xgboost/README.md

This is a Fork of XGBoost from https://github.com/tqchen/xgboost

In the main repo you already find 2 windows projects for the porting of the executable and the python library.

Here you have:

1. a c# dll wrapper, meaning the passage from unmanaged to managed code, in https://github.com/giuliohome/xgboost/tree/master/windows/xgboost_sharp_wrapper

2. the c# Higgs Kaggle demo, instead of the python one (actually you will get a higher score with the c# version, due to some changes I've made) in https://github.com/giuliohome/xgboost/tree/master/windows/kaggle_higgs_demo

Start the demo from the root folder like this:

bin\x64\Debug\kaggle_higgs_demo.exe training_path.csv test_path.csv sharp_pred.csv NFoldCV NRound

NFoldCV: 0 => no cv , 5 = 5-fold-cv, 10 = 10-fold-cv :-)

3. 5 fold cv implementation in c# for the demo: you see inline cv ams while training (of course on a completely separate set)

In my latest commit I've added

4. parallel execution of n-fold cv, on top of dotnet multithreading

5. double inputted model training, stopping at a configured ams objective