git clone --recursive https://github.com/dmlc/xgboost
msys2安装好,在msys2中执行(编译出来的是so)
cp make/mingw64.mk config.mk; make -j4
编译出来是xgboost.dllmkdir build cd build cmake .. -G"Visual Studio 12 2013 Win64"
复制xgboost.dll到python-package\xgboost
然后在python-package中执行
python setup.py build
python setup.py install