I am using Anaconda. I first switched to Python2 (Version 2.7.11).
python -V
Python 2.7.11 :: Continuum Analytics, Inc.
I used the followin
You first need to build the library through "make", then you can install using anaconda prompt.
First follow the official guide with the following procedure (in Git Bash on Windows):
git clone --recursive https://github.com/dmlc/xgboost
git submodule init
git submodule update
install TDM-GCC here
alias make='mingw32-make'
cp make/mingw64.mk config.mk; make -j4
Last, do the following using anaconda prompt:
cd xgboost\python-package
python setup.py install
Also refer to these great resources:
Official Guide
Installing Xgboost on Windows
Installing XGBoost For Anaconda on Windows