Installing XGBoost For Anaconda on Windows
参考连接1:http://blog.csdn.net/Leo_Xu06/article/details/52300869
参考连接2:https://www.ibm.com/developerworks/community/blogs/jfp/entry/Installing_XGBoost_For_Anaconda_on_Windows?lang=zh
可能需要tdm-gcc下载链接:https://sourceforge.net/projects/tdm-gcc/?source=typ_redirect