R Xgboost: How to compile xgboost with GPU support on windows 10

Question

I followed the instructions provided in this link: How to install xgboost package in python (windows platform)? and https://xgboost.readthedocs.io/en/latest/build.html#installing-r-package-with-gpu-support

My setup: Windows 10 Home x64. Installed Visual 2015, Rtools (make sure the PATH has following two items. PATH: c:\Rtools\bin;c:\Rtools\mingw_64\bin), Cmake and Git Bash.

I setup R to run in CMD and executed git bash as administrator.

Step 1 Clone xgboost source

$ git clone https://github.com/dmlc/xgboost

the above package is installed in the path: *C:\Users\Username*

Step 2 Install xgboost

    cd xgboost
git submodule init
git submodule update
cd R-package
R CMD INSTALL .

Then the package installed successfully in C:\Program Files\R\R-3.5.1\library.

Step 3 Installing R package with GPU support

    mkdir build
    cd build
   cmake .. -G"Visual Studio 14 2015 Win64" -DUSE_CUDA=ON -DR_LIB=ON -DLIBR_EXECUTABLE="C:/Program Files/R/R-3.4.1/bin/x64/R.exe"

Then I installed the build using the following command

cmake --build . --target install --config Release

After this, the libraries are updated in C:\Program Files\R\R-3.5.1\library with GPU support. Run RStudio as administrator to access the library.

Source: Fail to install R XGBoost with GPU support on Windows 7

Have you tried following the official documentation at https://xgboost.readthedocs.io/en/latest/build.html#installing-r-package-with-gpu-support? — Ralf Stubner, Sep 13 '18 at 09:13
Yes! I have tried the same. But after this step _cmake --build . --target install --config Release_ I am not sure what to do. — Rohan Nadagouda, Sep 13 '18 at 10:12
"When --target xgboost is used, an R package dll would be built under build/Release. The --target install, in addition, assembles the package files with this dll under build/R-package, and runs R CMD INSTALL." According to this you are done. — Ralf Stubner, Sep 13 '18 at 10:34
I am facing an issue with _cmake .. -G"Visual Studio 14 2015 Win64" -DUSE_CUDA=ON -DR_LIB=ON_. getting an error — Rohan Nadagouda, Sep 13 '18 at 11:44
I used _ cmake .. -G"Visual Studio 14 2015 Win64" -DUSE_CUDA=ON_ and the execution was successful. But how can i verify is confusing — Rohan Nadagouda, Sep 13 '18 at 12:51

R Xgboost: How to compile xgboost with GPU support on windows 10

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