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The solution has been created with Visual Studio Express 2010.

How to Build Windows Version

  • Open the solution file with Visual Studio
  • Select x64 and Release in build
    • For 32bit windows or python, try win32 and Release (not fully tested)
  • Rebuild all

This should give you xgboost.exe for CLI version and xgboost_wrapper.dll for python

Use Python Module

  • After you build the dll, you can install the Python package from the ../wrapper folder
python setup.py install

And import it as usual

import xgboost as xgb

R Package