python-3.xxgboostming

How to Compile XGBoost using MinGW


I am following the instructions given here and here to get XGBoost for Python running on my Windows 10. I have installed Git for Windows, but I get the error below when I try the next steps:

$ cp make/mingw64.mk config.mk; make -j4
cp: cannot stat 'make/mingw64.mk': No such file or directory
make: *** No targets specified and no makefile found.  Stop.

Is there any simpler approach to get XGBoost for Python running on Windows?

Any help would be much appreciated.


Solution

  • I tried using mingw for this installation as per the official guide as well as the steps detailed here. but unfortunately I could make neither work even after many hours of efforts on my windows 10 64 bit machine. I kept encountering some error or the other

    Finally, what worked for me is to install it to anaconda's py-xgboost package. This worked readily for me