The easiest way (Worked for me) is to do the following:
anaconda search -t conda xgboost
You will get a list of install-able features like this:
for example if you want to install the first one on the list mndrake/xgboost (FOR WINDOWS-64bits):
conda install -c mndrake xgboost
If you’re in a Unix system you can choose any other package with “linux-64” on the right.
- Update on 22/10/2020:
Without searching in conda list of channels, you can install it using (source: https://anaconda.org/anaconda/py-xgboost) :
conda install -c anaconda py-xgboost