How can I install XGBoost package in python on Windows

Question

I tried to install XGBoost package in python. I am using windows os, 64bits . I have gone through following.

The package directory states that xgboost is unstable fo

Answer 1

I have installed xgboost in windows os following the above resources, which is not available till now in pip. However, I tried with the following function code, to get cv parameters tuned:

#Import libraries:
import pandas as pd
import numpy as np
import xgboost as xgb
from xgboost.sklearn import XGBClassifier
from sklearn import cross_validation, metrics   #Additional sklearn functions
from sklearn.grid_search import GridSearchCV   #Perforing grid search

import matplotlib.pylab as plt
%matplotlib inline
from matplotlib.pylab import rcParams
rcParams['figure.figsize'] = 12, 4

train = pd.read_csv('train_data.csv')
target = 'target_value'
IDcol = 'ID'

A function is created to get the optimum parameters and display the output in visual form.

def modelfit(alg, dtrain, predictors,useTrainCV=True, cv_folds=5, early_stopping_rounds=50):

if useTrainCV:
    xgb_param = alg.get_xgb_params()
    xgtrain = xgb.DMatrix(dtrain[predictors].values, label=dtrain[target].values)
    cvresult = xgb.cv(xgb_param, xgtrain, num_boost_round=alg.get_params()['n_estimators'], nfold=cv_folds,
        metrics='auc', early_stopping_rounds=early_stopping_rounds, show_progress=False)
    alg.set_params(n_estimators=cvresult.shape[0])

#Fit the algorithm on the data
alg.fit(dtrain[predictors], dtrain[target_label],eval_metric='auc')

#Predict training set:
dtrain_predictions = alg.predict(dtrain[predictors])
dtrain_predprob = alg.predict_proba(dtrain[predictors])[:,1]

#Print model report:
print "\nModel Report"
print "Accuracy : %.4g" % metrics.accuracy_score(dtrain[target_label].values, dtrain_predictions)
print "AUC Score (Train): %f" % metrics.roc_auc_score(dtrain[target_label], dtrain_predprob)

feat_imp = pd.Series(alg.booster().get_fscore()).sort_values(ascending=False)
feat_imp.plot(kind='bar', title='Feature Importances')
plt.ylabel('Feature Importance Score')

Now, when the function is called to get the optimum parameters:

  #Choose all predictors except target & IDcols
  predictors = [x for x in train.columns if x not in [target]]
  xgb = XGBClassifier(
  learning_rate =0.1,
  n_estimators=1000,
  max_depth=5,
  min_child_weight=1,
  gamma=0,
  subsample=0.7,
  colsample_bytree=0.7,
  objective= 'binary:logistic',
  nthread=4,
  scale_pos_weight=1,
  seed=198)
 modelfit(xgb, train, predictors)

Although the feature importance chart is displayed, but the parameters info in red box at the top of chart is missing: Consulted people who use linux/mac OS and got xgboost installed. They are getting the above info. I was wondering whether it is due to specific implementation , I build and installed in windows. And how I can get the parameters info displayed above the chart. As of now, I am getting the chart and not the red box and info within it. Thanks.