• On Windows, with py>=3.5, it's just "use VS>=2015". https://packaging.python.org/guides/packaging-binary-extensions/#binary-extensions-for-windows excerpt:

For Python 3.5

1. Install Visual Studio 2015 Community Edition (or any later version, when these are released).
2. Done.

• On macOS (or anywhere else), a compiler is only needed when building
  from source.

PR Summary

PR Checklist

• Has Pytest style unit tests
• Code is Flake 8 compliant
• New features are documented, with examples if plot related
• Documentation is sphinx and numpydoc compliant
• Added an entry to doc/users/next_whats_new/ if major new feature (follow instructions in README.rst there)
• Documented in doc/api/api_changes.rst if API changed in a backward-incompatible way