Installing XGBoost
As we have already mentioned, XGBoost is written in C++, and there is a Java library that allows using XGBoost in Java via JNI. Unfortunately, at the time of writing, XGBoost4J is not available on Maven Central, which means that it needs to be built locally and then published to the local Maven repository. There are plans to release the library to the central repository, and you can see the progress at https://github.com/dmlc/xgboost/issues/1807.
Even when it is released to Maven Central, it is still useful to know how to build it to get the bleeding edge version with the latest changes and bugfixes. So, let's see how to build the XGBoost library itself and then how to build the Java wrapper for it. For that, you can follow ...
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