Build for linux in windows fails: Burst requires gcc/clang toolchains to be installed

Is it possible to build for Linux on Windows? And if so, how?

I’m trying to build ML-Agents examples (ml-agents/Project at main · Unity-Technologies/ml-agents · GitHub).

In Unity Hub I have Linux Build Support module installed, no other modules. Unity version is 2018.4.20f1.

The error:

BuildFailedException: Burst compiler (1.2.3) failed running

stdout:
Burst requires gcc/clang toolchains to be correctly installed in order to build a standalone player for Linux with X64_SSE4
Unable to find /usr/bin/clang or /usr/bin/gcc, is the gcc/clang toolchain installed?
stderr:

Unity.Burst.Editor.BurstAotCompiler+BclRunner.RunProgram (UnityEditor.Utils.Program p, System.String exe, System.String args, System.String workingDirectory, UnityEditor.Scripting.Compilers.CompilerOutputParserBase parser, UnityEditor.Build.Reporting.BuildReport report) (at Library/PackageCache/com.unity.burst@1.2.3/Editor/BurstAotCompiler.cs:752)
Unity.Burst.Editor.BurstAotCompiler+BclRunner.RunManagedProgram (System.String exe, System.String args, System.String workingDirectory, UnityEditor.Scripting.Compilers.CompilerOutputParserBase parser, UnityEditor.Build.Reporting.BuildReport report) (at Library/PackageCache/com.unity.burst@1.2.3/Editor/BurstAotCompiler.cs:690)
Unity.Burst.Editor.BurstAotCompiler+BclRunner.RunManagedProgram (System.String exe, System.String args, UnityEditor.Scripting.Compilers.CompilerOutputParserBase parser, UnityEditor.Build.Reporting.BuildReport report) (at Library/PackageCache/com.unity.burst@1.2.3/Editor/BurstAotCompiler.cs:664)
Unity.Burst.Editor.BurstAotCompiler.OnPostBuildPlayerScriptDLLsImpl (UnityEditor.Build.Reporting.BuildReport report) (at Library/PackageCache/com.unity.burst@1.2.3/Editor/BurstAotCompiler.cs:332)
Unity.Burst.Editor.BurstAotCompiler.OnPostBuildPlayerScriptDLLs (UnityEditor.Build.Reporting.BuildReport report) (at Library/PackageCache/com.unity.burst@1.2.3/Editor/BurstAotCompiler.cs:90)
UnityEditor.Build.BuildPipelineInterfaces.OnPostBuildPlayerScriptDLLs (UnityEditor.Build.Reporting.BuildReport report) (at C:/buildslave/unity/build/Editor/Mono/BuildPipeline/BuildPipelineInterfaces.cs:452)
UnityEngine.GUIUtility:ProcessEvent(Int32, IntPtr) (at C:/buildslave/unity/build/Modules/IMGUI/GUIUtility.cs:179)

What compiler are you building with? The text implies you do not have the GCC compiler environment installed and linked into Unity.

You should be looking here…
https://gcc.gnu.org/

Upgrade to ml-agents 1 (GitHub - Unity-Technologies/ml-agents at release_1) and disable burst compiler in the player settings.