lightGBM
brew install cmake
brew install gcc --without-multilib
git clone --recursive https://github.com/Microsoft/LightGBM ; cd LightGBM
mkdir build ; cd build
cmake -DCMAKE_CXX_COMPILER=g++-6 -DCMAKE_C_COMPILER=gcc-6 ..
make -j
cd ../python-package
python setup.py install
http://mlnote.com/2016/11/18/The-realization-of-GBDT-in-LightGBM-and-FastDBT/
http://files.cnblogs.com/files/rocketfan/LightGBM%E4%B8%AD%E7%9A%84GBDT%E5%AE%9E%E7%8E%B0.pdf
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