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Installing lightgbm on Ubuntu 16 Xenial with GPU Support
sudo apt-get update
apt-get install -y python-pip nginx npm nodejs-legacy supervisor opencl-headers libboost-all-dev libboost-dev libboost-system-dev libboost-filesystem-dev ocl-icd-libopencl1 ocl-icd-opencl-dev git
apt-get install software-properties-common
add-apt-repository ppa:george-edison55/cmake-3.x
apt-get update
export BOOST_ROOT=/usr/include/boost
sudo apt-get install cmake
# this is where it gets ugly, tried: sudo add-apt-repository ppa:kylelutz/compute; sudo apt-get install boost-compute; with no dice.
# kept getting: boost/compute/core.hpp: No such file or directory
cd /tmp/
git clone git://github.com/kylelutz/compute.git
mv /tmp/compute/include/boost/compute /usr/include/boost
mv /tmp/compute/include/boost/compute.hpp /usr/include/boost/
pip install --upgrade pip
pip install virtualenv
virtualenv -p python3 ~/venv
. ~/venv/bin/activate
pip install lightgbm --install-option=--gpu
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