git clone --recursive https://github.com/dmlc/xgboost
cd xgboost/
make -j4
cd python-package/
python setup.py install
git clone --recursive https://github.com/dmlc/xgboost
cd xgboost/
make -j4
cd python-package/
python setup.py install
原文：https://www.cnblogs.com/similarface/p/8616092.html