clone工程
git clone --recursive https://github.com/dmlc/xgboost.git 
xgboost编译
cd xgboost; make clean_all && make -j4 
xgboost gpu编译(目前只支持python和cli调用)
| 
 | 
 | 
xgboost4j编译
cd jvm-packages;mvn clean && mvn -Dmaven.test.skip=true -Dspark.version=2.1.0 package 
xgboost python编译
cd python-package;python setup.py install
Refrence
1. https://xgboost.readthedocs.io/en/latest/build.html2. http://dmlc.ml/2016/12/14/GPU-accelerated-xgboost.html