1、先安装git
ubuntu: apt-get install git
centos: yum install git
2、下载xgboost仓库,注意有--recursive(有子模块哦)
git clone --recursive https://github.com/dmlc/xgboost.git
cd xgboost
./build.sh
cd python-package
python setup.py install
3、测试
python
import xgboost