初始环境
在安装之前，我的anaconda2已经安装好，git也有装好
- 下载相对应的xgboost.dll文件
下载地址 - Installing the Python Wrapper
for me: xgboost_install_dir = D:\Python\algorithm
git clone https://github.com/dmlc/xgboost.git xgboost_install_dir
copy xgboost.dll (downloaded from this page) into the xgboost_install_dir\python-package\xgboost\ directory
cd xgboost_install_dir\python-package\
python setup.py install - Using the Python Library
import xgboost
xr = xgboost.XGBRegressor()
xr.fit(X, y)
xr.predict(X_test)