一、安装xgboost
(1) https://www.lfd.uci.edu/~gohlke/pythonlibs 下载 xgboost-0.80-cp36-cp36m-win_amd64.whl
(2) 打开 anaconda prompt 终端,然后pip install D:\Software\...\xgboost-0.80-cp36-cp36m-win_amd64.whl
二、安装lightgbm
prompt 终端输入pip install lightgbm==2.0.3即可