Cannot import some python packages due to CLIBCXX version mismatch

I’m using PyCall with python from my anaconda installation, i.e. ENV["PYTHON"] = "/home/aplavin/anaconda3/bin/python". Almost everything has been working fine, but I’m unable to load xgboost package: pyimport("xgboost") throws

ERROR: PyError (PyImport_ImportModule) <class 'xgboost.core.XGBoostError'>
XGBoostError('XGBoost Library ( could not be loaded.\nLikely causes:\n  * OpenMP runtime is not installed (vcomp140.dll or libgomp-1.dll for Windows, for UNIX-like OSes)\n  * You are running 32-bit Python on a 64-bit OS\nError message(s): ["/home/aplavin/julia-1.2.0/bin/../lib/julia/ version `GLIBCXX_3.4.26\' not found (required by /home/aplavin/anaconda3/lib/python3.7/site-packages/xgboost/./lib/"]\n')
  File "/home/aplavin/anaconda3/lib/python3.7/site-packages/xgboost/", line 11, in <module>
    from .core import DMatrix, Booster
  File "/home/aplavin/anaconda3/lib/python3.7/site-packages/xgboost/", line 161, in <module>
    _LIB = _load_lib()
  File "/home/aplavin/anaconda3/lib/python3.7/site-packages/xgboost/", line 152, in _load_lib
    'Error message(s): {}\n'.format(os_error_list))

As I understand, it requires GLIBCXX_3.4.26 while Julia has another version which it tries to use here. Of course, everything works fine when I do import xgboost from plain Python REPL, because it uses the library from conda (I suppose) which has the matching version. I tried playing with ld_library_path and other environment variables, but no success.

So, the question is - how do I use the installed python package through PyCall, providing it with the correct libstdc++?