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1.如何在Windows中安装XGBoost:请参阅笔记
https://onenote.com/webapp/pages?token=PKki8i-c5Ux6v5eJ6-67MMiXZ-giiWMnsq27WfrKoD8wqs4IqhpiSkzzmJK-Em0QNJAjvUhyoNGW8Clbb4bJvW1ViXZAwcWi0&id=636362366464607252
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2.XGBoost解决多分类问题：见demo中的 mutticlass_classification以及：
   http://blog.csdn.net/leo_xu06/article/details/52424924
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3.XGBoost参数详解：http://blog.csdn.net/zc02051126/article/details/46711047