Unable to load XGBooster

Hi,
I am trying use XgBoost along with Java Maven project, it works when I directly call main class,but it throws below error when I create jar using maven build.

Exception in thread "main" java.lang.IllegalStateException: Unable to load XGBooster
	at hex.genmodel.algos.xgboost.XGBoostNativeMojoModel.makeBooster(XGBoostNativeMojoModel.java:36)
	at hex.genmodel.algos.xgboost.XGBoostNativeMojoModel.<init>(XGBoostNativeMojoModel.java:29)
	at hex.genmodel.algos.xgboost.XGBoostMojoReader.makeModel(XGBoostMojoReader.java:41)
	at hex.genmodel.algos.xgboost.XGBoostMojoReader.makeModel(XGBoostMojoReader.java:10)
	at hex.genmodel.ModelMojoReader.readAll(ModelMojoReader.java:145)
	at hex.genmodel.ModelMojoReader.readFrom(ModelMojoReader.java:34)
	at hex.genmodel.MojoModel.load(MojoModel.java:37)
	at com.eliprio.pipeline.model.ModelScoring.extractModelParameters(ModelScoring.java:109)
	at com.eliprio.pipeline.model.ModelScoring.main(ModelScoring.java:78)
Caused by: ml.dmlc.xgboost4j.java.XGBoostError
	at ml.dmlc.xgboost4j.java.Booster.newKryoBooster(Booster.java:85)
	at ml.dmlc.xgboost4j.java.Booster.newBooster(Booster.java:74)
	at ml.dmlc.xgboost4j.java.Booster.loadModel(Booster.java:135)
	at ml.dmlc.xgboost4j.java.BoosterHelper.loadModel(BoosterHelper.java:14)
	at hex.genmodel.algos.xgboost.XGBoostNativeMojoModel.makeBooster(XGBoostNativeMojoModel.java:34)
	... 8 more

Below is the maven settings

<plugin>
                <groupId>org.apache.maven.plugins</groupId>
                <artifactId>maven-assembly-plugin</artifactId>
                <executions>
                    <execution>
                        <phase>package</phase>
                        <goals>
                            <goal>single</goal>
                        </goals>
                        <configuration>
                            <archive>
                                <manifest>
                                    <mainClass>
                                        {Main class}
                                    </mainClass>
                                </manifest>
                            </archive>
                            <descriptorRefs>
                                <descriptorRef>jar-with-dependencies</descriptorRef>
                            </descriptorRefs>
                            <appendAssemblyId>false</appendAssemblyId>
                        </configuration>
                    </execution>
                </executions>
            </plugin>

I have used Xgboost library which has windows dll.