僅限ubuntu 安裝
git clone --recursive https://github.com/dmlc/xgboost
cd xgboost
# 1. for only cpu
make -j4
cd ./python-package
# 2. for cpu and gpu
mkdir build
cd build
cmake .. -DUSE_CUDA=ON
make -j
cd ../python-package
sudo python setup.py install
如果不能安裝cmake，更換源：
cd /etc/apt/
cp sources.list sources.list.bak
查看source.list中是什麼源，比如我的是http://archive.ubuntu.com/ubuntu/
進行如下替換，替換成 阿里源
sed -i 's/archive.ubuntu.com/mirrors.aliyun.com/g' sources.list
然後 apt-get update
apt-get install cmake