diff --git a/3rdparty/dmlc-core b/3rdparty/dmlc-core
index c8f7f9c81dfc..14bf7e884328 160000
--- a/3rdparty/dmlc-core
+++ b/3rdparty/dmlc-core
@@ -1 +1 @@
-Subproject commit c8f7f9c81dfcf2489d3bbc6d3b2a9200a20fbcde
+Subproject commit 14bf7e884328eb97bfde160ec6f64c20f5337459
diff --git a/ci/build_windows.py b/ci/build_windows.py
index 2590d211c671..b5ede4c5eca7 100755
--- a/ci/build_windows.py
+++ b/ci/build_windows.py
@@ -37,9 +37,14 @@
 
 from util import *
 
+# Fix for broken PATH with newline inserted presumably by VS studio installation of SQL server or
+# other component which makes visual studio stop working.
+os.environ['PATH']=os.environ.get('PATH').replace('\n','')
+
 KNOWN_VCVARS = {
     'VS 2015': r'C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\bin\x86_amd64\vcvarsx86_amd64.bat',
-    'VS 2017': r'C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\VC\Auxiliary\Build\vcvarsx86_amd64.bat'
+    'VS 2017': r'C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\VC\Auxiliary\Build\vcvarsx86_amd64.bat',
+    'VS 2019': r'C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\VC\Auxiliary\Build\vcvars64.bat'
 }
 
 
@@ -54,10 +59,14 @@ class BuildFlavour(Enum):
 
 CMAKE_FLAGS = {
     'WIN_CPU': (
+        '-DCMAKE_C_COMPILER=cl '
+        '-DCMAKE_CXX_COMPILER=cl '
+        '-DOpenCV_RUNTIME=vc15 '
+        '-DOpenCV_ARCH=x64 '
         '-DUSE_CUDA=OFF '
         '-DUSE_CUDNN=OFF '
         '-DENABLE_CUDA_RTC=OFF '
-        '-DUSE_OPENCV=ON '
+        '-DUSE_OPENCV=OFF '
         '-DUSE_OPENMP=ON '
         '-DUSE_BLAS=open '
         '-DUSE_LAPACK=ON '
@@ -67,10 +76,14 @@ class BuildFlavour(Enum):
         '-DCMAKE_BUILD_TYPE=Release')
 
     , 'WIN_CPU_MKLDNN': (
+        '-DCMAKE_C_COMPILER=cl '
+        '-DCMAKE_CXX_COMPILER=cl '
+        '-DOpenCV_RUNTIME=vc15 '
+        '-DOpenCV_ARCH=x64 '
         '-DUSE_CUDA=OFF '
         '-DUSE_CUDNN=OFF '
         '-DENABLE_CUDA_RTC=OFF '
-        '-DUSE_OPENCV=ON '
+        '-DUSE_OPENCV=OFF '
         '-DUSE_OPENMP=ON '
         '-DUSE_BLAS=open '
         '-DUSE_LAPACK=ON '
@@ -80,10 +93,14 @@ class BuildFlavour(Enum):
         '-DCMAKE_BUILD_TYPE=Release')
 
     , 'WIN_CPU_MKLDNN_MKL': (
+        '-DCMAKE_C_COMPILER=cl '
+        '-DCMAKE_CXX_COMPILER=cl '
+        '-DOpenCV_RUNTIME=vc15 '
+        '-DOpenCV_ARCH=x64 '
         '-DUSE_CUDA=OFF '
         '-DUSE_CUDNN=OFF '
         '-DENABLE_CUDA_RTC=OFF '
-        '-DUSE_OPENCV=ON '
+        '-DUSE_OPENCV=OFF '
         '-DUSE_OPENMP=ON '
         '-DUSE_BLAS=mkl '
         '-DUSE_LAPACK=ON '
@@ -93,10 +110,14 @@ class BuildFlavour(Enum):
         '-DCMAKE_BUILD_TYPE=Release')
 
     , 'WIN_CPU_MKL': (
+        '-DCMAKE_C_COMPILER=cl '
+        '-DCMAKE_CXX_COMPILER=cl '
+        '-DOpenCV_RUNTIME=vc15 '
+        '-DOpenCV_ARCH=x64 '
         '-DUSE_CUDA=OFF '
         '-DUSE_CUDNN=OFF '
         '-DENABLE_CUDA_RTC=OFF '
-        '-DUSE_OPENCV=ON '
+        '-DUSE_OPENCV=OFF '
         '-DUSE_OPENMP=ON '
         '-DUSE_BLAS=mkl '
         '-DUSE_LAPACK=ON '
@@ -106,10 +127,14 @@ class BuildFlavour(Enum):
         '-DCMAKE_BUILD_TYPE=Release')
 
     , 'WIN_GPU': (
+        '-DCMAKE_C_COMPILER=cl '
+        '-DCMAKE_CXX_COMPILER=cl '
+        '-DOpenCV_RUNTIME=vc15 '
+        '-DOpenCV_ARCH=x64 '
         '-DUSE_CUDA=ON '
         '-DUSE_CUDNN=ON '
         '-DENABLE_CUDA_RTC=ON '
-        '-DUSE_OPENCV=ON  '
+        '-DUSE_OPENCV=OFF  '
         '-DUSE_OPENMP=ON '
         '-DUSE_BLAS=open '
         '-DUSE_LAPACK=ON '
@@ -120,10 +145,14 @@ class BuildFlavour(Enum):
         '-DCMAKE_BUILD_TYPE=Release')
 
     , 'WIN_GPU_MKLDNN': (
+        '-DCMAKE_C_COMPILER=cl '
+        '-DCMAKE_CXX_COMPILER=cl '
+        '-DOpenCV_RUNTIME=vc15 '
+        '-DOpenCV_ARCH=x64 '
         '-DUSE_CUDA=ON '
         '-DUSE_CUDNN=ON '
         '-DENABLE_CUDA_RTC=ON '
-        '-DUSE_OPENCV=ON '
+        '-DUSE_OPENCV=OFF '
         '-DUSE_OPENMP=ON '
         '-DUSE_BLAS=open '
         '-DUSE_LAPACK=ON '
@@ -154,15 +183,15 @@ def windows_build(args):
 
         with remember_cwd():
             os.chdir(path)
-            cmd = "\"{}\" && {} -G \"NMake Makefiles JOM\" {} {}".format(
+            cmd = "\"{}\" && {} -G Ninja -A x64 -T host=x64 {} {}".format(
                 args.vcvars,
                 os.path.join(tmpdir, 'cmake-3.16.1-win64-x64', 'bin', 'cmake.exe'),
                 CMAKE_FLAGS[args.flavour], mxnet_root)
             logging.info("Generating project with CMake:\n{}".format(cmd))
             check_call(cmd, shell=True)
 
-            cmd = "\"{}\" && jom".format(args.vcvars)
-            logging.info("Building with jom:\n{}".format(cmd))
+            cmd = "\"{}\" && ninja".format(args.vcvars)
+            logging.info("Building:\n{}".format(cmd))
 
             t0 = int(time.time())
             check_call(cmd, shell=True)
@@ -233,7 +262,7 @@ def main():
 
     parser.add_argument("--vcvars",
         help="vcvars batch file location, typically inside vs studio install dir",
-        default=KNOWN_VCVARS['VS 2015'],
+        default=KNOWN_VCVARS['VS 2019'],
         type=str)
 
     parser.add_argument("--arch",