It looks like Anaconda supports XGBoost on Windows.
You might be right about C compiler. But something itched when you mentioned Docker. Could getting Windows SDK installed be harder, than installing Docker?
I just use chocolatey for that
> choco install windows-sdk-10.0
That being said I had to avoid installing VS 2019 for quite awhile because Node.js native module build chain couldn't work with it. There are complexities
You might be right about C compiler. But something itched when you mentioned Docker. Could getting Windows SDK installed be harder, than installing Docker?