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Installing the Python Wrapper Please follow these instructions to prepare XGBoost for use with Python. I am placing xgboost in a directory called xgboost_install_dir but this can be anything. 1. git clone https://github.com/dmlc/xgboost.git xgboost_install_dir 2. copy libxgboost.dll into the xgboost_install_dir\python-package\xgboost\ directory 3. cd xgboost_install_dir\python-package\ 4. python setup.py install 下面是使用举例 import xgboost xr = xgboost.XGBRegressor() xr.fit(X, y) xr.predict(X_test)