xgboost入门

windows安装教程：
先安装gitbash
https://www.ibm.com/developerworks/community/blogs/jfp/entry/Installing_XGBoost_For_Anaconda_on_Windows?lang=zh

学习demo教程：
参考http://machinelearningmastery.com/xgboost-python-mini-course/

具体参数：
参考http://blog.csdn.net/wzmsltw/article/details/50994481

xgboost自定义目标函数：
参考
https://github.com/dmlc/xgboost/blob/master/demo/guide-python/custom_objective.py
http://blog.csdn.net/lujiandong1/article/details/52791117
http://www.cnblogs.com/zle1992/p/6914577.html