I would like to compile xgboost for Anaconda Python 3.x in 64-bit Windows 10, so I followed the steps here - https://xgboost.readthedocs.org/en/latest/build.html#building-on-windows and here - Install xgboost under python with 64-bit msys failing. Using the 64-bit mingw g++, I got the following error message when "make -j4" using mingw64.mk:
g++: error: dmlc-core/libdmlc.a: No such file or directory
g++: error: rabit/lib/librabit_empty.a: No such file or directory
Makefile:120: recipe for target 'lib/libxgboost.dll' failed
mingw32-make: *** [lib/libxgboost.dll] Error 1
Can you please let me know what's going on and how I can resolve this?
Thanks a lot.