步骤

参考https://stackoverflow.com/questions/44937698/lightgbm-oserror-library-not-loaded

1. brew install cmake
2. brew install gcc --without-multilib
3. git clone --recursive https://github.com/Microsoft/LightGBM ; cd LightGBM
4. mkdir build ; cd build
5. cmake .. -DCMAKE_C_COMPILER=/usr/local/Cellar/gcc/6.2.0/bin/gcc-6 -DCMAKE_CXX_COMPILER=/usr/local/Cellar/gcc/6.2.0/bin/g++-6 -DOpenMP_C_FLAGS=-fopemmp 注意把gcc的两个路径改成你机器上的路径，DOpenMP_C_FLAGS标记是因为cmake脚本没有自动找到opemmp的路径，手动指定
6. make -j
7. cd python-packages
8. sudo python setup.py install