Make Python package installable.

wrapper/setup.py

@@ -0,0 +1,28 @@
+import os
+
+from setuptools import setup
+
+
+class XGBoostLibraryNotFound(Exception):
+    pass
+
+
+cur_dir = os.path.dirname(os.path.abspath(__file__))
+
+if os.name == 'nt':
+    dll_path = os.path.join(cur_dir,
+                            '../windows/x64/Release/xgboost_wrapper.dll')
+else:
+    dll_path = os.path.join(cur_dir, 'libxgboostwrapper.so')
+
+if not os.path.exists(dll_path):
+    raise XGBoostLibraryNotFound("XGBoost library not found. Did you run "
+                                 "../make?")
+
+setup(name="xgboost",
+      version="0.32",
+      description="Python wrappers for XGBoost: eXtreme Gradient Boosting",
+      zip_safe=False,
+      py_modules=['xgboost'],
+      data_files=[dll_path],
+      url="https://github.com/dmlc/xgboost")