There are multiple ways to get mlpack up and running. Python bindings can be installed using pip or conda, or built from source (see the README). Julia bindings can be installed via Julia's 'Pkg' package manager. 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 also refer to the README. 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.
In case none of the binary packages listed on our website work for your system, or you want to modify mlpack, you will need to build it from source. See the "source" section for your operating system above, or the extended directions below.