The solution has been created with Visual Studio Express 2010.

How to Build Windows Version

• Open the solution file with Visual Studio
• Select x64 and Release in build
  • For 32bit windows or python, try win32 and Release (not fully tested)
• Rebuild all

This should give you xgboost.exe for CLI version and xgboost_wrapper.dll for python

Use Python Module

• After you build the dll, you can install the Python package from the ../python-package folder

python setup.py install

And import it as usual

import xgboost as xgb

R Package

• see R-package instead