diff --git a/src/tree/param.h b/src/tree/param.h
index e9de3ac..23d0c5b 100644
--- a/src/tree/param.h
+++ b/src/tree/param.h
@@ -9,6 +9,7 @@
 
 #include <vector>
 #include <cstring>
+#include <cmath>
 
 namespace xgboost {
 namespace tree {