Using XGBOOST in c++

Question

How can I use XGBOOST https://github.com/dmlc/xgboost/ library in c++? I have founded Python and Java API, but I can't found API for c++

Answer 1

I ended up using the C API, see below an example:

// create the train data int cols=3,rows=5; float train[rows][cols]; for (int i=0;i<rows;i++)     for (int j=0;j<cols;j++)         train[i][j] = (i+1) * (j+1);  float train_labels[rows]; for (int i=0;i<rows;i++)     train_labels[i] = 1+i*i*i;   // convert to DMatrix DMatrixHandle h_train[1]; XGDMatrixCreateFromMat((float *) train, rows, cols, -1, &h_train[0]);  // load the labels XGDMatrixSetFloatInfo(h_train[0], "label", train_labels, rows);  // read back the labels, just a sanity check bst_ulong bst_result; const float *out_floats; XGDMatrixGetFloatInfo(h_train[0], "label" , &bst_result, &out_floats); for (unsigned int i=0;i<bst_result;i++)     std::cout << "label[" << i << "]=" << out_floats[i] << std::endl;  // create the booster and load some parameters BoosterHandle h_booster; XGBoosterCreate(h_train, 1, &h_booster); XGBoosterSetParam(h_booster, "booster", "gbtree"); XGBoosterSetParam(h_booster, "objective", "reg:linear"); XGBoosterSetParam(h_booster, "max_depth", "5"); XGBoosterSetParam(h_booster, "eta", "0.1"); XGBoosterSetParam(h_booster, "min_child_weight", "1"); XGBoosterSetParam(h_booster, "subsample", "0.5"); XGBoosterSetParam(h_booster, "colsample_bytree", "1"); XGBoosterSetParam(h_booster, "num_parallel_tree", "1");  // perform 200 learning iterations for (int iter=0; iter<200; iter++)     XGBoosterUpdateOneIter(h_booster, iter, h_train[0]);  // predict const int sample_rows = 5; float test[sample_rows][cols]; for (int i=0;i<sample_rows;i++)     for (int j=0;j<cols;j++)         test[i][j] = (i+1) * (j+1); DMatrixHandle h_test; XGDMatrixCreateFromMat((float *) test, sample_rows, cols, -1, &h_test); bst_ulong out_len; const float *f; XGBoosterPredict(h_booster, h_test, 0,0,&out_len,&f);  for (unsigned int i=0;i<out_len;i++)     std::cout << "prediction[" << i << "]=" << f[i] << std::endl;   // free xgboost internal structures XGDMatrixFree(h_train[0]); XGDMatrixFree(h_test); XGBoosterFree(h_booster);