git clone --recursive /dmlc/xgboost
cd xgboost
git submodule init
git submodule update
cp make/mingw64.mk config.mk
make -j4，這壹步會報錯，
cd dmlc-core
make -j4
cd ../rabit
make lib/librabit_empty -j4
cd ..
cp make/mingw64.mk config.mk
make -j4
進入文件夾 cd python-package
python setup.py install