git clone --recursive https://github.com/dmlc/xgboost
cd xgboost
make -j4
cd python-package/
sudo python setup.py install

OSError: /home/common/anaconda2/lib/python2.7/site-packages/scipy/sparse/../../../../libstdc++.so.6: version `GLIBCXX_3.4.20' not found (required by /home/common/coding/coding/Scala/xgboost/python-package/xgboost/../../lib/libxgboost.so)

conda install libgcc

git pull && git submodule init && git submodule update && git submodule status

http://xgboost.readthedocs.io/en/latest/jvm/

https://www.elenacuoco.com/2016/10/10/scala-spark-xgboost-classification/
http://blog.csdn.net/luoyexuge/article/details/71422270