Linux下安装xgBoost

http://xgboost.readthedocs.org/en/latest/build.html#python-package-installation

分两步：

1. First build the shared library from the C++ codes (libxgboost.so for linux/osx andlibxgboost.dll for windows).
   • Exception: for R-package installation please directly refer to the R package section.
2. Then install the language packages (e.g. Python Package).

0）安装git：

sudo apt-get install git

1）安装xgboost：

git clone --recursive https://github.com/dmlc/xgboost

如果是未联网的机器，先去https://github.com/dmlc/xgboost下载源码，再手动传到服务器，解压缩等

1）build：

cd xgboost; make -j4

如果是新机器，发现g++ not found错误：sudo apt-get install g++，再make。

2）

sudo apt-get install python-setuptools

cd python-package; 

sudo python setup.py install

export PYTHONPATH=~/xgboost/python-package