1.Python下安装方法
git clone --recursive https://github.com/dmlc/xgboost cd xgboost ake -j4 cd python-package/ sudo python setup.py install
如果在import xgboost后，遇到问题
OSError: /home/common/anaconda2/lib/python2.7/site-packages/scipy/sparse/../../../../libstdc++.so.6: version `GLIBCXX_3.4.20‘ not found (required by /home/common/coding/coding/Scala/xgboost/python-package/xgboost/../../lib/libxgboost.so)
解决方法
conda install libgcc
原文：http://www.cnblogs.com/tonglin0325/p/6978890.html