Error when running RGFClassifier
I had the same problem, and I'm not proud of the very "hacky" solution, but the bottom line is it's working now. I'm working on a Mac, so I'm sure your solution will be a bit different.

The normal pip install wasn't working for me, so to install I did...

git clone https://github.com/fukatani/rgf_python.git
cd rgf_python
python setup.py install


I was then able to find the executable file your error message is complaining about in the new rgf_python directory, specifically...

rgf_python/include/rgf/bin/rgf


From there, I tried to change the exe_location in my .rgfrc file to point to the above file, but it didn't work so I went to the /site-packages/rgf/sklearn.py file mentioned at the top of your error message and changed a line in the "_get_paths" function.

For me it was line 64/66. I suspect yours may be 54/56 if you're on Windows. I commented out the old declaration of "exe" and changed it to point to the rgf executable file I found earlier.

I realize how messy this is, so I hope someone can find a better solution, but in the meantime, this did the trick for me. Good luck, and let me know if you have any questions.