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How to install XGBoost on MacOSX with multi-threaded support

As explained in the doc

brew install gcc --without-multilib
git clone --recursive https://github.com/dmlc/xgboost
cd xgboost; cp make/config.mk ./config.mk

Open and modify CC and CXX parameters in config.mk, for example:

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# coding: utf-8

# Example cross-validation training convnet on CIFAR10

from tensorpack import *
import tensorflow as tf
import argparse
import numpy as np
import os

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#!/bin/bash

echo "Download VEDAI datasets"

help() {
  echo "No arguments supplied. Usage: sh download.sh <dataset>"
  echo "	<dataset>: 512, 1024, devkit"
}

if [ -z $1 ]; then

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