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I am following the instructions given here and here to get XGBoost for Python running on my Windows 10. I have installed Git for Windows, but I get the error below when I try the next steps:

$ cp make/mingw64.mk config.mk; make -j4
cp: cannot stat 'make/mingw64.mk': No such file or directory
make: *** No targets specified and no makefile found.  Stop.

Is there any simpler approach to get XGBoost for Python running on Windows?

Any help would be much appreciated.

desertnaut
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Krantz
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  • Have you looked at [this post](https://stackoverflow.com/questions/33749735/how-to-install-xgboost-package-in-python-windows-platform)? Do you need GPU support? I've also asked and answered my own question [here](https://stackoverflow.com/q/50557115/9374673) for the GPU version in case you run into an installation error while trying to install it with GPU support using Visual Studio to compile it. – Mihai Chelaru Mar 30 '19 at 22:41
  • Thanks, @MihaiChelaru. Let me explore and try your approach. I will return soon. – Krantz Mar 30 '19 at 22:46
  • Hi, MihaiChelaru. After following your answer, I am getting this error at Step 3. Create Visual Studio Project. Any thoughts? Thanks in advance. `User@pc MINGW64 ~/xgboost_dir/build (master) $ cmake .. -G"Visual Studio 12 2013 Win64" CMake Error at CMakeLists.txt:2 (project): Failed to run MSBuild command: MSBuild.exe to get the value of VCTargetsPath: The system cannot find the file specified -- Configuring incomplete, errors occurred! See also "C:/Users/User/xgboost_dir/build/CMakeFiles/CMakeOutput.log".` – Krantz Mar 30 '19 at 22:53
  • I believe you're following an answer posted by a different user. My answer uses VS 2015. Did you do the `git submodule init` step from [this comment](https://stackoverflow.com/questions/33749735/how-to-install-xgboost-package-in-python-windows-platform?noredirect=1&lq=1#comment87767013_34958723) under the post whose instructions you're following? – Mihai Chelaru Mar 30 '19 at 23:02
  • I found your answer. You are right - I was following the wrong answer. I will update you soon. – Krantz Mar 30 '19 at 23:10
  • Did you end up finding a solution to your problem? – Mihai Chelaru Apr 13 '19 at 15:37

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I tried using mingw for this installation as per the official guide as well as the steps detailed here. but unfortunately I could make neither work even after many hours of efforts on my windows 10 64 bit machine. I kept encountering some error or the other

Finally, what worked for me is to install it to anaconda's py-xgboost package. This worked readily for me

severusdd
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