Install XGBoost on Mac

brew install gcc@5

pip install xgboost

Reference:

Problems while installing in OSX 10.11.6?

Install XGBoost on Windows

In case anyone's looking for a simpler solution that doesn't require compiling it yourself:

download xgboost whl file from http://www.lfd.uci.edu/~gohlke/pythonlibs/ (make sure to match your python version and system architecture, e.g. "xgboost-0.6-cp35-cp35m-win_amd64.whl" for......

XGBoost

What is XGBoost

XGBoost is a scalable tree boosting system, a faster tool for learning better models.

Advantages

Model Improvement

Regularized objective for better model

Systems Optimizations

Out of core computing

Parallelization

Cache optimization

Distributed computing

Algorithm ......