<p>Hello, it is definitely possible to build mlpack on Windows using mingw or VC2015. We configured appveyor to build mlpack for every commit using VC2015. The process is quite simple, so if you prefer to build mlpack using VC2015 I can guide you through the process. If you prefer mingw I guess <a href="https://github.com/thirdwing" class="user-mention">@thirdwing</a> is the expert, and could provide some tips.</p>

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