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After the build process successfully ends you will find a xgboostdll library file inside lib folder. Although other open-source implementations of the approach existed before XGBoost the release of XGBoost appeared to unleash the power of the technique and made the applied machine learning. Lightgbm And Xgboost Explained Machine Learning Explained Machine Learning Decision Tree Explained Some notes on using MinGW is added in Building Python Package for Windows with MinGW-w64 Advanced. Is xgboost gradient boosting . This specifies an out of source build using the Visual Studio 64 bit generator. Change the -G option appropriately if you have a different version of Visual Studio installed. Extreme Gradient Boosting XGBoost is an open-source library that provides an efficient and effective implementation of the gradient boosting algorithm.