How to Install Xgboost Package in Python (Windows Platform)

How to install xgboost package in python (windows platform)?

I installed XGBoost successfully in Windows 8 64bit, Python 2.7 with Visual Studio 2013 (don't need mingw64)

Updated 15/02/2017

With newer version of XGBoost, here are my steps

Step 1. Install cmake https://cmake.org/download/

Verify cmake have been installed successfully

$ cmake
Usage

cmake [options] <path-to-source>
cmake [options] <path-to-existing-build>
...

Step 2. Clone xgboost source

$ git clone https://github.com/dmlc/xgboost xgboost_dir

Step 3. Create Visual Studio Project

$ cd xgboost_dir
$ mkdir build
$ cd build
$ cmake .. -G"Visual Studio 12 2013 Win64"

Step 4. Build Visual Studio 2013 project

• Open file xgboost_dir/build/ALL_BUILD.vcxproj with Visual Studio 2013
• In Visual Studio 2013, open BUILD > Configuration Manager...
  
  • choose Release in Active solution configuration
  • choose x64 in Active solution platform
• Click BUILD > Build Solution (Ctrl + Shift +B)

After build solution, two new files libxgboost.dll and xgboost.exe are created in folder xgboost_dir/lib

Step 5. Build python package

• Copy file libxgboost.dll to xgboost_dir/python-package
• Change directory to xgboost_dir/python-package folder
• Run command python setup.py install

Verify xgboost have been installed successfully

$ python -c "import xgboost"

Old Answer

Here are my steps:

1. git clone https://github.com/dmlc/xgboost
2. git checkout 9bc3d16
3. Open project in xgboost/windows with Visual Studio 2013
4. In Visual Studio 2013, open BUILD > Configuration Manager...,
   
   
   • choose Release in Active solution configuration
   • choose x64 in Active solution platform
5. Rebuild xgboost, xgboost_wrapper
6. Copy all file in xgboost/windows/x64/Release folder to xgboost/wrapper
7. Go to xgboost/python-package, run command python setup.py install
8. Check xgboost by running command python -c "import xgboost"

How to install xgboost in Anaconda Python (Windows platform)?

The easiest way (Worked for me) is to do the following:

anaconda search -t conda xgboost

You will get a list of install-able features like this:

for example if you want to install the first one on the list mndrake/xgboost (FOR WINDOWS-64bits):

conda install -c mndrake xgboost

If you're in a Unix system you can choose any other package with "linux-64" on the right.

• Update on 22/10/2020:

Without searching in conda list of channels, you can install it using (source: https://anaconda.org/anaconda/py-xgboost) :

conda install -c anaconda py-xgboost

Install XGBoost for Pycharm VirtualEnv (Windows)

I suggest that instead of using the PyCharm settings dialog to install the package, you install the XGBoost package into the virtual environment using the command line.

If you a) run into problems installing XGBoost into a virtual environment and b) installing XGBoost in the root python installation works OK, I suggest you create the virtual environment using the --system-site-packages option (giving the virtual environment access to the system site-packages).

Also, check out the excellent site Python Extension Packages for Windows by Christoph Gohlke. There you will find prebuilt packages for a lot of hard-to-build-on-windows Python packages, including XGBoost 0.6 for Python 3.5 and 3.6.

And if you continue to have problems with the stock python distro (the one on www.python.org), I suggest give Anaconda a try. This SO question deals with installing XGBoost on Anaconda.

Unable to install xgboost on conda-forge

Unfortunately as of today, conda-forge does not yet offer a windows build for xgboost. See also the related github issue issue#3.

XGBoost installation issues for Python Anaconda Windows 10 (18 May 2018)

I found an install process that seems to be working in jupyter notebook with Anaconda 4.3 for python 3.6.4 on Windows 10 win-64. Below I spell out the process that I followed. At the bottom I include a couple screenshots of the installed folders and files. If you have any suggestions on how to improve this process, please let me know.

This process is adapted from instructions at http://adataanalyst.com/machine-learning/installing-xgboost-for-windows-10/ which in turn are derived from http://stackoverflow.com/questions/33749735/how-to-install-xgboost-package-in-python-windows-platform.

PREP

1. If you don’t have git, install it and add it to your PATH.

2. As part of previous attempts to install xgboost I had recently updated numpy and scipy to latest versions

3. Download and install MinGW-64: http://sourceforge.net/projects/mingw-w64/

   a. In the Setting dialog, set the Architecture to “x86_64” (was i686) and the Threads to “win32” (was posix)

   b. I installed MinGW-64 to the default file path in C:\Program Files, so I added C:\Program Files\mingw-w64\x86_64-8.1.0-win32-seh-rt_v6-rev0\mingw64\bin to my PATH environment variable

   c. After installation finished, as suggested I went to the mingw64\bin folder and renamed mingw32-make to make

   • Actually, I made a copy of mingw32-make and named the copy make

   • Doing so may be the source of some of my troubles below, though I was able to get past them. I recommend you try renaming the file rather than leaving two copies of the same file with different names as I did

GET THE XGBOOST SOURCE CODE

4. Launch a Windows command prompt: Start | Windows System | Command Prompt

   • These steps may also work in MINGW64, which I switch to later, but here I try to faithfully record the steps I took as I followed the instructions I had)

   a. Enter cd c:\ where c:\ represents the location that you want to install xgboost. For me it was C:\...\Anaconda2\envs\py36\Lib\site-packages

   b. Enter git clone --recursive https://github.com/dmlc/xgboost

   • This will run and output a few dozen lines of output before displaying the prompt for the next step

   c. Enter cd xgboost

   d. Enter git submodule init

   • This did not produce any output and immediately displayed the prompt again

   e. Enter git submodule update

   • This did not produce any output and immediately displayed the prompt again

   f. Enter copy make\mingw64.mk config.mk

   • Output: "1 file(s) copied."

   • NOTE: Up to this point all commands were run in Windows command prompt. The next did not work there, so going forward I switched to the mingw64 terminal. I re-ran step "f" and continued at the next step.

5. Launch the mingw64 terminal: Start | MinGW--W64 project | Run terminal

   a. Enter cd C:\Users\karls\Anaconda2\envs\py36\Lib\site-packages\xgboost

   b. Enter copy make\mingw64.mk config.mk

   c. Enter make -j4

   • This command did not work. I tried dozens of variations based on suggested I googled: make.exe, makefile, cmake, pymake, make.py, mingw64-make, mingw64-make.exe, C:\Program Files\mingw-w64\x86_64-8.1.0-win32-seh-rt_v6-rev0\mingw64\bin\make, the list goes on. Nothing worked. I tried changing the directory to other folders inside of site-packages\xgboost. Finally, though the output was suspect, I hit upon the following and was able to proceed.

   d. Change directory to ...\site-packages\xgboost\make

   e. Enter mingw64.mk -j4

   • This popped up a "How do you want to open this file?" dialog, which was the most hopeful output I had seen yet. I did not open the file. Did the command do any good? I have no idea, but I went on to the next steps.

INSTALL THE PYTHON PACKAGE

f. Change directory to site-packages\xgboost\python-package

g. Enter python setup.py install

• This outputs several dozen lines: running this, creating that, writing and reading and copying, etc.

• I also had several "warning: no files found matching ..." lines.

• Presumably anything missing was dealt with in the followed lines of more writing, installing, running, creating, copying, byte-compiling, removing, processing, extracting, adding, and searching

• The final line read "Finished processing dependencies for xgboost==0.71"

At this point I was able to import and use xgboost in a jupyter notebook, so I did not take any further steps. However, the instructions I was following (linked above) included additional steps that you may find necessary. Please let me know if you see any errors in my process as I am still suspect that my install is unsusceptible to problems with updates later (for example, the directory seems to contain copies of the same files in multiple places).

Below are a couple screenshots of the installed directories:

Cannot install xgboost library on python virtual enviroment

Ok I figured out how to do this and finally xgboost is properly installed on my virtual enviroment.

Specifically I did the following:

1. I downloaded xgboost .whl file from this url
2. I opened the command prompt (cmd)
3. I activated the specific virtual enviroment by entering C:\Users\User\PycharmProjects\Project_name\venv\Scripts\activate at the cmd
4. then I entered/went at the cmd to the folder directory where the .whl file is stored
5. finally I entered pip install xgboost-0.72-cp36-cp36m-win32.whl in this directory at the cmd

Thanks to @brettyman and @Moses because a combination of their answers at How to install xgboost package in python (windows platform)? and at How do I install a .whl file in a PyCharm virtualenv? respectively solved my problem.

python setup.py install Fails when trying to install Xgboost on Win 64 bit

Try the following command.

pip install pipwin

and then

pipwin install xgBoost

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