Update

[ghstack-poisoned]

Author: swolchok

.ci/scripts/setup-macos.sh

@@ -121,6 +121,7 @@ setup_macos_env_variables
 # NB: we need buck2 in all cases because cmake build also depends on calling
 # buck2 atm
 install_buck
+brew install libomp
 install_pip_dependencies
 
 # TODO(huydhn): Unlike our self-hosted runner, GitHub runner doesn't have access