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I installed XGBoost for anaconda on windows 10 based on the instructions provided here. It seems that xgboost 0.6 is already installed. It performs well using "reg:linear". However, if I use "reg:tweedie", this error is reported:

xgboost.core.XGBoostError: b'[23:08:27] src/objective/objective.cc:21: Unknown objective function reg:tweedie'
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As I understood, it is a versioning issue. However, it should be noted that before installing the latest version, the old version should be manually removed. Then, try to install the new version.

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  • $\begingroup$ Try print(xgboost.__version__) to make sure the version you are using is the correct one. $\endgroup$ – Ricardo Cruz Dec 29 '16 at 10:54

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