not use exception in command line due to catch-miss of multi-threading exceptions.

include/LightGBM/c_api.h

@@ -741,7 +741,7 @@ inline int LGBM_APIHandleException(const std::string& ex) {
   return -1;
 }
 
-#define API_BEGIN() try {
+#define API_BEGIN() Log::ResetUseException(true); try {
 
 #define API_END() } \
 catch(std::exception& ex) { return LGBM_APIHandleException(ex); } \

include/LightGBM/utils/log.h

@@ -45,6 +45,10 @@ public:
     GetLevel() = level;
   }
 
+  static void ResetUseException(bool use_ex) {
+    UseException() = use_ex;
+  }
+
   static void Debug(const char *format, ...) {
     va_list val;
     va_start(val, format);
@@ -73,7 +77,12 @@ public:
     vsprintf(str_buf, format, val);
 #endif
     va_end(val);
-    throw std::runtime_error(std::string(str_buf));
+    if (UseException()) {
+      throw std::runtime_error(std::string(str_buf));
+    } else {
+      fprintf(stderr, str_buf);
+      exit(-1);
+    }
   }
 
 private:
@@ -96,6 +105,8 @@ private:
   static LogLevel& GetLevel() { static thread_local LogLevel level = LogLevel::Info; return level; }
 #endif
 
+  static bool& UseException() { static bool use_ex = false; return use_ex; }
+
 };
 
 }  // namespace LightGBM

src/main.cpp

@@ -2,22 +2,6 @@
 #include <LightGBM/application.h>
 
 int main(int argc, char** argv) {
-  try {
-    LightGBM::Application app(argc, argv);
-    app.Run();
-  }
-  catch (const std::exception& ex) {
-    std::cerr << "Met Exceptions:" << std::endl;
-    std::cerr << ex.what() << std::endl;
-    exit(-1);
-  }
-  catch (const std::string& ex) {
-    std::cerr << "Met Exceptions:" << std::endl;
-    std::cerr << ex << std::endl;
-    exit(-1);
-  }
-  catch (...) {
-    std::cerr << "Unknown Exceptions" << std::endl;
-    exit(-1);
-  }
+  LightGBM::Application app(argc, argv);
+  app.Run();
 }

windows/LightGBM.vcxproj

@@ -206,6 +206,7 @@
     <ClInclude Include="..\include\LightGBM\utils\array_args.h" />
     <ClInclude Include="..\include\LightGBM\utils\common.h" />
     <ClInclude Include="..\include\LightGBM\utils\log.h" />
+    <ClInclude Include="..\include\LightGBM\utils\openmp_wrapper.h" />
     <ClInclude Include="..\include\LightGBM\utils\pipeline_reader.h" />
     <ClInclude Include="..\include\LightGBM\utils\random.h" />
     <ClInclude Include="..\include\LightGBM\utils\text_reader.h" />

windows/LightGBM.vcxproj.filters

@@ -177,6 +177,9 @@
     <ClInclude Include="..\src\io\dense_nbits_bin.hpp">
       <Filter>src\io</Filter>
     </ClInclude>
+    <ClInclude Include="..\include\LightGBM\utils\openmp_wrapper.h">
+      <Filter>include\LightGBM\utils</Filter>
+    </ClInclude>
   </ItemGroup>
   <ItemGroup>
     <ClCompile Include="..\src\application\application.cpp">