Clone the recursive repo for xgboost
git clone --recursive https://github.com/dmlc/xgboost
cd xgboost
make -j4
cd
in the folder: xgboost/python-package
python setup.py install
Install libgcc
conda install libgcc
Go to python shell and type:
import xgboost as xgb
(Shouldn't give you any errors)