1、使用pip简单安装
First, make sure you obtained gcc-5 (newer version does not work with this method yet). Note: installation of gcc can take a while (~ 30 minutes)
brew install gcc5
You might need to run the following command with sudo if you run into some permission errors:
pip install xgboost
看起来很简单是吧，但是出错了，哈哈哈
Command "python setup.py egg_info" failed with error code 1 in /private/tmp/pip-build-basmvt7f/xgboost/
也没查到这问题咋解决
2、换个方法从github上clone源码
brew install gcc
git clone --recursive https://github.com/dmlc/xgboost
cd xgboost
执行build.sh
cd python-package; sudo python setup.py install