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One way around this limitation is to also include a ruby interpreter along with your source code. There are some projects out there that attempt to do just that, each with their own limitations and degrees of success. One such project is https://github.com/pmq20/ruby-packer. With this, you can give it your ruby code and it will bundle it up with a ruby interpreter so that you can hand out a single executable file to run.
I'm not sure that can be done. Ruby is a language specification that requires an application that implements it (called rubies). These are interpreters that then execute Ruby files/programs. You may find something here https://github.com/planetruby/awesome-rubies for more info and something may suit your purpose. Then there is also this https://github.com/pmq20/ruby-packer
Depending on what you're doing, that might be good enough for you. If not, you may want to consider using a compiled language. Crystal (https://crystal-lang.org/) is a compiled language based on ruby that might work well for you, though it is still in its infant stages in terms of third party libraries.
That is Rake. Its definition is "a Make-like program implemented in Ruby."