boost 1.66 - Ubuntu 16.04 - Running b2, g++ gcc cannot find pyconfig.h

I'm following the [Getting Started](http://www.boost.org/doc/libs/1_66_0/more/getting_started/unix-variants.html) guide for 1.66.

# Versions
OS: Linux Mint 18.3 ( essentially Ubuntu 16.04 )

Python: Python 2.7, Python 3.6, and Anaconda 5.0.1 w/ Python 3.6

- bootstrap.sh sets Anaconda 5.0.1 as my default python, but this also occurred when 2.7 was my default. I've tried both.

Boost: 1.66

GCC: 5.4.0 (the default for ubuntu 16.04 is 5.3.1 but I needed 5.4.0 for something so now this is my default)

# Behavior

I run ./bootstrap.sh and get the following output which seems normal:
```
Building Boost.Build engine with toolset gcc... tools/build/src/engine/bin.linuxx86_64/b2
Detecting Python version... 3.6
Detecting Python root... /home/joey/anaconda3
Unicode/ICU support for Boost.Regex?... not found.
Backing up existing Boost.Build configuration in project-config.jam.3
Generating Boost.Build configuration in project-config.jam...

Bootstrapping is done. To build, run:

./b2
```
I have tried this process with two different default python versions, the default 2.7 with ubuntu and afterwords 3.6 with anaconda. Same problems both times.

I run ./b2 and get pyconfig.h not-found errors:

```
Performing configuration checks

- 32-bit : no (cached)
- 64-bit : yes (cached)
- arm : no (cached)
- mips1 : no (cached)
- power : no (cached)
- sparc : no (cached)
- x86 : yes (cached)

Building the Boost C++ Libraries.

- symlinks supported : yes (cached)
- C++11 mutex : no (cached)
- lockfree boost::atomic_flag : yes (cached)
- Boost.Config Feature Check: cxx11_auto_declarations : no (cached)
- Boost.Config Feature Check: cxx11_constexpr : no (cached)
- Boost.Config Feature Check: cxx11_defaulted_functions : no (cached)
- Boost.Config Feature Check: cxx11_final : no (cached)
- Boost.Config Feature Check: cxx11_hdr_mutex : no (cached)
- Boost.Config Feature Check: cxx11_hdr_regex : no (cached)
- Boost.Config Feature Check: cxx11_hdr_tuple : no (cached)
- Boost.Config Feature Check: cxx11_lambdas : no (cached)
- Boost.Config Feature Check: cxx11_noexcept : no (cached)
- Boost.Config Feature Check: cxx11_nullptr : no (cached)
- Boost.Config Feature Check: cxx11_rvalue_references : no (cached)
- Boost.Config Feature Check: cxx11_template_aliases : no (cached)
- Boost.Config Feature Check: cxx11_thread_local : no (cached)
- Boost.Config Feature Check: cxx11_variadic_templates : no (cached)
- has_icu builds : no (cached)
warning: Graph library does not contain MPI-based parallel components.
note: to enable them, add "using mpi ;" to your user-config.jam
- zlib : yes (cached)
- bzip2 : no (cached)
- lzma : no (cached)
- iconv (libc) : yes (cached)
- icu : no (cached)
- icu (lib64) : no (cached)
- native-atomic-int32-supported : yes (cached)
- native-syslog-supported : yes (cached)
- pthread-supports-robust-mutexes : yes (cached)
- compiler-supports-visibility : yes (cached)
- compiler-supports-ssse3 : yes (cached)
- compiler-supports-avx2 : yes (cached)
- gcc visibility : yes (cached)
- long double support : yes (cached)
warning: skipping optional Message Passing Interface (MPI) library.
note: to enable MPI support, add "using mpi ;" to user-config.jam.
note: to suppress this message, pass "--without-mpi" to bjam.
note: otherwise, you can safely ignore this message.
- libbacktrace builds : yes (cached)
- addr2line builds : yes (cached)
- WinDbg builds : no (cached)
- WinDbgCached builds : no (cached)
- zlib : yes (cached)
- bzip2 : no (cached)
- lzma : no (cached)

Component configuration:

- atomic : building
- chrono : building
- container : building
- context : building
- coroutine : building
- date_time : building
- exception : building
- fiber : building
- filesystem : building
- graph : building
- graph_parallel : building
- iostreams : building
- locale : building
- log : building
- math : building
- mpi : building
- program_options : building
- python : building
- random : building
- regex : building
- serialization : building
- signals : building
- stacktrace : building
- system : building
- test : building
- thread : building
- timer : building
- type_erasure : building
- wave : building

...patience...
...patience...
...patience...
...patience...
...patience...
...patience...
...found 14936 targets...
...updating 78 targets...
gcc.compile.c++ bin.v2/libs/python/build/gcc-gnu-5.4.0/release/threadapi-pthread/threading-multi/list.o
In file included from ./boost/python/detail/prefix.hpp:13:0,
from ./boost/python/list.hpp:8,
from libs/python/src/list.cpp:5:
./boost/python/detail/wrap_python.hpp:50:23: fatal error: pyconfig.h: No such file or directory
compilation terminated.

"g++" -O3 -finline-functions -Wno-inline -Wall -pthread -fPIC -m64 -DBOOST_ALL_NO_LIB=1 -DBOOST_PYTHON_SOURCE -DNDEBUG -I"." -I"/home/joey/anaconda3/include/python3.6" -c -o "bin.v2/libs/python/build/gcc-gnu-5.4.0/release/threadapi-pthread/threading-multi/list.o" "libs/python/src/list.cpp"

...failed gcc.compile.c++ bin.v2/libs/python/build/gcc-gnu-5.4.0/release/threadapi-pthread/threading-multi/list.o...
gcc.compile.c++ bin.v2/libs/python/build/gcc-gnu-5.4.0/release/threadapi-pthread/threading-multi/long.o
In file included from ./boost/python/detail/prefix.hpp:13:0,
from ./boost/python/long.hpp:8,
from libs/python/src/long.cpp:5:
./boost/python/detail/wrap_python.hpp:50:23: fatal error: pyconfig.h: No such file or directory
compilation terminated.

"g++" -O3 -finline-functions -Wno-inline -Wall -pthread -fPIC -m64 -DBOOST_ALL_NO_LIB=1 -DBOOST_PYTHON_SOURCE -DNDEBUG -I"." -I"/home/joey/anaconda3/include/python3.6" -c -o "bin.v2/libs/python/build/gcc-gnu-5.4.0/release/threadapi-pthread/threading-multi/long.o" "libs/python/src/long.cpp"

...failed gcc.compile.c++ bin.v2/libs/python/build/gcc-gnu-5.4.0/release/threadapi-pthread/threading-multi/long.o...
gcc.compile.c++ bin.v2/libs/python/build/gcc-gnu-5.4.0/release/threadapi-pthread/threading-multi/dict.o
In file included from ./boost/python/detail/prefix.hpp:13:0,
from ./boost/python/dict.hpp:8,
from libs/python/src/dict.cpp:4:
./boost/python/detail/wrap_python.hpp:50:23: fatal error: pyconfig.h: No such file or directory
compilation terminated.
```
(and 66 failed python-related targets later b2 finishes)
```
...failed updating 66 targets...
...skipped 12 targets..
```
I'm not really sure where to go from here - if this is an issue others face when trying to build boost on ubuntu 14-16, or if my system configuration is just messed up?

Hope to find the cause, and thank you for any info / suggestions you can provide.