XGBoost Installation in windows

Question

I am trying to install xgboost in anaconda in windows environment. Win 8.1, 64-bit, Python-3.5. How can I create a shared library for xgboost as mention in

Installation Guide

This page gives instructions on how to build and install the xgboost package from scratch on various systems. It consists of two steps:

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

I searched for solution but more or less same solution is available. Can anyone help me out with installation procedure in windows.

Answer 1

You'll want to follow the instructions under "Building on Windows". They're mostly correct, but sometimes a bit unclear.

For instance, you need to start with the git clone command which is mentioned for other OSes above, but not for Windows. Then, follow instructions as given there. For compiling with MinGW, you'll also have to download that (specifically, the 64 bits version), and add its folder which contains the mingw32-make.exe file (I guess it's a bin folder) to your PATH environment variable.