Installing the Python Wrapper

PS This has been tested on xgb.__version__ ->'0.72'

Easy Way

Please follow these instructions to prepare XGBoost for use with Python. I am placing xgboost in a directory called xgboost_install_dir but this can be anything. (have a look at the image attached for the directory, starting from bottom left and anticlockwise)

• git clone https://github.com/dmlc/xgboost.git xgboost_install_dir ( will clone it into the directory xgboost_install_dir, preferably place it inside the Anaconda/Lib/)
• copy xgboost.dll (downloaded from the g-drive link here) into the xgboost_install_dir\python-package\xgboost\directory
• cd xgboost_install_dir\python-package\
• python setup.py install

How do I use it? To use the GPU algorithm add the single parameter:

Python example

param['updater'] = 'grow_gpu'

GPU Acceleration Demo(optional)

Demo can be run via this line (provided you are in the conda or apt terminal)

• Assuming you are in the directory(in my case, yours can be different depending on your dir name) ProgramData/Anaconda3/Lib/xgboost_install_dir
• run this from the shell python ./demo/gpu_acceleration/cover_type.py (warning it will take a couple of minutes depending on your download speed as it will download the dataset, easier way is to simply pass the parameter as shown above and build a model...)

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Hard Way (from the docs)

Build XGBoost

To build XGBoost follow these steps:

• git clone https://github.com/dmlc/xgboost.git
• cd xgboost
• git submodule init
• git submodule update
• mkdir build
• cd build
• C:\dev\cmake-3.6.2-win64-x64\bin\cmake.exe .. -G”Visual Studio 14 2015 Win64″
• Edit: For GPU support use command: C:\dev\cmake-3.6.2-win64-x64\bin\cmake.exe .. -G”Visual Studio 14 2015 Win64″ -DPLUGIN_UPDATER_GPU=ON -DCUB_DIRECTORY=..\..\cub-1.6.4
• C:\Program Files (x86)\MSBuild\14.0\Bin\msbuild.exe /t:Clean,Rebuild /p:Configuration=Release xgboost.sln