[python] copy old Booster's attributes to new one in refit method (#1699)

* copy old Booster's attributes to new one in refit method

* fixed according to review comment

* raise error in case of null objective

python-package/lightgbm/basic.py

@@ -1748,7 +1748,7 @@ class Booster(object):
         is_finished = ctypes.c_int(0)
         if fobj is None:
             if self.__set_objective_to_none:
-                raise ValueError('Cannot update due to null objective function.')
+                raise LightGBMError('Cannot update due to null objective function.')
             _safe_call(_LIB.LGBM_BoosterUpdateOneIter(
                 self.handle,
                 ctypes.byref(is_finished)))
@@ -2167,6 +2167,8 @@ class Booster(object):
         result : Booster
             Refitted Booster.
         """
+        if self.__set_objective_to_none:
+            raise LightGBMError('Cannot refit due to null objective function.')
         predictor = self._to_predictor(kwargs)
         leaf_preds = predictor.predict(data, -1, pred_leaf=True)
         nrow, ncol = leaf_preds.shape
@@ -2183,6 +2185,8 @@ class Booster(object):
             ptr_data,
             ctypes.c_int(nrow),
             ctypes.c_int(ncol)))
+        new_booster.network = self.network
+        new_booster.__attr = self.__attr.copy()
         return new_booster
 
     def get_leaf_output(self, tree_id, leaf_id):