conda install cmake
conda install gcc
git clone --recursive https://github.com/Microsoft/LightGBM ; cd LightGBM
mkdir build ; cd build
cmake ..
make -j
返回到下载的LightGBM
cd LightGBM
cd python-packages
sudo python setup.py install
conda install cmake
conda install gcc
git clone --recursive https://github.com/Microsoft/LightGBM ; cd LightGBM
mkdir build ; cd build
cmake ..
make -j
返回到下载的LightGBM
cd LightGBM
cd python-packages
sudo python setup.py install
原文：https://www.cnblogs.com/gaoss/p/8185371.html