xgboost 缺少依赖导致的安装不成功，试试这个

    ERROR: Complete output from command python setup.py egg_info:
    ERROR: rm -f -rf build build_plugin lib bin *~ */*~ */*/*~ */*/*/*~ */*.o */*/*.o */*/*/*.o xgboost
    clang-omp++ -std=c++0x -Wall -O3 -msse2  -Wno-unknown-pragmas -funroll-loops -Iinclude   -Idmlc-core/include -Irabit/include -fPIC -fopenmp -MM -MT build/learner.o src/learner.cc >build/learner.d
    /bin/sh: clang-omp++: command not found
    make: *** [build/learner.o] Error 127
    make: *** Waiting for unfinished jobs....
    clang-omp++ -std=c++0x -Wall -O3 -msse2  -Wno-unknown-pragmas -funroll-loops -Iinclude   -Idmlc-core/include -Irabit/include -fPIC -fopenmp -MM -MT build/logging.o src/logging.cc >build/logging.d
    /bin/sh: clang-omp++: command not found
    make: *** [build/logging.o] Error 127
    -----------------------------
    Building multi-thread xgboost failed
    Start to build single-thread xgboost
    rm -f -rf build build_plugin lib bin *~ */*~ */*/*~ */*/*/*~ */*.o */*/*.o */*/*/*.o xgboost
    clang-omp++ -std=c++0x -Wall -O3 -msse2  -Wno-unknown-pragmas -funroll-loops -Iinclude   -Idmlc-core/include -Irabit/include -fPIC -fopenmp -MM -MT build/learner.o src/learner.cc >build/learner.d
    /bin/sh: clang-omp++: command not found
    make: *** [build/learner.o] Error 127
    make: *** Waiting for unfinished jobs....
    clang-omp++ -std=c++0x -Wall -O3 -msse2  -Wno-unknown-pragmas -funroll-loops -Iinclude   -Idmlc-core/include -Irabit/include -fPIC -fopenmp -MM -MT build/logging.o src/logging.cc >build/logging.d
    /bin/sh: clang-omp++: command not found
    make: *** [build/logging.o] Error 127
    Successfully build single-thread xgboost
    If you want multi-threaded version
    See additional instructions in doc/build.md
    Traceback (most recent call last):
      File "", line 1, in 
      File "/private/var/folders/qw/y81w55mx5d3gx8rlzy09yvfh0000gn/T/pip-install-e329a_61/xgboost/setup.py", line 29, in 
        LIB_PATH = libpath['find_lib_path']()
      File "/private/var/folders/qw/y81w55mx5d3gx8rlzy09yvfh0000gn/T/pip-install-e329a_61/xgboost/xgboost/libpath.py", line 45, in find_lib_path
        'List of candidates:\n' + ('\n'.join(dll_path)))
    XGBoostLibraryNotFound: Cannot find XGBoost Libarary in the candicate path, did you install compilers and run build.sh in root path?
    List of candidates:
    /private/var/folders/qw/y81w55mx5d3gx8rlzy09yvfh0000gn/T/pip-install-e329a_61/xgboost/xgboost/libxgboost.so
    /private/var/folders/qw/y81w55mx5d3gx8rlzy09yvfh0000gn/T/pip-install-e329a_61/xgboost/xgboost/../../lib/libxgboost.so
    /private/var/folders/qw/y81w55mx5d3gx8rlzy09yvfh0000gn/T/pip-install-e329a_61/xgboost/xgboost/./lib/libxgboost.so
    ----------------------------------------
ERROR: Command "python setup.py egg_info" failed with error code 1 in /private/var/folders/qw/y81w55mx5d3gx8rlzy09yvfh0000gn/T/pip-install-e329a_61/xgboost/

xgboost 存在一些版本不好安装

conda install -c conda-forge xgboost==0.6a2