- git clone --recursive https://github.com/dmlc/xgboost 将xgboost的github源码clone到本地
- 从 http://mingw-w64.org/doku.php下载Mingw64并安装,注意 architecture这一项要选择"x86_64
- 将mingw32-make.exe加入环境变量,打开GitBash终端,输入 which mingw32-make命令,如果输出正常则表示Mingw已安装成功
- 在GitBash中依次输入下列命令:
cd xgboost(xgboost源码目录)
alias make='mingw32-make'
cd dmlc-core
make -j4
cd ../rabit
make lib/librabit_empty.a -j4
cd ..
cp make/mingw64.mk config.mk
make -j4
最后进入Anaconda Prompt,执行以下命令:
cd xgboost\python-package
python setup.py install