diff --git a/.appveyor.yml.back b/.appveyor.yml.back
deleted file mode 100644
index 61af3be4..00000000
--- a/.appveyor.yml.back
+++ /dev/null
@@ -1,150 +0,0 @@
-# AppVeyor.com is a Continuous Integration service to build and run tests under
-# Windows
-# https://ci.appveyor.com/project/sklearn-ci/scikit-learn
-
-environment:
-  global:
-    BUILD_COMMIT: 0.22.1
-    # SDK v7.0 MSVC Express 2008's SetEnv.cmd script will fail if the
-    # /E:ON and /V:ON options are not enabled in the batch script interpreter
-    # See: http://stackoverflow.com/a/13751649/163740
-    CMD_IN_ENV: "cmd /E:ON /V:ON /C ..\\appveyor\\run_with_env.cmd"
-    WHEELHOUSE_UPLOADER_USERNAME: sklearn-appveyor
-    WHEELHOUSE_UPLOADER_SECRET:
-      secure: P1/NpWGueg+26XlcS0P6kIKO1KbRw67S6ltwEjxb+vgf0F+zfNT6FRaMPKfHSXiR
-
-    # Make sure we don't download large datasets when running the test on
-    # continuous integration platform
-    SKLEARN_SKIP_NETWORK_TESTS: 1
-    APPVEYOR_SKIP_FINALIZE_ON_EXIT: true
-    # Minimum numpy version
-    NP_BUILD_DEP: "1.11.0"
-    DAILY_COMMIT: master
-    DAILY_BUILD: "false"
-
-  matrix:
-    - PYTHON: "C:\\Python35"
-      PYTHON_VERSION: "3.5.2"
-      PYTHON_ARCH: "32"
-
-    - PYTHON: "C:\\Python35-x64"
-      PYTHON_VERSION: "3.5.2"
-      PYTHON_ARCH: "64"
-
-    - PYTHON: "C:\\Python36"
-      PYTHON_VERSION: "3.6.0"
-      PYTHON_ARCH: "32"
-      NP_BUILD_DEP: "1.12.1"
-      DAILY_BUILD: "true"
-
-    - PYTHON: "C:\\Python36-x64"
-      PYTHON_VERSION: "3.6.0"
-      PYTHON_ARCH: "64"
-      NP_BUILD_DEP: "1.12.1"
-      DAILY_BUILD: "true"
-
-    - PYTHON: "C:\\Python37"
-      PYTHON_VERSION: "3.7.0"
-      PYTHON_ARCH: "32"
-      NP_BUILD_DEP: "1.14.5"
-      DAILY_BUILD: "true"
-
-    - PYTHON: "C:\\Python37-x64"
-      PYTHON_VERSION: "3.7.0"
-      PYTHON_ARCH: "64"
-      NP_BUILD_DEP: "1.14.5"
-      DAILY_BUILD: "true"
-
-    - PYTHON: "C:\\Python38"
-      PYTHON_VERSION: "3.8.0"
-      PYTHON_ARCH: "32"
-      NP_BUILD_DEP: "1.17.4"
-      DAILY_BUILD: "true"
-
-    - PYTHON: "C:\\Python38-x64"
-      PYTHON_VERSION: "3.8.0"
-      PYTHON_ARCH: "64"
-      NP_BUILD_DEP: "1.17.4"
-      DAILY_BUILD: "true"
-
-init:
-  - "ECHO %PYTHON% %PYTHON_VERSION% %PYTHON_ARCH%"
-  - "ECHO \"%APPVEYOR_SCHEDULED_BUILD%\""
-  - ps: >-
-      if ($env:APPVEYOR_SCHEDULED_BUILD -eq "True") {
-        $env:CONTAINER = "sklearn-nightly"
-        if ($env:DAILY_COMMIT) { $env:BUILD_COMMIT = $env:DAILY_COMMIT }
-        if ($env:DAILY_BUILD -eq "false") { Exit-AppveyorBuild }
-      } else {
-        $env:CONTAINER = "wheels"
-        $env:UPLOAD_ARGS = "--no-update-index"
-      }
-
-install:
-  # Install Python (from the official .msi of http://python.org) and pip when
-  # not already installed.
-  - "powershell ./appveyor/install.ps1"
-  - "SET PATH=%PYTHON%;%PYTHON%\\Scripts;%PATH%"
-  - "python -m pip install -U pip"
-
-  # Check that we have the expected version and architecture for Python
-  - "python --version"
-  - "python -c \"import struct; print(struct.calcsize('P') * 8)\""
-  - "pip --version"
-
-  # Checkout the request scikit-learn version in the submodule
-  - "git submodule update --init --recursive"
-  - "cd scikit-learn"
-  - "git checkout %BUILD_COMMIT%"
-  - "git clean -fxd"
-  - "git reset --hard"
-
-  # Install the build and runtime dependencies of the project.
-  - "%CMD_IN_ENV% pip install --timeout=60 numpy==%NP_BUILD_DEP%"
-  - "%CMD_IN_ENV% pip install --timeout=60 -r ../appveyor/requirements.txt"
-  - "%CMD_IN_ENV% python setup.py build"
-  - "%CMD_IN_ENV% python ../appveyor/vendor_vcomp140.py"
-  - "%CMD_IN_ENV% python setup.py bdist_wheel"
-  - ps: "ls dist"
-  - "%CMD_IN_ENV% twine check dist/*"
-
-  # Install the generated wheel package to test it
-  - "pip install --pre --no-index --find-links dist/ scikit-learn"
-
-# Not a .NET project, we build scikit-learn in the install step instead
-build: false
-
-test_script:
-  # Remove the source dir to make sure we run the tests on the
-  # installed library.
-  - "rd /s /q \"sklearn\""
-  # remove setup.cfg so as to not force --doctest-modules
-  - "del setup.cfg"
-  # Install the newest version of numpy for the tests: the goal is to ensure
-  # that the scikit-learn wheels are binary compatible both with the old numpy
-  # version against which they were built and the newest numpy version at the
-  # time of the release, that is the version of numpy that users are most
-  # likely to use.
-  - "%CMD_IN_ENV% pip install -U --timeout=60 numpy"
-  - "%CMD_IN_ENV% pytest -rs --pyargs sklearn"
-
-artifacts:
-  # Archive the generated wheel package in the ci.appveyor.com build report.
-  - path: 'scikit-learn\dist\*'
-
-on_success:
-  # Upload the generated wheel package to Rackspace
-  # On Windows, Apache Libcloud cannot find a standard CA cert bundle so we
-  # disable the ssl checks.
-  - python -m wheelhouse_uploader upload
-    --no-ssl-check
-    --local-folder=dist
-    %UPLOAD_ARGS%
-    %CONTAINER%
-
-cache:
-  # Use the appveyor cache to avoid re-downloading large archives such
-  # the MKL numpy and scipy wheels mirrored on a rackspace cloud
-  # container, speed up the appveyor jobs and reduce bandwidth
-  # usage on our rackspace account.
-  - '%APPDATA%\pip\Cache'
diff --git a/.travis.yml.back b/.travis.yml.back
deleted file mode 100644
index 51a07588..00000000
--- a/.travis.yml.back
+++ /dev/null
@@ -1,140 +0,0 @@
-env:
-  global:
-    - REPO_DIR="scikit-learn"
-    - BUILD_COMMIT=0.22.1
-    - PLAT=x86_64
-    - UNICODE_WIDTH=32
-    - NP_BUILD_DEP="numpy==1.11.0"
-    - NP_TEST_DEP="numpy==1.16.3"
-    - CYTHON_BUILD_DEP="cython==0.29.13"
-    - CYTHON_TEST_DEP="cython"
-    - SCIPY_BUILD_DEP="scipy"
-    - SCIPY_TEST_DEP="scipy==1.3.2"
-    - JOBLIB_BUILD_DEP="joblib==0.11"
-    - JOBLIB_TEST_DEP="joblib"
-    - DAILY_COMMIT=master
-    - DAILY_BUILD=false
-    - WHEELHOUSE_UPLOADER_USERNAME=travis-worker
-    # Following generated with
-    # travis encrypt -r MacPython/scikit-learn-wheels WHEELHOUSE_UPLOADER_SECRET=<the api key>
-    - secure: "Lyhm6qFtf/hY5D3UHMANNhh8Ar/PARF1nH/ebArWLtb24prrSYt+AAVJqZ81I58AdQK12Kn8mmuZVyVJT+FrRd8q6OyMijQ/wKrsx8EH+lDTTgUueBJtLql01KsaMRTDpAd04bREh1MppIsFFCHKVNxY2mW17XwsNQ+MUka4Bos="
-
-language: python
-# Default Python version is usually 2.7
-python: 3.5
-sudo: required
-dist: trusty
-
-matrix:
-  exclude:
-    # Exclude the default Python 3.5 build
-    - python: 3.5
-  include:
-    - os: linux
-      env:
-        - MB_PYTHON_VERSION=3.5
-        - SCIPY_BUILD_DEP="scipy==0.18.1"
-    - os: linux
-      env:
-        - MB_PYTHON_VERSION=3.5
-        - PLAT=i686
-        - SCIPY_BUILD_DEP="scipy==0.18.1"
-    - os: linux
-      env:
-        - MB_PYTHON_VERSION=3.6
-        - DAILY_BUILD=true
-        - SCIPY_BUILD_DEP="scipy==0.18.1"
-    - os: linux
-      env:
-        - MB_PYTHON_VERSION=3.6
-        - PLAT=i686
-        - DAILY_BUILD=true
-        - SCIPY_BUILD_DEP="scipy==0.18.1"
-    - os: linux
-      env:
-        - MB_PYTHON_VERSION=3.7
-        - NP_BUILD_DEP=numpy==1.14.5
-        - DAILY_BUILD=true
-    - os: linux
-      env:
-        - MB_PYTHON_VERSION=3.8
-        - NP_BUILD_DEP=numpy==1.17.4
-        - NP_TEST_DEP=numpy==1.17.4
-        - DAILY_BUILD=true
-    - os: linux
-      env:
-        - MB_PYTHON_VERSION=3.7
-        - PLAT=i686
-        - NP_BUILD_DEP=numpy==1.14.5
-        - DAILY_BUILD=true
-    - os: linux
-      env:
-        - MB_PYTHON_VERSION=3.8
-        - PLAT=i686
-        - NP_BUILD_DEP=numpy==1.17.4
-        - NP_TEST_DEP=numpy==1.17.4
-        - DAILY_BUILD=true
-    - os: osx
-      language: generic
-      env:
-        - MB_PYTHON_VERSION=3.5
-        - SCIPY_BUILD_DEP="scipy==0.18.1"
-    - os: osx
-      language: generic
-      env:
-        - MB_PYTHON_VERSION=3.6
-        - NP_BUILD_DEP=numpy==1.11.3
-        - DAILY_BUILD=true
-        - SCIPY_BUILD_DEP="scipy==0.18.1"
-    - os: osx
-      language: generic
-      env:
-        - MB_PYTHON_VERSION=3.7
-        - NP_BUILD_DEP=numpy==1.14.5
-        - DAILY_BUILD=true
-    - os: osx
-      language: generic
-      env:
-        - MB_PYTHON_VERSION=3.8
-        - NP_BUILD_DEP=numpy==1.17.4
-        - NP_TEST_DEP=numpy==1.17.4
-        - DAILY_BUILD=true
-
-before_install:
-  - |
-    if [ "$TRAVIS_EVENT_TYPE" == "cron" ]; then
-        if [ "$DAILY_BUILD" != "true" ]; then
-            exit 0
-        fi
-        CONTAINER="sklearn-nightly"
-        BUILD_COMMIT=${DAILY_COMMIT:-$BUILD_COMMIT}
-    else
-        CONTAINER=wheels
-        UPLOAD_ARGS="--no-update-index"
-    fi
-  - echo "Building scikit-learn-$BUILD_COMMIT"
-  - BUILD_DEPENDS="$NP_BUILD_DEP $CYTHON_BUILD_DEP $SCIPY_BUILD_DEP $JOBLIB_BUILD_DEP"
-  - TEST_DEPENDS="$NP_TEST_DEP pytest $CYTHON_TEST_DEP $SCIPY_TEST_DEP $JOBLIB_TEST_DEP"
-  - source multibuild/common_utils.sh
-  - source multibuild/travis_steps.sh
-  - before_install
-  # OpenMP is not present on osx by default
-  - if [[ $TRAVIS_OS_NAME = "osx" ]]; then enable_openmp; fi
-
-install:
-  # Maybe get and clean and patch source
-  - clean_code $REPO_DIR $BUILD_COMMIT
-  - build_wheel $REPO_DIR $PLAT
-  - if [[ $TRAVIS_OS_NAME = "osx" ]]; then disable_system_openmp; fi
-
-script:
-  - install_run $PLAT
-
-after_success:
-  # Upload wheels to Rackspace container
-  - pip install wheelhouse-uploader twine
-  - python -m twine check ${TRAVIS_BUILD_DIR}/wheelhouse/*
-  - python -m wheelhouse_uploader upload --local-folder
-    ${TRAVIS_BUILD_DIR}/wheelhouse/
-    $UPLOAD_ARGS
-    $CONTAINER
diff --git a/appveyor/install.ps1 b/appveyor/install.ps1
deleted file mode 100644
index 160ba55c..00000000
--- a/appveyor/install.ps1
+++ /dev/null
@@ -1,229 +0,0 @@
-# Sample script to install Python and pip under Windows
-# Authors: Olivier Grisel, Jonathan Helmus, Kyle Kastner, and Alex Willmer
-# License: CC0 1.0 Universal: http://creativecommons.org/publicdomain/zero/1.0/
-
-$MINICONDA_URL = "http://repo.continuum.io/miniconda/"
-$BASE_URL = "https://www.python.org/ftp/python/"
-$GET_PIP_URL = "https://bootstrap.pypa.io/get-pip.py"
-$GET_PIP_PATH = "C:\get-pip.py"
-
-$PYTHON_PRERELEASE_REGEX = @"
-(?x)
-(?<major>\d+)
-\.
-(?<minor>\d+)
-\.
-(?<micro>\d+)
-(?<prerelease>[a-z]{1,2}\d+)
-"@
-
-
-function Download ($filename, $url) {
-    $webclient = New-Object System.Net.WebClient
-
-    $basedir = $pwd.Path + "\"
-    $filepath = $basedir + $filename
-    if (Test-Path $filename) {
-        Write-Host "Reusing" $filepath
-        return $filepath
-    }
-
-    # Download and retry up to 3 times in case of network transient errors.
-    Write-Host "Downloading" $filename "from" $url
-    $retry_attempts = 2
-    for ($i = 0; $i -lt $retry_attempts; $i++) {
-        try {
-            $webclient.DownloadFile($url, $filepath)
-            break
-        }
-        Catch [Exception]{
-            Start-Sleep 1
-        }
-    }
-    if (Test-Path $filepath) {
-        Write-Host "File saved at" $filepath
-    } else {
-        # Retry once to get the error message if any at the last try
-        $webclient.DownloadFile($url, $filepath)
-    }
-    return $filepath
-}
-
-
-function ParsePythonVersion ($python_version) {
-    if ($python_version -match $PYTHON_PRERELEASE_REGEX) {
-        return ([int]$matches.major, [int]$matches.minor, [int]$matches.micro,
-                $matches.prerelease)
-    }
-    $version_obj = [version]$python_version
-    return ($version_obj.major, $version_obj.minor, $version_obj.build, "")
-}
-
-
-function DownloadPython ($python_version, $platform_suffix) {
-    $major, $minor, $micro, $prerelease = ParsePythonVersion $python_version
-
-    if (($major -le 2 -and $micro -eq 0) `
-        -or ($major -eq 3 -and $minor -le 2 -and $micro -eq 0) `
-        ) {
-        $dir = "$major.$minor"
-        $python_version = "$major.$minor$prerelease"
-    } else {
-        $dir = "$major.$minor.$micro"
-    }
-
-    if ($prerelease) {
-        if (($major -le 2) `
-            -or ($major -eq 3 -and $minor -eq 1) `
-            -or ($major -eq 3 -and $minor -eq 2) `
-            -or ($major -eq 3 -and $minor -eq 3) `
-            ) {
-            $dir = "$dir/prev"
-        }
-    }
-
-    if (($major -le 2) -or ($major -le 3 -and $minor -le 4)) {
-        $ext = "msi"
-        if ($platform_suffix) {
-            $platform_suffix = ".$platform_suffix"
-        }
-    } else {
-        $ext = "exe"
-        if ($platform_suffix) {
-            $platform_suffix = "-$platform_suffix"
-        }
-    }
-
-    $filename = "python-$python_version$platform_suffix.$ext"
-    $url = "$BASE_URL$dir/$filename"
-    $filepath = Download $filename $url
-    return $filepath
-}
-
-
-function InstallPython ($python_version, $architecture, $python_home) {
-    Write-Host "Installing Python" $python_version "for" $architecture "bit architecture to" $python_home
-    if (Test-Path $python_home) {
-        Write-Host $python_home "already exists, skipping."
-        return $false
-    }
-    if ($architecture -eq "32") {
-        $platform_suffix = ""
-    } else {
-        $platform_suffix = "amd64"
-    }
-    $installer_path = DownloadPython $python_version $platform_suffix
-    $installer_ext = [System.IO.Path]::GetExtension($installer_path)
-    Write-Host "Installing $installer_path to $python_home"
-    $install_log = $python_home + ".log"
-    if ($installer_ext -eq '.msi') {
-        InstallPythonMSI $installer_path $python_home $install_log
-    } else {
-        InstallPythonEXE $installer_path $python_home $install_log
-    }
-    if (Test-Path $python_home) {
-        Write-Host "Python $python_version ($architecture) installation complete"
-    } else {
-        Write-Host "Failed to install Python in $python_home"
-        Get-Content -Path $install_log
-        Exit 1
-    }
-}
-
-
-function InstallPythonEXE ($exepath, $python_home, $install_log) {
-    $install_args = "/quiet InstallAllUsers=1 TargetDir=$python_home"
-    RunCommand $exepath $install_args
-}
-
-
-function InstallPythonMSI ($msipath, $python_home, $install_log) {
-    $install_args = "/qn /log $install_log /i $msipath TARGETDIR=$python_home"
-    $uninstall_args = "/qn /x $msipath"
-    RunCommand "msiexec.exe" $install_args
-    if (-not(Test-Path $python_home)) {
-        Write-Host "Python seems to be installed else-where, reinstalling."
-        RunCommand "msiexec.exe" $uninstall_args
-        RunCommand "msiexec.exe" $install_args
-    }
-}
-
-function RunCommand ($command, $command_args) {
-    Write-Host $command $command_args
-    Start-Process -FilePath $command -ArgumentList $command_args -Wait -Passthru
-}
-
-
-function InstallPip ($python_home) {
-    $pip_path = $python_home + "\Scripts\pip.exe"
-    $python_path = $python_home + "\python.exe"
-    if (-not(Test-Path $pip_path)) {
-        Write-Host "Installing pip..."
-        $webclient = New-Object System.Net.WebClient
-        $webclient.DownloadFile($GET_PIP_URL, $GET_PIP_PATH)
-        Write-Host "Executing:" $python_path $GET_PIP_PATH
-        & $python_path $GET_PIP_PATH
-    } else {
-        Write-Host "pip already installed."
-    }
-}
-
-
-function DownloadMiniconda ($python_version, $platform_suffix) {
-    if ($python_version -eq "3.4") {
-        $filename = "Miniconda3-3.5.5-Windows-" + $platform_suffix + ".exe"
-    } else {
-        $filename = "Miniconda-3.5.5-Windows-" + $platform_suffix + ".exe"
-    }
-    $url = $MINICONDA_URL + $filename
-    $filepath = Download $filename $url
-    return $filepath
-}
-
-
-function InstallMiniconda ($python_version, $architecture, $python_home) {
-    Write-Host "Installing Python" $python_version "for" $architecture "bit architecture to" $python_home
-    if (Test-Path $python_home) {
-        Write-Host $python_home "already exists, skipping."
-        return $false
-    }
-    if ($architecture -eq "32") {
-        $platform_suffix = "x86"
-    } else {
-        $platform_suffix = "x86_64"
-    }
-    $filepath = DownloadMiniconda $python_version $platform_suffix
-    Write-Host "Installing" $filepath "to" $python_home
-    $install_log = $python_home + ".log"
-    $args = "/S /D=$python_home"
-    Write-Host $filepath $args
-    Start-Process -FilePath $filepath -ArgumentList $args -Wait -Passthru
-    if (Test-Path $python_home) {
-        Write-Host "Python $python_version ($architecture) installation complete"
-    } else {
-        Write-Host "Failed to install Python in $python_home"
-        Get-Content -Path $install_log
-        Exit 1
-    }
-}
-
-
-function InstallMinicondaPip ($python_home) {
-    $pip_path = $python_home + "\Scripts\pip.exe"
-    $conda_path = $python_home + "\Scripts\conda.exe"
-    if (-not(Test-Path $pip_path)) {
-        Write-Host "Installing pip..."
-        $args = "install --yes pip"
-        Write-Host $conda_path $args
-        Start-Process -FilePath "$conda_path" -ArgumentList $args -Wait -Passthru
-    } else {
-        Write-Host "pip already installed."
-    }
-}
-
-function main () {
-    InstallPython $env:PYTHON_VERSION $env:PYTHON_ARCH $env:PYTHON
-    InstallPip $env:PYTHON
-}
-
-main
diff --git a/appveyor/requirements.txt b/appveyor/requirements.txt
deleted file mode 100644
index dbbc45b3..00000000
--- a/appveyor/requirements.txt
+++ /dev/null
@@ -1,7 +0,0 @@
-scipy==1.3.2
-cython==0.29.13
-joblib
-pytest
-wheel
-wheelhouse_uploader
-twine
diff --git a/appveyor/run_with_env.cmd b/appveyor/run_with_env.cmd
deleted file mode 100644
index 5da547c4..00000000
--- a/appveyor/run_with_env.cmd
+++ /dev/null
@@ -1,88 +0,0 @@
-:: To build extensions for 64 bit Python 3, we need to configure environment
-:: variables to use the MSVC 2010 C++ compilers from GRMSDKX_EN_DVD.iso of:
-:: MS Windows SDK for Windows 7 and .NET Framework 4 (SDK v7.1)
-::
-:: To build extensions for 64 bit Python 2, we need to configure environment
-:: variables to use the MSVC 2008 C++ compilers from GRMSDKX_EN_DVD.iso of:
-:: MS Windows SDK for Windows 7 and .NET Framework 3.5 (SDK v7.0)
-::
-:: 32 bit builds, and 64-bit builds for 3.5 and beyond, do not require specific
-:: environment configurations.
-::
-:: Note: this script needs to be run with the /E:ON and /V:ON flags for the
-:: cmd interpreter, at least for (SDK v7.0)
-::
-:: More details at:
-:: https://github.com/cython/cython/wiki/64BitCythonExtensionsOnWindows
-:: http://stackoverflow.com/a/13751649/163740
-::
-:: Author: Olivier Grisel
-:: License: CC0 1.0 Universal: http://creativecommons.org/publicdomain/zero/1.0/
-::
-:: Notes about batch files for Python people:
-::
-:: Quotes in values are literally part of the values:
-::      SET FOO="bar"
-:: FOO is now five characters long: " b a r "
-:: If you don't want quotes, don't include them on the right-hand side.
-::
-:: The CALL lines at the end of this file look redundant, but if you move them
-:: outside of the IF clauses, they do not run properly in the SET_SDK_64==Y
-:: case, I don't know why.
-@ECHO OFF
-
-SET COMMAND_TO_RUN=%*
-SET WIN_SDK_ROOT=C:\Program Files\Microsoft SDKs\Windows
-SET WIN_WDK=c:\Program Files (x86)\Windows Kits\10\Include\wdf
-
-:: Extract the major and minor versions, and allow for the minor version to be
-:: more than 9.  This requires the version number to have two dots in it.
-SET MAJOR_PYTHON_VERSION=%PYTHON_VERSION:~0,1%
-IF "%PYTHON_VERSION:~3,1%" == "." (
-    SET MINOR_PYTHON_VERSION=%PYTHON_VERSION:~2,1%
-) ELSE (
-    SET MINOR_PYTHON_VERSION=%PYTHON_VERSION:~2,2%
-)
-
-:: Based on the Python version, determine what SDK version to use, and whether
-:: to set the SDK for 64-bit.
-IF %MAJOR_PYTHON_VERSION% == 2 (
-    SET WINDOWS_SDK_VERSION="v7.0"
-    SET SET_SDK_64=Y
-) ELSE (
-    IF %MAJOR_PYTHON_VERSION% == 3 (
-        SET WINDOWS_SDK_VERSION="v7.1"
-        IF %MINOR_PYTHON_VERSION% LEQ 4 (
-            SET SET_SDK_64=Y
-        ) ELSE (
-            SET SET_SDK_64=N
-            IF EXIST "%WIN_WDK%" (
-                :: See: https://connect.microsoft.com/VisualStudio/feedback/details/1610302/
-                REN "%WIN_WDK%" 0wdf
-            )
-        )
-    ) ELSE (
-        ECHO Unsupported Python version: "%MAJOR_PYTHON_VERSION%"
-        EXIT 1
-    )
-)
-
-IF %PYTHON_ARCH% == 64 (
-    IF %SET_SDK_64% == Y (
-        ECHO Configuring Windows SDK %WINDOWS_SDK_VERSION% for Python %MAJOR_PYTHON_VERSION% on a 64 bit architecture
-        SET DISTUTILS_USE_SDK=1
-        SET MSSdk=1
-        "%WIN_SDK_ROOT%\%WINDOWS_SDK_VERSION%\Setup\WindowsSdkVer.exe" -q -version:%WINDOWS_SDK_VERSION%
-        "%WIN_SDK_ROOT%\%WINDOWS_SDK_VERSION%\Bin\SetEnv.cmd" /x64 /release
-        ECHO Executing: %COMMAND_TO_RUN%
-        call %COMMAND_TO_RUN% || EXIT 1
-    ) ELSE (
-        ECHO Using default MSVC build environment for 64 bit architecture
-        ECHO Executing: %COMMAND_TO_RUN%
-        call %COMMAND_TO_RUN% || EXIT 1
-    )
-) ELSE (
-    ECHO Using default MSVC build environment for 32 bit architecture
-    ECHO Executing: %COMMAND_TO_RUN%
-    call %COMMAND_TO_RUN% || EXIT 1
-)
diff --git a/appveyor/vendor_vcomp140.py b/azure/vendor_vcomp140.py
similarity index 100%
rename from appveyor/vendor_vcomp140.py
rename to azure/vendor_vcomp140.py
diff --git a/azure/windows.yml b/azure/windows.yml
index 50b85e78..fe65c36a 100644
--- a/azure/windows.yml
+++ b/azure/windows.yml
@@ -80,7 +80,7 @@ jobs:
 
           pushd scikit-learn
           python setup.py build
-          python ../appveyor/vendor_vcomp140.py
+          python ../azure/vendor_vcomp140.py
           python setup.py bdist_wheel
           ls dist
           twine check dist/*