Update README (dmlc#2204)

I found the installation of the Python XGBoost package to be problematic as the documentation around compiler requirements was unclear, as discussed in dmlc#1501. I decided that I would improve the README.

python-package/README.rst

@@ -1,67 +1,71 @@
+======================
 XGBoost Python Package
 ======================
 
 |PyPI version|
 
+Notes
+=====
+
+- Windows users: pip installation may not work on some Windows environments, and it may cause unexpected errors.
+
+  Installation from pip on Windows is therefore currently disabled for further investigation; please `install from Github <https://xgboost.readthedocs.io/en/latest/build.html>`_ instead.
+- If you want to run XGBoost process in parallel using the fork backend for joblib/multiprocessing, you must build XGBoost without support for OpenMP by ``make no_omp=1``. Otherwise, use the forkserver (in Python 3.4) or spawn backend. See the `sklearn\_parallel.py <../demo/guide-python/sklearn_parallel.py>`__ demo.
+
+Requirements
+============
+
+Since this package contains C++ source code, ``pip`` needs a C++ compiler from the system to compile the source code on-the-fly.
+
+macOS
+-----
+
+On macOS, ``gcc@5`` is required as later versions remove support for OpenMP. `See here <https://github.com/dmlc/xgboost/issues/1501#issuecomment-292209578>`_ for more info.
+
+Please install ``gcc@5`` from `Homebrew <https://brew.sh/>`_::
+
+    brew install gcc@5
+
+Linux
+-----
+
+Please install ``gcc``::
+
+    sudo apt-get install build-essential      # Ubuntu/Debian
+    sudo yum groupinstall 'Development Tools' # CentOS/RHEL
+
 Installation
-------------
-
-We are on `PyPI <https://pypi.python.org/pypi/xgboost>`__ now. For
-stable version, please install using pip:
-
--  ``pip install xgboost``
--  Since this package contains C++ source code, ``pip`` needs a C++ compiler from the system
-   to compile the source code on-the-fly. Please follow the following instruction for each
-   supported platform.
--  Note for Mac OS X users: please install ``gcc`` from ``brew`` by 
-   ``brew tap homebrew/versions; brew install gcc --without-multilib`` firstly.
--  Note for Linux users: please install ``gcc`` by ``sudo apt-get install build-essential`` firstly
-   or using the corresponding package manager of the system.
--  Note for windows users: this pip installation may not work on some
-   windows environment, and it may cause unexpected errors. pip
-   installation on windows is currently disabled for further
-   investigation, please install from github.
-
-For up-to-date version, please install from github.
-
--  To make the python module, type ``./build.sh`` in the root directory
-   of project
--  Make sure you have
-   `setuptools <https://pypi.python.org/pypi/setuptools>`__
--  Install with ``cd python-package; python setup.py install`` from this directory.
--  For windows users, please use the Visual Studio project file under
-   `windows folder <../windows/>`__. See also the `installation
-   tutorial <https://www.kaggle.com/c/otto-group-product-classification-challenge/forums/t/13043/run-xgboost-from-windows-and-python>`__
-   from Kaggle Otto Forum.
--  Add MinGW to the system PATH in Windows if you are using the latest version of xgboost which requires compilation:
-
-    ```python
+============
+
+From `PyPI <https://pypi.python.org/pypi/xgboost>`_
+---------------------------------------------------
+
+For a stable version, install using ``pip``::
+
+    pip install xgboost
+
+From source
+-----------
+
+For an up-to-date version, `install from Github <https://xgboost.readthedocs.io/en/latest/build.html>`_:
+
+-  Run ``./build.sh`` in the root of the repo.
+-  Make sure you have `setuptools <https://pypi.python.org/pypi/setuptools>`_ installed: ``pip install setuptools``
+-  Install with ``cd python-package; python setup.py install`` from the root of the repo
+-  For Windows users, please use the Visual Studio project file under the `Windows folder <../windows/>`_. See also the `installation
+   tutorial <https://www.kaggle.com/c/otto-group-product-classification-challenge/forums/t/13043/run-xgboost-from-windows-and-python>`_ from Kaggle Otto Forum.
+-  Add MinGW to the system PATH in Windows if you are using the latest version of xgboost which requires compilation::
+
+    python
     import os
     os.environ['PATH'] = os.environ['PATH'] + ';C:\\Program Files\\mingw-w64\\x86_64-5.3.0-posix-seh-rt_v4-rev0\\mingw64\\bin'
-    ```
 
 Examples
---------
-
--  Refer also to the walk through example in `demo
-   folder <https://github.com/dmlc/xgboost/tree/master/demo/guide-python>`__
--  See also the `example scripts <https://github.com/dmlc/xgboost/tree/master/demo/kaggle-higgs>`__ for Kaggle
-   Higgs Challenge, including `speedtest
-   script <https://github.com/dmlc/xgboost/tree/master/demo/kaggle-higgs/speedtest.py>`__ on this dataset.
-
-Note
-----
-
--  If you want to build xgboost on Mac OS X with multiprocessing support
-   where clang in XCode by default doesn't support, please install gcc
-   4.9 or higher using `homebrew <http://brew.sh/>`__
-   ``brew tap homebrew/versions; brew install gcc --without-multilib``
--  If you want to run XGBoost process in parallel using the fork backend
-   for joblib/multiprocessing, you must build XGBoost without support
-   for OpenMP by ``make no_omp=1``. Otherwise, use the forkserver (in
-   Python 3.4) or spawn backend. See the
-   `sklearn\_parallel.py <../demo/guide-python/sklearn_parallel.py>`__
-   demo.
+========
+
+-  Refer also to the walk through example in `demo folder <https://github.com/dmlc/xgboost/tree/master/demo/guide-python>`_.
+-  See also the `example scripts <https://github.com/dmlc/xgboost/tree/master/demo/kaggle-higgs>`_ for Kaggle
+   Higgs Challenge, including `speedtest script <https://github.com/dmlc/xgboost/tree/master/demo/kaggle-higgs/speedtest.py>`_ on this dataset.
 
 .. |PyPI version| image:: https://badge.fury.io/py/xgboost.svg
    :target: http://badge.fury.io/py/xgboost