Windows 7 Professional 64bit Python 2.7.9 (Anaconda) Visual Studio 2010 Professional
Download xg boost directly under C drive.
> cd c:\
> git clone https://github.com/dmlc/xgboost.git
Since there is xgboost.sln in c: \ xgboost \ windows,
Open in Visual Studio and rebuild in release mode.
Here, xgboostjavawrapper seems to require jni.h.
I don't plan to use it from Java, so unload xgboostjavawrapper and exclude it from the solution.
If the rebuild is successful, execute [setup.py].
> cd c:\xgboost\python-package
> python setup.py install
Check if the installation is successful.
> python
>>> import xgboost as xgb
OK if there are no errors.
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