stackoverflow上看到的，是我所看到最方便的方式。

原文：

http://stackoverflow.com/questions/33749735/how-to-install-xgboost-package-in-python-windows-platform

So here's what I did to finish a 64-bit build on Windows:

On the first screen of the install prompt make sure you set the Architecture to?x86_64?and the Threads to?win32

I installed to C:\mingw64 (to avoid spaces in the file path) so I added this to my PATH environment variable: C:\mingw64\mingw64\bin

I also noticed that the make utility that is included in bin\mingw64 is called?mingw32-make?so to simplify things I just renamed this to?make

Open a Windows command prompt and type gcc. You should see something like "fatal error: no input file"

Next type make. You should see something like "No targets specified and no makefile found"

Type git. If you don't have git, install it and add it to your PATH.

These should be all the tools you need to build the xgboost project. To get the source code run these lines:

cd c:\

cd xgboost

git submodule init

git submodule update

cp make/mingw64.mk config.mk

make -j4

Note that I ran this part from a Cygwin shell. If you are using the Windows command prompt you should be able to change cp to copy and arrive at the same result. However, if the build fails on you for any reason I would recommend trying again using cygwin.親測直接用cmd都可以編譯生成，用git不行。

If the build finishes successfully, you should have a file called xgboost.exe located in the project root. To install the Python package, do the following:

cd python-package

python setup.py install

總結

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