diff --git a/INSTALL.md b/INSTALL.md
new file mode 100644
index 0000000..17bff09
--- /dev/null
+++ b/INSTALL.md
@@ -0,0 +1,111 @@
+# Installation and setup
+
+Here we present the instructions for setting up the project on an [Ubuntu Azure VM](https://azure.microsoft.com/en-us/services/virtual-machines/). The VM we used for the CPU experiments is a Standard DS15 v2 with 20 cores and 140Gb of memory. For the GPU experiments we used a NV24 with 4 NVIDIA M60 GPUs. In both machines the OS was Ubuntu 16.04.
+
+## Installation of boosted tree libraries
+
+We need to install [XGBoost](https://github.com/dmlc/xgboost) and [LightGBM](https://github.com/microsoft/LightGBM). Even though both libraries have pypi versions, for creating the experiments contained in this repo we compiled from source. 
+
+To install XGBoost you can follow the [installation guide](https://xgboost.readthedocs.io/en/latest/build.html). To build in CPU, using the specific commit we used:
+
+    git clone --recursive https://github.com/dmlc/xgboost
+    cd xgboost
+    git checkout 8e2a1ff2bfd29f0d08c117d617fc0837eb6796cc
+    git submodule update --recursive
+    make -j$(nproc)
+
+In case you want to use the last version, just skip the commands `git checkout` and `git submodule`.
+
+If you want to build in GPU, the instructions are [here](https://github.com/dmlc/xgboost/tree/master/plugin/updater_gpu). You first need to download and unzip [CUB 1.6.4](https://nvlabs.github.io/cub/).
+
+    git clone --recursive https://github.com/dmlc/xgboost
+    cd xgboost
+    git checkout 6776292951565c8cd72e69afd9d94de1474f00c0
+    git submodule update --recursive
+    mkdir build
+    cd build
+    cmake .. -DPLUGIN_UPDATER_GPU=ON -DCUB_DIRECTORY=/path/to/cub-1.6.4
+    make -j$(nproc)
+
+To install LighGBM you can follow the [installation guide](https://github.com/Microsoft/LightGBM/wiki/Installation-Guide). To build on CPU:
+
+    git clone https://github.com/Microsoft/LightGBM ; cd LightGBM
+    git checkout 73968a96829e212b333c88cd44725c8c39c03ad1
+    mkdir build ; cd build
+    cmake .. 
+    make -j$(nproc)
+
+To install the GPU version:
+
+    git clone https://github.com/Microsoft/LightGBM ; cd LightGBM
+    git checkout 73968a96829e212b333c88cd44725c8c39c03ad1
+    mkdir build ; cd build
+    cmake .. -DUSE_GPU=1
+    make -j$(nproc)
+
+To install the python biddings you have to compile in the python directory. Both libraries have the exact same name for the python package, so you just need to do the following step in both libraries:
+
+    cd python-package
+    python setup.py install
+
+Finally, to check that the libraries are correctly installed, try to load them from python:
+
+    python -c "import xgboost; import lightgbm"
+
+
+
+Clone this repo to your desired location
+```bash
+git clone https://github.com/Azure/fast_retraining.git
+```
+
+Create a conda environment if you haven't already done so. The command below creates a python 3 environment called sbsa.
+```bash
+conda create --name strata python=3 anaconda
+```
+
+
+Edit [activate_env_vars.sh](environment/activate_env_vars.sh ) and [deactivate_env_vars.sh](environment/deactivate_env_vars.sh )
+so that they contain the correct information.
+
+Install command line jason parser
+```bash
+apt-get install jq
+```
+
+Activate the conda environment
+```bash
+source activate strata
+```
+
+Get the currently activated environment and assign it to env_path.
+Get info of current env and output to json | look for default_prefix element in JSON | remove all quotes
+```bash
+env_path=$(conda info --json | jq '.default_prefix' | tr -d '"')
+```
+
+Make sure you are in the environemnt folder of the project and run the following
+```bash
+activate_script_path=$(readlink -f activate_env_vars.sh)
+deactivate_script_path=$(readlink -f deactivate_env_vars.sh)
+```
+
+Then we create the activation and deactivation scripts and make sure they point to our now modified activation 
+and deactivation scripts in our environment folder
+```bash
+mkdir -p $env_path/etc/conda/activate.d
+mkdir -p $env_path/etc/conda/deactivate.d
+echo 'source '$activate_script_path >> $env_path/etc/conda/activate.d/env_vars.sh
+echo 'source '$deactivate_script_path >> $env_path/etc/conda/deactivate.d/env_vars.sh
+```
+
+Exit the environment
+```bash
+source deactivate
+```
+
+Enter the environment again
+```bash
+source activate strata
+```
+