Huh, I just tried this and it worked. This was not my experience in August-- I spent hours installing xgb and one member of my team never got it to work. It looks like xgb has matured a lot since I first tried it, and has become much more accessible, which is great!
I stand by my point that some libraries are more difficult to install than a quick pip. I just got through installing vispy, which requires a backend that was tricky to get working.
