Get Latest Record In Each MySQL Group

Table=check_group_by
id   group_by    value
-------------------------
1    1           Value 1
2    1           Value 2
3    1           Value 3
4    2           Value 4
5    2           Value 5
6    3           Value 6

Query will be as like:

SELECT id,group_by,value FROM check_group_by
WHERE id IN (
 SELECT MAX(id) FROM check_group_by GROUP BY group_by
)