BLD Fixes osx build by downgrading to 11.X [cd build]

[thomasjpfan]

Reference Issues/PRs

Fixes #21182

What does this implement/fix? Explain your changes.

There are issues with libomp 12 on OSX. This PR downgrades the libomp version to 11.0.1.

1. I tested the wheel built by github actions on my osx python 3.9 and this fix works.

2. When testing this locally, the wheels work when numpy is installed through pip and fails when numpy is installed through conda. The biggest different I see is that with conda, llvm-openmp==12.0.1 is installed.

3. The CI does not catch this error because everything is installed through pip.

XREF: microsoft/LightGBM#4229

[thomasjpfan]

Some experiments with different combinations:

1. conda-forge numpy + llvm-openmp==11.1.0 + scikit-learn on pypi works.
2. conda-forge numpy + llvm-openmp==12.0.1 + scikit-learn on conda-forge works.
3. conda-forge numpy + llvm-openmp==12.0.1 + scikit-learn on pypi segfaults
4. pypi numpy + scikit-learn on pypi works
5. pypi lightgbm which links to homebrew's installed libomp 13.0.0 or 12.0.1 + scikit-learn on pypi segfaults.

In all cases the wheels built with this PR using libomp 11.0.1 works.

[ogrisel]

Thanks for the investigation. Looks good to me as a stopgap solution.

For the longer term we might have to standardize the wheel packages of the scipy stack to all use the same version of the OpenMP runtimes for each platform...

That might involve some coordination effort via a dedicated SPEC document. This could also help with OpenBLAS / OpenMP interactions that we struggle to understand (e.g. #20642).

[ogrisel]

But reading the discussion in #21182, maybe this is just a bug in the new 12 and 13 versions of libomp, see: https://bugs.llvm.org/show_bug.cgi?id=50579#c1

@thomasjpfan next time you conduct such investigations, it might be interesting to log the output of python -m threadpoolctl -i sklearn or python -m threadpoolctl -i sklearn -i lightgbm in each env to better understand the state of each environment.

[jeremiedbb]

Let's do that until libomp 12 gets fixed