Currently xgboost is only supported on Linux platform.
Please add support for 64-bit Windows platform.
I try installing xgboost from the anaconda channel after installing Intel Python distribution, but unfortunately that doesn't work also as there are dependencies that's not met.
What I would like to request for is a Intel optimized binary distribution of xgboost, say using AVX instructions or the likes, to increase performance, without using a GPU. I understand this requires changes to the xgboost code base, than the currently available GPU code base. So yes I understand this is a big ask.