xgboost/doc/build.md

Installation Guide

This page gives instructions of how to build and install the xgboost package from scratch on various systems. It consists of two steps:

1. First build the shared library from the C++ codes (libxgboost.so for linux/osx and libxgboost.dll for windows).
   • Exception: for R-package installation please directly refer to the R package section.
2. Then install the language packages (e.g. Python Package).

Important the newest version of xgboost uses submodule to maintain packages. So when you clone the repo, remember to use the recursive option as follows.

git clone --recursive https://github.com/dmlc/xgboost

For windows users who uses github tools, you can open the git shell, and type the following command.

git submodule init
git submodule update

Please refer to Trouble Shooting Section first if you had any problem during installation. If the instructions do not work for you, please feel free to ask questions at xgboost/issues, or even better to send pull request if you can fix the problem.

Contents

• Build the Shared Library
  • Building on Ubuntu/Debian
  • Building on OSX
  • Building on Windows
  • Customized Building
• Python Package Installation
• R Package Installation
• Trouble Shooting

Build the Shared Library

Our goal is to build the shared library:

• On Linux/OSX the target library is libxgboost.so
• On Windows the target libary is libxgboost.dll

The minimal building requirement is

• A recent c++ compiler supporting C++ 11 (g++-4.6 or higher)

We can edit make/config.mk to change the compile options, and then build by make. If everything goes well, we can go the specific language installation section.

Building on Ubuntu/Debian

On Ubuntu, one build xgboost by

Then build xgboost

git clone --recursive https://github.com/dmlc/xgboost
cd xgboost; make -j4

Building on OSX

On OSX, one build xgboost by

git clone --recursive https://github.com/dmlc/xgboost
cd xgboost; cp make/minimum.mk ./config.mk; make -j4

This build xgboost without multi-threading, because by default clang in OSX does not come with open-mp. See the following paragraph for OpenMP enabled xgboost.

Here is the complete solution to use OpenMP-enabled compilers to install XGBoost. Obtain gcc-5.x.x with openmp support by brew install gcc --without-multilib. (brew is the de facto standard of apt-get on OS X. So installing HPC separately is not recommended, but it should work.)

git clone --recursive https://github.com/dmlc/xgboost
cd xgboost; cp make/config.mk ./config.mk; make -j4

Building on Windows

You need to first clone the xgboost repo with recursive option clone the submodules. If you are using github tools, you can open the git-shell, and type the following command. We recommend using the Git for Windows, because it brings a standard bash shell. This will highly ease the installation process.

git submodule init
git submodule update

XGBoost support both build by MSVC or MinGW. Here is how you can build xgboost library using MinGW.

After installing Git for Windows, you should have a shortcut Git Bash. All the following steps are in the Git Bash.

In MinGW, make command comes with the name mingw32-make. You can add the following line into the .bashrc file.

alias make='mingw32-make'

To build with MinGW

cp make/mingw64.mk config.mk; make -j4

The MSVC build for new version is not yet updated.

Customized Building

The configuration of xgboost can be modified by config.mk

• modify configuration on various distributed filesystem such as HDFS/Amazon S3/...
• First copy make/config.mk to the project root, on which any local modification will be ignored by git, then modify the according flags.

Python Package Installation

The python package is located at python-package. There are several ways to install the package:

1. Install system-widely, which requires root permission

   cd python-package; sudo python setup.py install
   

   You will however need Python distutils module for this to work. It is often part of the core python package or it can be installed using your package manager, e.g. in Debian use

   sudo apt-get install python-setuptools
   

   NOTE: If you recompiled xgboost, then you need to reinstall it again to make the new library take effect

2. Only set the environment variable PYTHONPATH to tell python where to find the library. For example, assume we cloned xgboost on the home directory ~. then we can added the following line in ~/.bashrc It is recommended for developers who may change the codes. The changes will be immediately reflected once you pulled the code and rebuild the project (no need to call setup again)

   export PYTHONPATH=~/xgboost/python-package
   

3. Install only for the current user.

   cd python-package; python setup.py develop --user
   

R Package Installation

You can install R package from cran just like other packages, or you can install from our weekly updated drat repo:

install.packages("drat", repos="https://cran.rstudio.com")
drat:::addRepo("dmlc")
install.packages("xgboost", repos="http://dmlc.ml/drat/", type = "source")

For OSX users, single threaded version will be installed, to install multi-threaded version. First follow Building on OSX to get the OpenMP enabled compiler, then:

• Set the Makevars file in highest piority for R.

  The point is, there are three Makevars : ~/.R/Makevars, xgboost/R-package/src/Makevars, and /usr/local/Cellar/r/3.2.0/R.framework/Resources/etc/Makeconf (the last one obtained by running file.path(R.home("etc"), "Makeconf") in R), and SHLIB_OPENMP_CXXFLAGS is not set by default!! After trying, it seems that the first one has highest piority (surprise!).

  Then inside R, run

  install.packages("drat", repos="https://cran.rstudio.com")
  drat:::addRepo("dmlc")
  install.packages("xgboost", repos="http://dmlc.ml/drat/", type = "source")
  

Due to the usage of submodule, install_github is no longer support to install the latest version of R package. To install the latest version,

git clone --recursive https://github.com/dmlc/xgboost
cd xgboost
make Rbuild
R CMD INSTALL xgboost_0.4-3.tar.gz

Trouble Shooting

1. Compile failed after git pull

   Please first update the submodules, clean all and recompile:

   git submodule update && make clean_all && make -j4
   

2. Compile failed after config.mk is modified Need to clean all first:

   make clean_all && make -j4
   

3. Makefile: dmlc-core/make/dmlc.mk: No such file or directory We need to recusrively clone the submodule, you can do:

   git submodule init
   git submodule update
   

   Alternatively, do another clone

   git clone https://github.com/dmlc/xgboost --recursive