diff --git a/.ci/pipeline/ci.yml b/.ci/pipeline/ci.yml
index 5d25e53ce52..5438d3f6094 100755
--- a/.ci/pipeline/ci.yml
+++ b/.ci/pipeline/ci.yml
@@ -28,6 +28,8 @@ variables:
   TBB_VERSION : 'v2021.10.0'
   VM_IMAGE : 'ubuntu-22.04'
   SYSROOT_OS: 'jammy'
+  WINDOWS_BASEKIT_URL: 'https://registrationcenter-download.intel.com/akdlm/IRC_NAS/d91caaa0-7306-46ea-a519-79a0423e1903/w_BaseKit_p_2024.2.1.101_offline.exe'
+  WINDOWS_DPCPP_COMPONENTS: 'intel.oneapi.win.cpp-dpcpp-common'
 
 jobs:
 - job: 'FormatterChecks'
@@ -667,6 +669,32 @@ jobs:
   pool:
     vmImage: 'windows-2022'
   steps:
+  - task: Cache@2 # multiple paths per cache not supported yet. See https://github.com/microsoft/azure-pipelines-agent/pull/2834
+    inputs:
+      path: vcvarsall
+      key: '"install" | "$(WINDOWS_BASEKIT_URL)" | "$(WINDOWS_DPCPP_COMPONENTS)" | "vcvarsall"'
+      cacheHitVar: CACHE_RESTORED
+  - task: Cache@2
+    condition: eq(variables.CACHE_RESTORED, 'true')
+    inputs:
+      path: C:\Program Files (x86)\Intel\oneAPI\compiler
+      key: '"install" | "$(WINDOWS_BASEKIT_URL)" | "$(WINDOWS_DPCPP_COMPONENTS)" | "compiler"'
+      cacheHitVar: CACHE_RESTORED
+  - task: Cache@2
+    condition: eq(variables.CACHE_RESTORED, 'true')
+    inputs:
+      path: C:\Program Files (x86)\Intel\oneAPI\tbb
+      key: '"install" | "$(WINDOWS_BASEKIT_URL)" | "$(WINDOWS_DPCPP_COMPONENTS)" | "tbb"'
+      cacheHitVar: CACHE_RESTORED
+  - task: Cache@2
+    condition: eq(variables.CACHE_RESTORED, 'true')
+    inputs:
+      path: C:\Program Files (x86)\Intel\oneAPI\mkl
+      key: '"install" | "$(WINDOWS_BASEKIT_URL)" | "$(WINDOWS_DPCPP_COMPONENTS)" | "mkl"'
+      cacheHitVar: CACHE_RESTORED
+  - script: scripts/install_windows.bat $(WINDOWS_BASEKIT_URL) $(WINDOWS_DPCPP_COMPONENTS)
+    displayName: install toolkit
+    condition: ne(variables.CACHE_RESTORED, 'true')
   - script: |
       set PATH=C:\msys64\usr\bin;%PATH%
       pip install cpufeature
diff --git a/.ci/scripts/install_windows.bat b/.ci/scripts/install_windows.bat
new file mode 100644
index 00000000000..bc3aacae2e0
--- /dev/null
+++ b/.ci/scripts/install_windows.bat
@@ -0,0 +1,18 @@
+REM SPDX-FileCopyrightText: 2022 Intel Corporation
+REM
+REM SPDX-License-Identifier: MIT
+
+set URL=%1
+set COMPONENTS=%2
+
+curl.exe --output %TEMP%\webimage.exe --url %URL% --retry 5 --retry-delay 5
+start /b /wait %TEMP%\webimage.exe -s -x -f webimage_extracted --log extract.log
+del %TEMP%\webimage.exe
+if "%COMPONENTS%"=="" (
+  webimage_extracted\bootstrapper.exe -s --action install --eula=accept -p=NEED_VS2017_INTEGRATION=0 -p=NEED_VS2019_INTEGRATION=0 -p=NEED_VS2022_INTEGRATION=0 --log-dir=.
+) else (
+  webimage_extracted\bootstrapper.exe -s --action install --components=%COMPONENTS% --eula=accept -p=NEED_VS2017_INTEGRATION=0 -p=NEED_VS2019_INTEGRATION=0 -p=NEED_VS2022_INTEGRATION=0 --log-dir=.
+)
+set installer_exit_code=%ERRORLEVEL%
+rd /s/q "webimage_extracted"
+exit /b %installer_exit_code%
\ No newline at end of file
diff --git a/dev/bazel/deps/micromkldpc.tpl.BUILD b/dev/bazel/deps/micromkldpc.tpl.BUILD
deleted file mode 100644
index 844e1150264..00000000000
--- a/dev/bazel/deps/micromkldpc.tpl.BUILD
+++ /dev/null
@@ -1,18 +0,0 @@
-package(default_visibility = ["//visibility:public"])
-
-cc_library(
-    name = "headers",
-    hdrs = glob(["include/*.h", "include/*.hpp"]),
-    includes = [ "include" ],
-)
-
-cc_library(
-    name = "mkl_dpc",
-    srcs = [
-        "lib/libdaal_sycl.a",
-    ],
-    deps = [
-        ":headers",
-        "@opencl//:opencl_binary",
-    ],
-)