apt-get update
apt-get install git
apt-get install cmake
apt-get install openmpi-bin openmpi-doc libopenmpi-dev
git clone --recursive https://github.com/Microsoft/LightGBM ; cd LightGBM
mkdir build ; cd build
cmake -DUSE_MPI=ON ..
make -j4

pip install lightgbm

import lightgbm as lgb