Demo Of Xgboost Monotonic Functionality

This repository contains some initial investigative work into using monotonic constraints in the xgboost library.

Installation

To access the monotonic constraint functionality in xgboost, it is currently necessary to install a development version from source.

First, clone the following repository, using the recursive flag to also acquire necessary build tools

git clone --recursive https://github.com/tqchen/xgboost.git

Then build the xgboost backend

cd xgboost
./build.sh

Finally, build the python package

cd python-package
python setup.py instal

Of course, make sure you have the python environment active in which you want to install the development xgboost before running these commands.