The solution has been created with Visual Studio Express 2010.
- 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
- 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
- see R-package instead