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I was hoping that someone would have tried to or had success in implementing it and would have knowledge of any pitfalls in using it.

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1. Zip & load the package windows binaries in a dataset

2. Import it to the R environment

3. You can follow the instructions over here

4. This is for any generic packages which are not pre-loaded in the environment

5. The following is a list of experiments to publish R models as a web service

Hope this helps!

Edit: You can also simply change the R version to Microsoft Open R (current version 3.2.2) and you can import xgboost as any common library

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