首先放一下官网教程的网址：
https://github.com/Microsoft/LightGBM/blob/master/docs/Installation-Guide.rst#macos

1. 安装brew

检查电脑是否有brew，在终端输入

brew help

若输出：

Example usage:
  brew search [TEXT|/REGEX/]
  brew info [FORMULA...]
  brew install FORMULA...
  brew update
  brew upgrade [FORMULA...]
  brew uninstall FORMULA...
  brew list [FORMULA...]

Troubleshooting:
  brew config
  brew doctor
  brew install --verbose --debug FORMULA

Contributing:
  brew create [URL [--no-fetch]]
  brew edit [FORMULA...]

Further help:
  brew commands
  brew help [COMMAND]
  man brew
  https://docs.brew.sh

说明电脑已经安装了brew
如果没有安装，在终端输入：

/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)" 

2. 通过brew安装cmake 和 gcc

brew install cmake
brew install gcc --without-multilib

3. 编译lightgbm

git clone --recursive https://github.com/Microsoft/LightGBM ; cd LightGBM
export CXX=g++-7 CC=gcc-7
mkdir build ; cd build
cmake ..
make -j4

4. 安装

进入下载的LightGBM目录下面的Python-package目录下，能找到setup.py文件
执行命令

python setup.py install