ci: include Boost (#2393)

diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml
index b946fc8..9c65967 100644
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -80,8 +80,16 @@
         python-version: ${{ matrix.python }}
         architecture: ${{ matrix.arch }}
 
+    - name: Setup Boost
+      if: runner.os != 'macOS'
+      run: echo "::set-env name=BOOST_ROOT::$BOOST_ROOT_1_72_0"
+
+    - name: Setup Boost (macOS)
+      if: runner.os == 'macOS'
+      run: brew install boost
+
     - name: Cache wheels
-      if: startsWith(runner.os, 'macOS')
+      if: runner.os == 'macOS'
       uses: actions/cache@v2
       with:
         # This path is specific to macOS - we really only need it for PyPy NumPy wheels