Fix "No module named xgboost" ImportError in Jupyter Notebook

XGBoost is gaining a lot of traction, and its downloads are increasing. Yet, there's a common issue with the installation, especially in Jupyter Notebook environments where it's typically installed with:

! pip install xgboost
# Or
! pip3 install xgboost
# Or
! conda install -c conda-forge xgboost

Oftentimes, even though this approach works for other modules, this will result in:

ImportError: No module named xgboost

This issue especially seems to be present in Jupyter Notebooks - the most common environment in which you might use XGBoost. This issue may be fixed by using Python's pip module explicitly:

! python -m pip install xgboost
# Or
! python3 -m pip install xgboost

But as it may also fail, one of the most common fixes is:

import sys
!{sys.executable} -m pip install xgboost

After which, you can import without issues:

import xgboost