So you may want to build XGBoost with GCC own your own risk. Running software with telemetry may be against the policy of your organization. Visual Studio contains telemetry, as documented in Microsoft Visual Studio Licensing Terms. Microsoft provides a freeware “Community” edition, but its licensing terms impose restrictions as to where and how it can be used. VS is proprietary and commercial software. However, you may not be able to use Visual Studio, for following reasons: Usually Python binary modules are built with the same compiler the interpreter is built with.
Windows versions of Python are built with Microsoft Visual Studio. Python setup.py install -use-system-libxgboostīuilding Python Package for Windows with MinGW-w64 (Advanced) ¶
