xgboost 在window7环境下安装

下载安装 git-windows 和 mingw32-make(64位)
    https://github.com/git-for-windows/git/releases/tag/v2.10.0.windows.1
    https://sourceforge.net/projects/mingw-w64/files/Toolchains%20targetting%20Win64/Personal%20Builds/mingw-builds/4.8.2/threads-posix/seh/
其中git-windows安装好配置环境变量， mingw32-make解压缩后配置环境变量 在环境变量path添加：D:\Git\bin;C:\MinGW\bin;即可

打开git bash， 输入下面命令


git clone --recursive https://github.com/dmlc/xgboost
cd xgboost

git submodule init
git submodule update

alias make='mingw32-make'
cp make/mingw64.mk config.mk; make -j4

cd python-package/
python setup.py   install

参考：

        http://www.cnblogs.com/bregman/p/5286496.html