diff --git a/.github/workflows/windows-arm64-wheels.yml b/.github/workflows/windows-arm64-wheels.yml
index 0735c19..aa0269d 100644
--- a/.github/workflows/windows-arm64-wheels.yml
+++ b/.github/workflows/windows-arm64-wheels.yml
@@ -3,7 +3,7 @@ name: Build Windows ARM64 wheels
 on: [push]
 
 env:
-  MLPACK_COMMIT: 4.2.1
+  MLPACK_COMMIT: 4.3.0
   CIBW_TEST_COMMAND: python -c 'import mlpack; import numpy as np; x = np.random.rand(100, 10); o = mlpack.pca(input_=x, new_dimensionality=5, verbose=True)'
 
 jobs:
@@ -87,6 +87,10 @@ jobs:
           git clone https://github.com/mlpack/mlpack
           cd mlpack
           git checkout $MLPACK_VERSION
+          # Apply patches to install Python headers.
+          cp ../ConfigureFileOnly.cmake CMake/
+          cp ../mlpack.pc.in src/mlpack/bindings/python/
+          patch -p1 < ../python-install-headers.patch
 
       - name: Generate setup.py
         shell: powershell
diff --git a/ConfigureFileOnly.cmake b/ConfigureFileOnly.cmake
new file mode 100644
index 0000000..2c57370
--- /dev/null
+++ b/ConfigureFileOnly.cmake
@@ -0,0 +1,11 @@
+# ConfigureFileOnly.cmake: generate an mlpack binding file given input
+# arguments, using the @ONLY option.
+#
+# This file depends on the following variables being set:
+#
+#  * GENERATE_CPP_IN: the .cpp.in file to configure.
+#  * GENERATE_CPP_OUT: the .cpp file we'll generate.
+#
+# Any other defined variables will be passed on to the file that is being
+# generated.
+configure_file(${GENERATE_CPP_IN} ${GENERATE_CPP_OUT} @ONLY)
diff --git a/Jenkinsfile b/Jenkinsfile
index 737e018..9ed4166 100644
--- a/Jenkinsfile
+++ b/Jenkinsfile
@@ -5,7 +5,7 @@ pipeline
 
   environment
   {
-    MLPACK_VERSION = '4.2.1'
+    MLPACK_VERSION = '4.3.0'
     TWINE_PYPI_TOKEN = credentials('twine-pypi-token')
   }
 
@@ -23,6 +23,11 @@ pipeline
           cd mlpack/
           git checkout $MLPACK_VERSION
 
+          # Apply patches.
+          cp ../ConfigureFileOnly.cmake CMake/
+          cp ../mlpack.pc.in src/mlpack/bindings/python/
+          patch -p1 < ../python-install-headers.patch
+
           mkdir build/
           cd build/
           cmake -DBUILD_PYTHON_BINDINGS=ON ../
diff --git a/azure-pipelines-macos-steps.yml b/azure-pipelines-macos-steps.yml
index f6caccd..bc74812 100644
--- a/azure-pipelines-macos-steps.yml
+++ b/azure-pipelines-macos-steps.yml
@@ -11,6 +11,11 @@ steps:
       git clone https://github.com/mlpack/mlpack
       cd mlpack
       git checkout $(MLPACK_VERSION)
+
+      # Apply patches to install Python headers.
+      cp ../ConfigureFileOnly.cmake CMake/
+      cp ../mlpack.pc.in src/mlpack/bindings/python/
+      patch -p1 < ../python-install-headers.patch
     displayName: Clone mlpack
 
   - bash: |
diff --git a/azure-pipelines-windows-steps.yml b/azure-pipelines-windows-steps.yml
index 0c0bba7..4606cfb 100644
--- a/azure-pipelines-windows-steps.yml
+++ b/azure-pipelines-windows-steps.yml
@@ -53,6 +53,11 @@ steps:
       git clone https://github.com/mlpack/mlpack
       cd mlpack
       git checkout $(MLPACK_VERSION)
+
+      # Apply patches to install Python headers.
+      cp ../ConfigureFileOnly.cmake CMake/
+      cp ../mlpack.pc.in src/mlpack/bindings/python/
+      patch -p1 < ../python-install-headers.patch
     displayName: Clone mlpack
 
   - powershell: |
diff --git a/azure-pipelines.yml b/azure-pipelines.yml
index a5a6808..3dbcebc 100644
--- a/azure-pipelines.yml
+++ b/azure-pipelines.yml
@@ -62,7 +62,7 @@ jobs:
   timeoutInMinutes: 0 # No limit for build time.
   pool: {vmImage: 'macOS-11'}
   variables:
-    MLPACK_VERSION: 4.2.1
+    MLPACK_VERSION: 4.3.0
     CIBW_TEST_COMMAND: python -c 'import mlpack; import numpy as np; x = np.random.rand(100, 10); o = mlpack.pca(input_=x, new_dimensionality=5, verbose=True)'
     # The PYPI_TOKEN variable is automatically set by Azure Pipelines.
     TWINE_PYPI_TOKEN: $(PYPI_TOKEN)
@@ -163,7 +163,7 @@ jobs:
   timeoutInMinutes: 0 # No limit for build time.
   pool: {vmImage: 'windows-2019'}
   variables:
-    MLPACK_VERSION: 4.2.1
+    MLPACK_VERSION: 4.3.0
     # The PYPI_TOKEN variable is automatically set by Azure Pipelines.
     TWINE_PYPI_TOKEN: $(PYPI_TOKEN)
   steps:
diff --git a/mlpack.pc.in b/mlpack.pc.in
new file mode 100644
index 0000000..3b67ef3
--- /dev/null
+++ b/mlpack.pc.in
@@ -0,0 +1,7 @@
+prefix=${pcfiledir}/../../
+includedir=${prefix}/include
+
+Name: mlpack
+Description: a flexible, fast machine learning library
+Version: @PACKAGE_VERSION@
+Cflags: -I${includedir}
diff --git a/python-install-headers.patch b/python-install-headers.patch
new file mode 100644
index 0000000..ee28807
--- /dev/null
+++ b/python-install-headers.patch
@@ -0,0 +1,50 @@
+--- mlpack-4.3.0/src/mlpack/bindings/python/setup.py.in	2023-11-27 13:27:20.000000000 -0500
++++ mlpack-4.3.0-mod/src/mlpack/bindings/python/setup.py.in	2023-12-11 16:58:43.457383940 -0500
+@@ -116,6 +116,12 @@
+                       else '${DISABLE_CFLAGS}'.split(' ')) \
+         for name in pyxs]
+ 
++# Find all include files.
++include_files = []
++for (path, directories, filenames) in os.walk('include/'):
++  for filename in filenames:
++    include_files.append(os.path.join('..', path, filename))
++
+ setup(name='mlpack',
+       version='${PACKAGE_VERSION}',
+       description='a flexible, fast machine learning library',
+@@ -141,6 +147,8 @@
+       install_requires=['cython>=0.24', 'numpy', 'pandas'],
+       package_dir={ '': '.' }, # Might be superfluous.
+       packages=['mlpack'],
++      package_data={ '': include_files + ['share/pkgconfig/mlpack.pc'] },
++      include_package_data=True,
+       cmdclass={ 'build_ext': build_ext },
+       ext_modules = modules,
+       setup_requires=['cython', 'pytest-runner'],
+--- mlpack-4.3.0/src/mlpack/bindings/python/CMakeLists.txt	2023-11-27 13:27:20.000000000 -0500
++++ mlpack-4.3.0-mod/src/mlpack/bindings/python/CMakeLists.txt	2023-12-11 16:59:03.689447094 -0500
+@@ -158,6 +158,23 @@
+         ${CMAKE_CURRENT_SOURCE_DIR}/setup_readme.md
+         ${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/)
+ 
++# Copy all mlpack headers for inclusion in the package.
++add_custom_command(TARGET python_copy PRE_BUILD
++    COMMAND ${CMAKE_COMMAND} ARGS -E copy_directory
++        ${CMAKE_SOURCE_DIR}/src/
++        ${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/include/)
++
++# Generate pkgconfig file for easy use of included headers.
++add_custom_target(python_pkgconfig
++    COMMAND ${CMAKE_COMMAND}
++        -D GENERATE_CPP_IN=${CMAKE_SOURCE_DIR}/src/mlpack/bindings/python/mlpack.pc.in
++        -D GENERATE_CPP_OUT=${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/share/pkgconfig/mlpack.pc
++        -D PACKAGE_VERSION="${PACKAGE_VERSION}"
++        -P "${CMAKE_SOURCE_DIR}/CMake/ConfigureFileOnly.cmake"
++        BYPRODUCTS "${CMAKE_BINARY_DIR}/src/mlpack/bindings/python/share/pkgconfig/mlpack.pc"
++        COMMENT "Configuring Python mlpack.pc...")
++add_dependencies(python_copy python_pkgconfig)
++
+ if (BUILD_TESTS)
+   foreach(test_file ${TEST_SOURCES})
+     add_custom_command(TARGET python_copy PRE_BUILD