win10+python3.5.2+xgboost

首先从
https://www.lfd.uci.edu/~gohlke/pythonlibs/#xgboost
下载xgboost-0.6-cp35-cp35m-win_amd64.whl
amd64代表64位

进入下载完后的地址后
pip install xgboost-0.6-cp35-cp35m-win_amd64.whl
完事！

官方示例代码：

import xgboost as xgb

# read in data
dtrain = xgb.DMatrix('agaricus.txt.train')
print(dtrain)
dtest = xgb.DMatrix('agaricus.txt.test')

# specify parameters via map
param = {'max_depth':2, 'eta':1, 'silent':1, 'objective':'binary:logistic' }
num_round = 2
bst = xgb.train(param, dtrain, num_round)
# make prediction
preds = bst.predict(dtest)
print(preds)