Roadmap: MinGW build support (32/64-bit)

[hcho3]

There has been a report (e.g. #2958) reporting compilation failure with MinGW. This issue is intended to keep track of progress with regards to MinGW build support.

Currently, Windows CI tests (on AppVeyor) build XGBoost with MSYS-MinGW. Feel free to report any variant of MinGW that fails to build XGBoost.

• MSYS-MinGW (part of CI)
• RTools (part of CI)
• m2w64-toolchain
• MinGW upstream

[hcho3]

Relevant section of AppVeyor build tests for MinGW:
https://github.com/dmlc/xgboost/blob/master/appveyor.yml#L36
https://github.com/dmlc/xgboost/blob/master/appveyor.yml#L67

[hcho3]

@tqchen Quick search reveals to me that there are varieties of MinGW when it comes to handling fopen64. The R package solves this problem by bundling Windows R installation with a particular flavor of MinGW (see https://cran.r-project.org/bin/windows/Rtools/). Should we aim to support multiple flavors of MinGW?

[KOLANICH]

Can you post the exact version and variant of the compiler you are using in issue #3436?

If I remember right, the version referenced by Theano: https://anaconda.org/msys2/m2w64-toolchain

But the most recent MinGW-w64 from the SourceForge (32 bit, https://sourceforge.net/projects/mingw-w64/files/Toolchains%20targetting%20Win32/Personal%20Builds/mingw-builds/8.1.0/threads-win32/sjlj/i686-8.1.0-release-win32-sjlj-rt_v6-rev0.7z ) neither works.

[hcho3]

@KOLANICH Thanks a lot. Sorry again for massively closing issues. From now on, we'll try to keep the number of open issues small. All MinGW-related issues and works will be posted in this thread, so as to keep track of overall progress in MinGW support.

[KOLANICH]

It is impossible to find out whichncompiler is used solely withnpreprocessor. So I have implemented a CMake solution and have thrown away old duct tape. Now if the definition is needed is determined by presence of the function.
dmlc/dmlc-core#432

If you dislike my solution, feell free to add commits above it or just rewrite the commit with the own one.

[hcho3]

Closing this for now since dmlc/dmlc-core#432 has been merged.