xgboost conflicts with mkl

[selik]

Installing NumPy with MKL and py-xgboost causes a scary warning when importing xgboost.

OMP: Error #15: Initializing libiomp5.dylib, but found libiomp5.dylib
already initialized. OMP: Hint: This means that multiple copies of the
OpenMP runtime have been linked into the program. That is dangerous,
since it can degrade performance or cause incorrect results. The best
thing to do is to ensure that only a single OpenMP runtime is linked
into the process, e.g. by avoiding static linking of the OpenMP runtime
in any library. As an unsafe, unsupported, undocumented workaround you
can set the environment variable KMP_DUPLICATE_LIB_OK=TRUE to allow the
program to continue to execute, but that may cause crashes or silently
produce incorrect results. For more information, please see
http://www.intel.com/software/products/support/.

This appears to be a Mac-specific issue.
dmlc/xgboost#1715

conda v4.5.11
python 3.7.1.final.0
latest MacOS