[ci] downgrade Xcode version on Azure (#1754)

* downgrade Xcode version on Azure

* fixed docs and warning

.ci/setup.sh

@@ -4,6 +4,9 @@ if [[ $OS_NAME == "macos" ]]; then
     if  [[ $COMPILER == "clang" ]]; then
         brew install libomp
         brew reinstall cmake  # CMake >=3.12 is needed to find OpenMP at macOS
+        if [[ $AZURE == "true" ]]; then
+            sudo xcode-select -s /Applications/Xcode_8.3.1.app/Contents/Developer
+        fi
     else
         if [[ $TRAVIS == "true" ]]; then
             sudo softwareupdate -i "Command Line Tools (macOS High Sierra version 10.13) for Xcode-9.3"  # fix "fatal error: _stdio.h: No such file or directory"

python-package/README.rst

@@ -22,7 +22,7 @@ For **Linux** users, **glibc** >= 2.14 is required.
 
 For **macOS** users:
 
-- Starting from version 2.2.1, the library file in distribution wheels is built by the **Apple Clang** (Xcode_9.4.1) compiler. This means that you don't need to install the **gcc** compiler anymore. Instead of that you need to install the **OpenMP** library, which is required for running LightGBM on the system with the **Apple Clang** compiler. You can install the **OpenMP** library by the following command: ``brew install libomp``.
+- Starting from version 2.2.1, the library file in distribution wheels is built by the **Apple Clang** (Xcode_8.3.1) compiler. This means that you don't need to install the **gcc** compiler anymore. Instead of that you need to install the **OpenMP** library, which is required for running LightGBM on the system with the **Apple Clang** compiler. You can install the **OpenMP** library by the following command: ``brew install libomp``.
 
 - For version smaller than 2.2.1 and not smaller than 2.1.2, **gcc-8** with **OpenMP** support must be installed first. Refer to `Installation Guide <https://github.com/Microsoft/LightGBM/blob/master/docs/Installation-Guide.rst#gcc>`__ for installation of **gcc-8** with **OpenMP** support.
 

python-package/lightgbm/__init__.py

@@ -38,7 +38,7 @@ __all__ = ['Dataset', 'Booster',
 # REMOVEME: remove warning after 2.3.0 version release
 if system() == 'Darwin':
     warnings.warn("Starting from version 2.2.1, the library file in distribution wheels for macOS "
-                  "is built by the Apple Clang (Xcode_9.4.1) compiler.\n"
+                  "is built by the Apple Clang (Xcode_8.3.1) compiler.\n"
                   "This means that in case of installing LightGBM from PyPI via the ``pip install lightgbm`` command, "
                   "you don't need to install the gcc compiler anymore.\n"
                   "Instead of that, you need to install the OpenMP library, "