Unofficial C# wrapper for the awesome XGBoost library (https://github.com/dmlc/xgboost).

The C# class calls a C++ class (to keep the interop interface simple); you may find the C++ to be directly useful as well.

The makefiles in this project assume xgboost is installed on your system. As there isn't a 'make install' for that, you can do the following to ensure it is available on Linux (for Windows, I recommend using VC++ 2015 Community edition and letting the IDE handle your paths).

1. Clone xgboost from https://github.com/dmlc/xgboost
2. Compile xgboost following the instructions at https://xgboost.readthedocs.io/en/latest/build.html
3. Copy the lib and include files out to /usr/local. From the directory you cloned xgboost to, run the following:

sudo cp lib/libxgboost.so /usr/local/lib/

# not actually sure if this is needed but xgboost itself references rabit/c_api.h so...
sudo cp lib/rabit/librabit.a /usr/local/lib/

sudo cp -R include/xgboost /usr/local/include/
sudo cp -R rabit/include/rabit /usr/local/include/
sudo cp -R rabit/include/dmlc /usr/local/include/

Assuming now that /usr/local is in your library and include paths (which seems like a safe assumption) you should be able to compile and run this project.

This does work on Windows, compiled with VC++ 2015 (tested on Windows 7, Windows 10, and Windows Server 2012). I don't happen to have a Windows machine anymore, but I believe the following should get it working:

• Change the .so to .dll in the C# wrapper
• You may also need to remove the [return: MarshalAs(UnmanagedType.I1)] lines from the C# wrapper
• Add __declspec to the C API functions

I'm happy to accept pull requests for adding Windows support, as long as I am able to continue having it work on Linux.