我遇到了同样的问题，并通过以下方式解决了问题:

I have the same issue and solved it by:

brew install clang-omp
export CC=clang-omp
export CXX=clang-omp++
git clone --recursive https://github.com/dmlc/xgboost
cd xgboost; cp make/config.mk ./config.mk; make -j4
cd python-package
sudo python setup.py install

如果以前使用pip安装xgboost，则从项目中删除以前安装的xgboost.然后使用

If you used pip to install xgboost before, then delete the previous installed xgboost from your project. Then use

pip install xgboost 

再次安装.