xgboost for 64-bit Windows

xgboost for 64-bit Windows


Currently xgboost is only supported on Linux platform.

Please add support for 64-bit Windows platform.

I try installing xgboost from the anaconda channel after installing Intel Python distribution, but unfortunately that doesn't work also as there are dependencies that's not met.

What I would like to request for is a Intel optimized binary distribution of xgboost, say using AVX instructions or the likes, to increase performance, without using a GPU. I understand this requires changes to the xgboost code base, than the currently available GPU code base. So yes I understand this is a big ask.


Thank you.


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