[Python] Install xgboost in MacOS

By executing pip install xgboost in MacOS, we may get the following error message:

List of candidates:
/private/var/folders/.../xgboost/libxgboost.so /private/var/folders/.../xgboost/../../lib/libxgboost.so /private/var/folders/.../xgboost/./lib/libxgboost.so
----------------------------------------
Command "python setup.py egg_info" failed with error code 1 in /private/var/folders/.../

My solution:

$ brew install gcc@5
$ pip install xgboost

Model:

• http://xgboost.readthedocs.io/en/latest/model.html
• https://homes.cs.washington.edu/~tqchen/pdf/BoostedTree.pdf (slides)
• https://arxiv.org/pdf/1603.02754.pdf (paper)