Windows 下安装 xgboost for python

https://dnc1994.com/2016/03/installing-xgboost-on-windows/

安装包： http://pan.baidu.com/s/1kU8GLYf

Building Xgboost

To be fair, there is nothing wrong about the official guide for installing Xgboost on Windows. But still, I’d love to stress several points here.

git clone --recursive https://github.com/dmlc/xgboost  cd xgboost  wget https://www.dropbox.com/s/y8myex4bnuzcp03/Makefile_win?dl=1cp Makefile_win Makefilecp make/mingw64.mk config.mkmingw32-make  

Note that:

1. Makefile_win is a modified version (thanks to Zhou Xiyou) of the original Makefileto suit the building process on Windows. You can wget it or download it here.
2. Be sure to use a UNIX shell because Windows CMD has issue with mkdir -pcommand. Git Bash is recommended.
3. Be sure to use --recursive option with git clone.
4. Be sure to use a proper MinGW. TDM-GCC is recommended. Note that by default it wouldn’t install OpenMP for you. You need to specifiy it otherwise the building would fail.

Installing Python Bindings

This should be straightforward enough.

cd python-package  python setup.py install  

Done! Enjoy!