There are multiple ways to get mlpack up and running. Python bindings can be installed using pip or conda, or built from source (see “Build from source” tutorials). For C++, if mlpack is not available via your preferred OS package manager, or if you need to build your own version (e.g. to apply optimizations, use a different set of BLAS/LAPACK, or build a different configuration), please refer to the “Build from source” tutorials. For Windows, prebuilt binaries will help you get started without the need of building mlpack. These packages include both the C++ mlpack library as well as the CLI tools.
Here is a summary of the currently available distribution options you can use depending on your needs: