Make pip install xgboost*.tar.gz work by fixing build-python.sh (#5241)

* Make pip install xgboost*.tar.gz work by fixing build-python.sh

* Simplify install doc

* Add test

* Install Miniconda for Linux target too

* Build XGBoost only once in sdist

* Try importing xgboost after installation

* Don't set PYTHONPATH env var for sdist test

python-package/xgboost/build-python.sh

@@ -12,47 +12,22 @@
 set -e
 set -x
 
-#pushd xgboost
 oldpath=`pwd`
 cd ./xgboost/
 
-GCC_PATH=""
-if echo "${OSTYPE}" | grep -q "darwin"; then
-  # Use OpenMP-capable compiler if possible
-  if [ "v"`sw_vers -buildVersion` -ge "v17G65" ]; then
-    if which g++-9; then
-      GCC_PATH="CC=gcc-9 CXX=g++-9"
-    else
-      echo "For MacOS version higher than High Sierra, please install gcc@9 first."
-    fi
-  elif which g++-5; then
-    GCC_PATH="CC=gcc-5 CXX=g++-5"
-  elif which g++-7; then
-    GCC_PATH="CC=gcc-7 CXX=g++-7"
-  elif which g++-8; then
-    GCC_PATH="CC=gcc-8 CXX=g++-8"
-  elif which clang++; then
-    GCC_PATH="CC=clang CXX=clang++"
-  fi
-fi
-
 #remove the pre-compiled .so and trigger the system's on-the-fly compiling
 mkdir -p build
 cd build
-if [ -f * ]; then
-  rm -r *
-fi
-if eval $GCC_PATH" cmake .." && eval $GCC_PATH" make -j4"; then
-    echo "Successfully build multi-thread xgboost"
+if cmake .. && make -j4; then
+    echo "Successfully built multi-thread xgboost"
 else
     echo "-----------------------------"
     echo "Building multi-thread xgboost failed"
     echo "Start to build single-thread xgboost"
-    eval $GCC_PATH" cmake .. -DUSE_OPENMP=0"
-    eval $GCC_PATH" make -j4"
-    echo "Successfully build single-thread xgboost"
-    echo "If you want multi-threaded version"
-    echo "See additional instructions in doc/build.md"
+    cmake .. -DUSE_OPENMP=0
+    make -j4
+    echo "Successfully built single-thread xgboost; training speed may be suboptimal."
+    echo "To use all CPU cores for training jobs, install libomp package from Homebrew and re-install XGBoost"
 fi
 cd $oldpath