XGB: 1. git clone --recursive https://github.com/dmlc/xgboost
2. cmake .. -G"Visual Studio 15 2017 Win64" -T v140 -DUSE_CUDA=ON -DR_LIB=ON
3. cmake --build . --target install --config Release
4. install.packages() with local file
LightGBM:
1. http://lightgbm.readthedocs.io/en/latest/GPU-Windows.html
(address-model=64)
i.e., (CUDA, Rtools, Boost)
2. git clone --recursive https://github.com/Microsoft/LightGBM
cd LightGBM/R-package
3. Set
use_gpu to TRUE in R-package/src/install.libs.R to enable the build with GPU support. 4. Rscript build_package.R
R CMD INSTALL lightgbm_2.1.1.tar.gz --no-multiarch
5. Install.packages in R with local file
