Installing xgboost ( on windows ) is not straight forward task.

If we try to install using pip or conda, we will get conflict issue, it might conflict with spacy or thinc etc.

So it get it installed we have to build it via git repository.

Instructions are here -

http://xgboost.readthedocs.io/en/latest/build.html#building-on-windows

While installation we receive error where mingw63-make is not found. We then have to follow this post - https://www.ibm.com/developerworks/community/blogs/jfp/entry/Installing_XGBoost_For_Anaconda_on_Windows?lang=en which solves the problem completely.

After installation, when i tried to import xgboost, i received following error,

import xgboost

error --> The speficied provuder cound not be found

"The procedure entry point could not be located in the dynamic link library libstdc++-6.dll"

To get around this error, need to replacelibstdc++-6.dll from all anaconda lib locations. ( search and replace )