Currently xgboost can only be installed by running:
python setup.py install
Now it can be packaged (in binary form) as a wheel and installed like:
pip install xgboost-0.6-py2-none-any.whl
distutils and wheel install `data_files` differently than setuptools.
setuptools will install the `data_files` in the package directory whereas the
others install it in `sys.prefix`. By adding `sys.prefix` to the list of
directories to check for the shared library, xgboost can now be distributed as
a wheel.
