Cannot compile XGBoost on Windows

[hcho3]

I just tried compiling XGBoost on a Windows machine and getting this error:

"C:\Users\Administrator\Desktop\xgboost\build\xgboost.sln" (default target) (1) ->                                       
"C:\Users\Administrator\Desktop\xgboost\build\gpuxgboost.vcxproj.metaproj" (default target) (4) ->                       
"C:\Users\Administrator\Desktop\xgboost\build\gpuxgboost.vcxproj" (default target) (12) ->                               
   (CustomBuild target) ->                                                                                                 
CUSTOMBUILD : nvcc error : 'cicc' died with status 0xC0000005 (ACCESS_VIOLATION)
[C:\Users\Administrator\Desktop\xgboost\build\gpuxgboost.vcxproj]

I'm using EC2 instance (p2.xlarge) with CUDA 8.0, Visual Studio 2015, and Windows 2008 R2.

Compilation command:

mkdir build
cd build
cmake .. -G"Visual Studio 14 2015 Win64" -DUSE_CUDA=ON
msbuild xgboost.sln /p:Configuration=Release /m

@RAMitchell @mt-jones @trivialfis @rongou

[hcho3]

This is part of effort #3868

[hcho3]

I'll be focusing on the 0.82 release for the time being. This means that the Python wheel for Windows won't be available right away.

[RAMitchell]

I will have a look in the next couple of days

[hcho3]

@RAMitchell Hmm, I tried using another Windows EC2 image I had, and XGBoost compiles successfully on that machine. This should be good enough for 0.82 release.