title: Install lightgbm on windows
body: <p>I use <code>pip to install lightgbm</code> on windows,Does it work?</p>
  
  <p>Since I have an error while importing LGBMRegressor.
  The error shows as below</p>
  
  <pre><code>"cannot import name 'LGBMRegressor'"
  </code></pre>