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python - clang: error: : errorunsupported option '-fopenmp' on Mac OSX El Capitan building XGBoost

I'm trying to build XGBoost package for Python following these instructions:

Here is the complete solution to use OpenMP-enabled compilers to install XGBoost. Obtain gcc-5.x.x with openmp support by brew install gcc --without-multilib. (brew is the de facto standard of apt-get on OS X. So installing HPC separately is not recommended, but it should work.):

git clone --recursive https://github.com/dmlc/xgboost
cd xgboost; cp make/config.mk ./config.mk; make -j4

This error occurss precisely in the make -j4 command.

Searching beforenad, I've tried these two solutions (1 and 2), to no avail, except for the part to installing another gcc by fear of messing up everything.

Below is the make configuration file. It has none suspicious about.

#-----------------------------------------------------
#  xgboost: the configuration compile script
#
#  If you want to change the configuration, please use the following
#  steps. Assume you are on the root directory of xgboost.
#  First copy the this file so that any local changes will be ignored by git
#
#  $ cp make/config.mk .
#
#  Next modify the according entries, and then compile by
#
#  $ make
#
#  or build in parallel with 8 threads
#
#  $ make -j8
#----------------------------------------------------

# choice of compiler, by default use system preference.
# export CC = gcc
# export CXX = g++
# export MPICXX = mpicxx

# the additional link flags you want to add
ADD_LDFLAGS =

# the additional compile flags you want to add
ADD_CFLAGS =

# Whether enable openmp support, needed for multi-threading.
USE_OPENMP = 1

# whether use HDFS support during compile
USE_HDFS = 0

# whether use AWS S3 support during compile
USE_S3 = 0

# whether use Azure blob support during compile
USE_AZURE = 0

# Rabit library version,
# - librabit.a Normal distributed version.
# - librabit_empty.a Non distributed mock version,
LIB_RABIT = librabit.a

# path to libjvm.so
LIBJVM=$(JAVA_HOME)/jre/lib/amd64/server

# List of additional plugins, checkout plugin folder.
# uncomment the following lines to include these plugins
# you can also add your own plugin like this
#
# XGB_PLUGINS += plugin/example/plugin.mk
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You installed gcc with Homebrew, yet the error is from clang. That should simply mean that your default compiler still points to clang instead of the newly installed gcc. If you read the comments in the Makefile, you'll see the following lines:

# choice of compiler, by default use system preference.
# export CC = gcc
# export CXX = g++
# export MPICXX = mpicxx

and in your case, you don't want the system one.
Note: gcc for the system points to clang:

$ which gcc
/usr/bin/gcc
$ gcc --version
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 7.3.0 (clang-703.0.29)
Target: x86_64-apple-darwin15.4.0
Thread model: posix
InstalledDir: /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin

Instead, point those variables to something in /usr/local/bin, e.g.:

$ export CC=/usr/local/bin/gcc

and similar for the other two variables, CXX and MPICXX, e.g.:

$ export CC=/usr/local/bin/gcc;CXX=/usr/local/bin/g++;MPICXX=/usr/local/bin/mpicxx

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