The solution has been created with Visual Studio Express 2010.
- Open the solution file with Visual Studio
- Select x64 and Release in build
- Rebuild all
This should give you xgboost.exe for CLI version and xgboost_wrapper.dll for python
- After you build the dll, you can simply add the path to ../wrapper to sys.path and import xgboost
sys.path.append('path/to/xgboost/wrapper')
import xgboost as xgb
- Alternatively, you can add that path to system enviroment variable
PYTHONPATH- Doing so allows you to import xgboost directly like other python packages
- see R-package instead