I'v successfully installed CatBoost via

pip install catboost

But I'v got errors, when I tried sample python script in Jupiter Notebook

import numpy as np
from catboost import CatBoostClassifierImportError: No module named '_catboost'
ImportError: DLL load failed: Не найден указанный модуль.

Link to CatBoost site: https://catboost.yandex/

If you use python 3.5, pip maybe download not right version of wheel. Instead of catboost-0.1.1.2-py3-none-win_amd64.whl you need catboost-0.1.1.2-cp35-none-win_amd64.whl.

Try to reinstall catboost: pip install catboost --no-cache-dir