Early in the 1700s the Duke of Buckingham, John Sheffield, asked the architect William Winde to build Buckingham House. This was only the beginning, King George IV acquired the building changing it into a more extensive structure. The neoclassical architect John Nash greatly enlarged the building for George IV and eventually when the Palace became the home of Queen Victoria and Prince Albert the structure became what we see today, a mixture of classical, baroque and rococo styles.
https://www.royalcollection.org.uk/visit/the-state-rooms-buckingham-palace
10 minutes Hyde Park Corner and Victoria tubes