "with the following output:\n${out}\n\n")
     set(CMAKE_HAS_WORKING_STATIC_STB 1 CACHE INTERNAL
         "Does STB static implementation mode link correctly")
     file(APPEND ${CMAKE_BINARY_DIR}${CMAKE_FILES_DIRECTORY}/CMakeOutput.log
@@ -40,6 +43,9 @@ if(NOT DEFINED CMAKE_HAS_WORKING_STATIC_STB)
   else ()
     message(STATUS "Check that STB static implementation mode links "
         "correctly... fail")
+    message(STATUS
+        "Determining if STB's static implementation can link correctly failed "
+        "with the following output:\n${out}\n\n")
     set(CMAKE_HAS_WORKING_STATIC_STB 0 CACHE INTERNAL
         "Does STB static implementation mode link correctly")
     file(APPEND ${CMAKE_BINARY_DIR}${CMAKE_FILES_DIRECTORY}/CMakeError.log
diff --git a/CMakeLists.txt b/CMakeLists.txt
index ebf4c5164f..4a6627d039 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -314,6 +314,7 @@ endif()
 # Include directories for the previous dependencies.
 set(MLPACK_INCLUDE_DIRS ${MLPACK_INCLUDE_DIRS} ${ARMADILLO_INCLUDE_DIRS})
 set(MLPACK_LIBRARIES ${MLPACK_LIBRARIES} ${ARMADILLO_LIBRARIES})
+message(STATUS "Armadillo libraries: ${ARMADILLO_LIBRARIES}")
 
 if (USE_SYSTEM_STB)
   find_package(StbImage REQUIRED)
diff --git a/doc/developer/ci.md b/doc/developer/ci.md
index ef72515092..b516442e93 100644
--- a/doc/developer/ci.md
+++ b/doc/developer/ci.md
@@ -9,7 +9,6 @@ complex project, there are occasionally spurious failures or other unrelated
 problems.
 
  * [Basic compilation and test jobs](#basic-compilation-and-test-jobs)
- * [R build](#r-build)
  * [Documentation build and test](#documentation-build-and-test)
  * [Style checks](#style-checks)
  * [Cross-compilation checks](#cross-compilation-checks)
@@ -19,25 +18,29 @@ Also you can see the [list of CI infrastructure](#list-of-ci-infrastructure).
 
 ## Basic compilation and test jobs
 
-Basic compilation and testing is done on Azure Pipelines.
-We use Azure Pipelines primarily because of the large number of resources that
+Basic compilation and testing is done on Github Actions.
+We use Github Actions primarily because of the large number of resources that
 an mlpack build takes; our own [internal resources](#list-of-ci-infrastructure)
 are thus preserved for more specific usage.
 
-Link: [***mlpack on Azure Pipelines***](https://dev.azure.com/mlpack/mlpack/_build/)
+Link: [***mlpack on Github Actions***](https://github.com/mlpack/mlpack/actions)
 
- * Builds and tests mlpack for Linux, OS X, and Windows.
+ * Builds and tests mlpack for Linux, macOS, and Windows.
 
- * Also builds and tests bindings on Linux and OS X.
+ * Also builds and tests all bindings on Linux, and Python bindings on macOS.
+
+ * Builds the R tarball that can be submitted to CRAN and publishes it as an
+   artifact.
 
  * Configurations for these jobs can be found in the mlpack repository under the
-   `.ci/` directory.
+   `.github/` directory.
+   - The main file for the build pipeline is `.github/workflows/ci.yml`.
 
  * *These jobs are most of what's shown in the jobs in a PR.*
 
-***If your build is failing on Azure Pipelines:***
+***If your build is failing on Github Actions:***
 
- * Take a look at the build log to identify the issue.
+ * Take a look at the build summary and build logs to identify the issue.
 
  * If the failure is during `mlpack_test`, look through the test output to find
    where the actual failed test is.
@@ -49,22 +52,20 @@ Link: [***mlpack on Azure Pipelines***](https://dev.azure.com/mlpack/mlpack/_bui
    - If the test seems like a random failure, try different random seeds:
      `bin/mlpack_test --rng-seed=X NameOfTest`.
 
-## R build
+## Binding tests
 
-The R build uses Github Actions (not for any particular reason).
+Inside of `.github/workflows/ci.yml`, the bindings are configured and built
+(depending on the parameters of the matrix build) using a local Github action.
+Similarly, the binding tests are also run using a local Github action.
 
-Link: [***mlpack R build actions***](https://github.com/mlpack/mlpack/actions/workflows/main.yml)
+ * `.github/actions/binding_setup/main.yml` defines the steps required to set up
+   the environment for building each type of binding.  Sometimes the steps are
+   specific to an OS (e.g. Linux/macOS/Windows).
 
- * Job configuration is found in `.github/workflows/main.yml`
-
- * The job produces 1 artifact, which is the tarball that can be uploaded to
-   [CRAN](https://cran.r-project.org/).
-
- * When this job fails, it is usually because of:
-   - An intermittent problem downloading dependencies or setting up the
-     environment.
-   - A test failure which can probably be more easily debugged or reproduced via
-     the main [Azure Pipelines build jobs](#basic-compilation-and-test-jobs).
+ * `.github/actions/binding_run_tests/main.yml` defines the steps to run tests
+   for each binding type.  Note that because we want output as junit XML so we
+   can parse it, sometimes we have to do strange things for some languages, and
+   we can't use CTest directly.
 
 ## Documentation build and test
 
diff --git a/src/mlpack/bindings/R/mlpack/tests/testthat/test-R_binding.R b/src/mlpack/bindings/R/mlpack/tests/testthat/test-R_binding.R
index 726f053706..923ccf7e43 100644
--- a/src/mlpack/bindings/R/mlpack/tests/testthat/test-R_binding.R
+++ b/src/mlpack/bindings/R/mlpack/tests/testthat/test-R_binding.R
@@ -325,6 +325,8 @@ test_that("TestVerbose", {
 
 # Test that we get no output when verbose output is disabled.
 test_that("TestNotVerbose", {
+  # Make sure that global verbosity is turned off.
+  options(mlpack.verbose = FALSE)
   expect_silent(test_r_binding(4.0, 12, "hello",
                                build_model=TRUE))
 })
diff --git a/src/mlpack/bindings/go/mlpack/arma_util.go b/src/mlpack/bindings/go/mlpack/arma_util.go
index b107117353..02c1f31e40 100644
--- a/src/mlpack/bindings/go/mlpack/arma_util.go
+++ b/src/mlpack/bindings/go/mlpack/arma_util.go
@@ -1,7 +1,7 @@
 package mlpack
 
 /*
-#cgo CFLAGS: -I. -I/capi -g -Wall -Wno-unused-variable 
+#cgo CFLAGS: -I. -I/capi
 #cgo LDFLAGS: -L. -lmlpack_go_util
 #include <stdlib.h>
 #include <stdio.h>
diff --git a/src/mlpack/bindings/go/mlpack/io_util.go b/src/mlpack/bindings/go/mlpack/io_util.go
index 226ff87ca0..ad50a2102c 100644
--- a/src/mlpack/bindings/go/mlpack/io_util.go
+++ b/src/mlpack/bindings/go/mlpack/io_util.go
@@ -1,7 +1,7 @@
 package mlpack
 
 /*
-#cgo CFLAGS: -I. -I/capi -g -Wall
+#cgo CFLAGS: -I. -I/capi
 #cgo LDFLAGS: -L${SRCDIR} -Wl,-rpath,${SRCDIR} -lmlpack_go_util
 #include <capi/io_util.h>
 */
diff --git a/src/mlpack/bindings/go/print_go.cpp b/src/mlpack/bindings/go/print_go.cpp
index 19d4ee33a1..f13fc9b632 100644
--- a/src/mlpack/bindings/go/print_go.cpp
+++ b/src/mlpack/bindings/go/print_go.cpp
@@ -78,7 +78,7 @@ void PrintGo(util::Params& params,
 
   // Now we must print the cgo's import libraries and files.
   cout << "/*" << endl;
-  cout << "#cgo CFLAGS: -I./capi -Wall" << endl;
+  cout << "#cgo CFLAGS: -I./capi" << endl;
   cout << "#cgo LDFLAGS: -L. -lmlpack_go_" << functionName << endl;
   cout << "#include <capi/" << functionName << ".h>" << endl;
   cout << "#include <stdlib.h>" << endl;
diff --git a/src/mlpack/bindings/julia/tests/CMakeLists.txt b/src/mlpack/bindings/julia/tests/CMakeLists.txt
index da99511949..9c3ec5832a 100644
--- a/src/mlpack/bindings/julia/tests/CMakeLists.txt
+++ b/src/mlpack/bindings/julia/tests/CMakeLists.txt
@@ -1,6 +1,9 @@
 # Add the Julia binding test.
 add_julia_binding("" test_julia_binding)
 
+# Julia expects the runtests.jl file to be in test/, not tests/.
+file(COPY runtests.jl DESTINATION ${CMAKE_CURRENT_BINARY_DIR}/../mlpack/test/)
+
 add_test(NAME julia_binding_test
-    COMMAND ${JULIA_EXECUTABLE} ${CMAKE_CURRENT_SOURCE_DIR}/runtests.jl
+    COMMAND ${JULIA_EXECUTABLE} test/runtests.jl
     WORKING_DIRECTORY ${CMAKE_BINARY_DIR}/src/mlpack/bindings/julia/mlpack/)
diff --git a/src/mlpack/bindings/julia/tests/runtests.jl b/src/mlpack/bindings/julia/tests/runtests.jl
index 49517782c2..380a85e678 100644
--- a/src/mlpack/bindings/julia/tests/runtests.jl
+++ b/src/mlpack/bindings/julia/tests/runtests.jl
@@ -8,8 +8,6 @@
 # 3-clause BSD license along with mlpack.  If not, see
 # http://www.opensource.org/licenses/BSD-3-Clause for more information.
 
-using Pkg
-Pkg.activate(".")
 using Test
 using mlpack: test_julia_binding, GaussianKernel, serialize_bin, deserialize_bin
 using Serialization
diff --git a/src/mlpack/bindings/python/CMakeLists.txt b/src/mlpack/bindings/python/CMakeLists.txt
index 2668c6422d..f49827ab5c 100644
--- a/src/mlpack/bindings/python/CMakeLists.txt
+++ b/src/mlpack/bindings/python/CMakeLists.txt
@@ -113,7 +113,7 @@ set(CYTHON_SOURCES
 )
 
 set(TEST_SOURCES
-  tests/dataset_info_test.py
+  tests/test_dataset_info.py
   tests/test_python_binding.py
 )
 
@@ -366,11 +366,8 @@ endmacro ()
 if (BUILD_PYTHON_BINDINGS)
   if (BUILD_TESTS)
     add_test(NAME python_bindings_test
-        COMMAND ${PYTHON_EXECUTABLE}
-            ${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/setup.py test
+        COMMAND ${PYTHON_EXECUTABLE} -m pytest tests/
         WORKING_DIRECTORY ${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/)
-    set_tests_properties(python_bindings_test
-        PROPERTIES ENVIRONMENT "NO_BUILD=1;LD_LIBRARY_PATH=$ENV{LD_LIBRARY_PATH}:${CMAKE_BINARY_DIR}/lib/")
   endif ()
 endif ()
 
diff --git a/src/mlpack/bindings/python/tests/dataset_info_test.py b/src/mlpack/bindings/python/tests/test_dataset_info.py
similarity index 97%
rename from src/mlpack/bindings/python/tests/dataset_info_test.py
rename to src/mlpack/bindings/python/tests/test_dataset_info.py
index 660558fcdc..7e39752548 100644
--- a/src/mlpack/bindings/python/tests/dataset_info_test.py
+++ b/src/mlpack/bindings/python/tests/test_dataset_info.py
@@ -306,15 +306,5 @@ class TestToMatrixWithInfo(unittest.TestCase):
     self.assertTrue(m[1] != m[2])
     self.assertTrue(m[0] != m[2])
 
-def test_suite():
-    """
-    Run all tests.
-    """
-    loader = unittest.TestLoader()
-    suite = unittest.TestSuite()
-    suite.addTest(loader.loadTestsFromTestCase(TestToMatrix))
-    suite.addTest(loader.loadTestsFromTestCase(TestToMatrixWithInfo))
-    return suite
-
 if __name__ == '__main__':
     unittest.main()
diff --git a/src/mlpack/core/util/log.hpp b/src/mlpack/core/util/log.hpp
index 5b9478925d..b6dcd681b4 100644
--- a/src/mlpack/core/util/log.hpp
+++ b/src/mlpack/core/util/log.hpp
@@ -98,7 +98,8 @@ void Assert(bool condition,
   #define BASH_CLEAR ""
 #endif
 
-#if defined(DEBUG) || defined(MLPACK_PRINT_DEBUG)
+#if (defined(DEBUG) || defined(MLPACK_PRINT_DEBUG)) && \
+    !defined(MLPACK_NO_PRINT_DEBUG)
 static util::PrefixedOutStream Debug =
     util::PrefixedOutStream(MLPACK_COUT_STREAM,
                             BASH_CYAN "[DEBUG] " BASH_CLEAR);
diff --git a/src/mlpack/tests/ann/layer/parametric_relu.cpp b/src/mlpack/tests/ann/layer/parametric_relu.cpp
index 56113fe73e..e96d3a3686 100644
--- a/src/mlpack/tests/ann/layer/parametric_relu.cpp
+++ b/src/mlpack/tests/ann/layer/parametric_relu.cpp
@@ -20,9 +20,9 @@
 using namespace mlpack;
 
 /**
- * PReLU FORWARD Test.
+ * PReLU forward pass test.
  */
-TEST_CASE("PReLUFORWARDTest", "[ANNLayerTest]")
+TEST_CASE("PReLUForwardTest", "[ANNLayerTest]")
 {
   arma::mat input = {{0.5, 1.2, 3.1},
                     {-2.2, -1.5, 0.8},
@@ -43,9 +43,9 @@ TEST_CASE("PReLUFORWARDTest", "[ANNLayerTest]")
 }
 
 /**
- * PReLU BACKWARD Test.
+ * PReLU backward pass Test.
  */
-TEST_CASE("PReLUBACKWARDTest", "[ANNLayerTest]")
+TEST_CASE("PReLUBackwardTest", "[ANNLayerTest]")
 {
   arma::mat input = {{0.5, 1.2, 3.1},
                     {-2.2, -1.5, 0.8},
@@ -73,9 +73,9 @@ TEST_CASE("PReLUBACKWARDTest", "[ANNLayerTest]")
 }
 
 /**
- * PReLU GRADIENT Test.
+ * PReLU gradient pass test.
  */
-TEST_CASE("PReLUGRADIENTTest", "[ANNLayerTest]")
+TEST_CASE("PReLUGradientTest", "[ANNLayerTest]")
 {
   arma::mat input = {{0.5, 1.2, 3.1},
                     {-2.2, -1.5, 0.8},
@@ -104,26 +104,27 @@ double ComputeMSRE(arma::mat input, arma::mat target)
 TEST_CASE("PReLUIntegrationTest", "[ANNLayerTest]")
 {
   arma::mat data;
-  data::Load("boston_housing_price.csv", data);
+  data::Load("boston_housing_price.csv", data, true /* fatal */);
   arma::mat labels;
-  data::Load("boston_housing_price_responses.csv", labels);
-
-  arma::mat trainData, testData, trainLabels, testLabels;
-  data::Split(data, labels, trainData, testData, trainLabels, testLabels, 0.2);
-
-  FFN<L1Loss> model;
-  model.Add<Linear>(10);
-  model.Add<PReLU>(0.01);
-  model.Add<Linear>(3);
-  model.Add<PReLU>(0.01);
-  model.Add<Linear>(1);
+  data::Load("boston_housing_price_responses.csv", labels, true /* fatal */);
 
   // Sometimes the model may not optimize correctly, so we allow a few trials.
   bool success = false;
-  for (size_t trial = 0; trial < 3; ++trial)
+  for (size_t trial = 0; trial < 5; ++trial)
   {
-    const size_t epochs = 250;
-    ens::RMSProp optimizer(0.003, 8, 0.99, 1e-8, epochs * trainData.n_cols);
+    arma::mat trainData, testData, trainLabels, testLabels;
+    data::Split(data, labels, trainData, testData, trainLabels, testLabels,
+        0.2);
+
+    FFN<L1Loss> model;
+    model.Add<Linear>(10);
+    model.Add<PReLU>(0.01);
+    model.Add<Linear>(3);
+    model.Add<PReLU>(0.01);
+    model.Add<Linear>(1);
+
+    const size_t epochs = 500;
+    ens::RMSProp optimizer(0.0025, 8, 0.99, 1e-8, epochs * trainData.n_cols);
     model.Reset(data.n_rows);
     model.Train(trainData, trainLabels, optimizer);
 
diff --git a/src/mlpack/tests/split_data_test.cpp b/src/mlpack/tests/split_data_test.cpp
index 626ea15925..04e50bb47b 100644
--- a/src/mlpack/tests/split_data_test.cpp
+++ b/src/mlpack/tests/split_data_test.cpp
@@ -841,7 +841,7 @@ TEST_CASE("SplitCubeDataShuffleWithLabelsAndWeights", "[SplitDataTest]")
 TEST_CASE("SplitMatDataShuffleWithLabelsAndWeights", "[SplitDataTest]")
 {
   mat input(10, 30, fill::randu);
-  Row<size_t> labels = randi<Row<size_t>>(30, distr_param(0, 100000));
+  Row<size_t> labels = linspace<Row<size_t>>(10, 39, 30);
   frowvec weights(30, fill::randu);
 
   mat trainInput, testInput;