I am a new Python user. I downloaded the latest Anaconda 3 2.4.1 (Python 3.5) from the below link: https://www.continuum.io/downloads
My PC Configurations are: Windo
if you found an issue when you try to import xgboost (my case it is Windows 10 and anaconda spyder) do the following:
conda install -c anaconda py-xgboost
That's all...Good luck.