I tried it and got an error while `using`. This solved some of the issues;

Pkg.checkout("XGBoost")

But trying to use it on random data yields an error as it cannot find some 
function in the C library. You can try posting an issue. FYI there's also 
GradientBoost.jl <https://github.com/svs14/GradientBoost.jl>, as well as a 
gradient-boosting algo in scikit-learn 
<http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.GradientBoostingClassifier.html>
 
accessible through ScikitLearn.jl.

On Saturday, April 2, 2016 at 7:55:53 AM UTC-4, Aditya Sharma wrote:
>
> While trying to build an Xgboost model, I am getting this error. How to 
> make this work?
>
> # train xgboost
> num_round = 100
> using XGBoost
> bst = xgboost(train_X, num_round, label=train_Y, eta=1, max_depth=2)
>
>
> LoadError: UndefVarError: xgboost not defined
> while loading In[33], in expression starting on line 4
>
>

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