首先安装一些依赖环境：

sudo apt-get install cmake libblkid-dev e2fslibs-dev libboost-all-dev libaudit-dev
sudo apt-get install ocl-icd-libopencl1

然后编译lightGBM文件：

git clone --recursive https://github.com/microsoft/LightGBM ; cd LightGBM
mkdir build ; cd build
cmake -DUSE_GPU=1 ..
# if you have installed NVIDIA CUDA to a customized location, you should specify paths to OpenCL headers and library like the following:
# cmake -DUSE_GPU=1 -DOpenCL_LIBRARY=/usr/local/cuda/lib64/libOpenCL.so -DOpenCL_INCLUDE_DIR=/usr/local/cuda/include/ ..
make -j4

然后安装python 版本的catboost.

pip install catboost

如果有装anaconda的话，可以用下面的命令安装：

conda config --add channels conda-forge
conda install catboost

参考文献

[1].lightGBM. https://lightgbm.readthedocs.io/en/latest/Installation-Guide.html#id17

[2].CMake的是无法找到Boost库(CMake is not able to find BOOST libraries). http://www.it1352.com/323838.html

[3].conda install. https://catboost.ai/docs/installation/python-installation-method-conda-install.html

最后

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