2016-04-04 Build xgboost 0.4a30 for Python 3.4 and 3.5

xgboost does not support the Windows compilation anymore so I had to look for a way to compile xgboost for Windows. I tried to start from the source but it seemed quite complex plus the owners mention they don’t support it anymore. Instead, I chose to use the source included the release package on PyPi. I copy paste some of the instructions I used from the previous blog post I wrote on that topic since I did not start from a fresh and empty environment. The steps I did not do again are marked with a *. This is the process I followed:

  • Install Visual Studio Community Edition (C++). The link points to an image .iso. *

  • Install the Java JDK. Select the newest version. *

  • Download the modified version of xgboost from PyPI.

  • Check OpenMD files are present in C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC with files vcomp.lib, vcombd.lib, omp.h. This is also what you should follow to get missing dependency such as vcomp110.dll (which comes from OpenMP in Visual C++). *

  • Open the solution in Windows directory (in xgboost) and update the path to point to Java JDK and OpenMP, build the version release/x64, update paths to point to your version of Java SDK *

  • Copy/Paste the built assemblies xgboost_wrapper.dll into the python folder

  • Go to the python folder and type python setup.py bdist_wheel to build the file .whl.

This wheel can be installed on any Python 3.4 and 3.5 64 bits installation. It is available at xgboost-0.4a30-py3-none-any.whl. The source I used to compile are located on github