title: Error when importing XGBoost on Apple M1?
body: <p><strong>Has anyone figured out how to make XGboost work with Apple M1?</strong></p>
  <p>I have tried multiple things to fix it, but it does not work.</p>
  <p><em>I have tried reinstalling it; pip and pip3 and python -m pip and conda install; brew install limpomp; brew install gcc@8; Downloading source code and compiling locally.</em></p>
  <p>It seems XGboost does not work on Apple M1.</p>
  <p><strong>Here is the error, this occurs when I import xgboost in my script:</strong></p>
  <pre><code>XGBoostError: XGBoost Library (libxgboost.dylib) could not be loaded.
  Likely causes:
    * OpenMP runtime is not installed (vcomp140.dll or libgomp-1.dll for Windows, libomp.dylib for Mac OSX, libgomp.so for Linux and other UNIX-like OSes). Mac OSX users: Run `brew install libomp` to install OpenMP runtime.
    * You are running 32-bit Python on a 64-bit OS
  Error message(s): ['dlopen(/opt/anaconda3/envs/msc-env/lib/python3.8/site-packages/xgboost/lib/libxgboost.dylib, 6): Library not loaded: /usr/local/opt/libomp/lib/libomp.dylib\n  Referenced from: /opt/anaconda3/envs/msc-env/lib/python3.8/site-packages/xgboost/lib/libxgboost.dylib\n  Reason: image not found']
  </code></pre>