1：先安装brew（https://www.cnblogs.com/zoulifeng2017/p/7514139.html）
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
2:接着按照官网的提示（http://lightgbm.readthedocs.io/en/latest/Installation-Guide.html）
brew install cmake
brew install gcc
git clone --recursive https://github.com/Microsoft/LightGBM ; cd LightGBM
export CXX=g++-7 CC=gcc-7 # replace 7 with version of gcc installed on your machine
mkdir build ; cd build
cmake .. (在这步就报错了，报错内容下面记录)
make -j4
CMake Error at /usr/local/Cellar/cmake/3.11.4/share/cmake/Modules/FindPackageHandleStandardArgs.cmake:137 (message):
Could NOT find OpenMP_C (missing: OpenMP_C_FLAGS OpenMP_C_LIB_NAMES)
Call Stack (most recent call first):
/usr/local/Cellar/cmake/3.11.4/share/cmake/Modules/FindPackageHandleStandardArgs.cmake:378 (_FPHSA_FAILURE_MESSAGE)
/usr/local/Cellar/cmake/3.11.4/share/cmake/Modules/FindOpenMP.cmake:442 (find_package_handle_standard_args)
CMakeLists.txt:67 (find_package)
说是cmake还是gcc不支持OpenMP
找了一堆方法，都没法解决问题，最后决定还是从源头出发
3：在 /Users/zhouheng/LightGBM/build 目录下，上面报错的时候会在这个目录下生成两个错误文件，一定要先删除 rm -rf ./* ，不然下面正确的方法也会报错
4：正确的安装办法