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:
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a c# dll wrapper, meaning the passage from unmanaged to managed code, in https://github.com/giuliohome/xgboost/tree/master/windows/xgboost_sharp_wrapper
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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
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5 fold cv implementation in c# for the demo: you see inline cv ams while training (of course on a completely separate set)