It is a machine learning algorithm that is very successful at tackling Kaggle's competition.
I was not able to install XGBoost on my Mac until I came across Jean Francois Puget's blog by chance.
go to root directory, type git clone command
git clone --recursive https://github.com/dmlc/xgboost
This downloads XGBoost code into xgboost directory
By default, Mac OS use cc/cc++ compilers, which do not support open MP option as required by XGBoost multi-threading. We need to specify how to compile
Change directory to XGBoost
cd xgboost
First copy this file so that any local changes will be ignored by git
cp make/config.mk
Open make/config.mk and modify
vi make/config.mk
Uncomment export CC = gcc
Uncomment export CXX = g++
shift zz to save and exit
After lot of trials and errors, I found that I was using gcc 7.1.0. So I need to edit make/config.mk
export CC = gcc-7
export CXX = g++-7
where 7 refers to version of gcc
cd xgboost; cp make/config.mk ./config.mk; make -j4
Once the build is finished, we can use XGBoost with its command line. I am using Python, hence I performed this final step. You may need to enter the admin password to execute it.
cd python-package; sudo python setup.py install