set num_threads of share_state (fix #3151) (#3238)

Co-authored-by: Ubuntu <shiyu@gbdt-shiyu.ren3kv4wanvufliwrpy4k03lsf.xx.internal.cloudapp.net>

include/LightGBM/dataset.h

@@ -294,11 +294,11 @@ struct TrainingShareStates {
       hist_buf;
 
   void SetMultiValBin(MultiValBin* bin) {
+    num_threads = OMP_NUM_THREADS();
     if (bin == nullptr) {
       return;
     }
     multi_val_bin.reset(bin);
-    num_threads = OMP_NUM_THREADS();
     num_bin_aligned =
         (bin->num_bin() + kAlignedSize - 1) / kAlignedSize * kAlignedSize;
     size_t new_size = static_cast<size_t>(num_bin_aligned) * 2 * num_threads;