./build/sbt clean package gives the below error:
Resolving org.fusesource.jansi#jansi;1.4 ...
[warn] ::::::::::::::::::::::::::::::::::::::::::::::
[warn
xgboost jars must be built locally and published to your local maven repository for your set up to work. The instructions for this is published here
Also additionally the dependencies should be like below (the groupId is ml.dmlc)
libraryDependencies += "ml.dmlc" %% "xgboost4j" % "0.7"
libraryDependencies += "ml.dmlc" %% "xgboost4j-spark" % "0.7"