[python] fix early_stopping_round = 0 (#3211)

* Update engine.py

* Update sklearn.py

python-package/lightgbm/engine.py

@@ -211,7 +211,7 @@ def train(params, train_set, num_boost_round=100,
     elif isinstance(verbose_eval, integer_types):
         callbacks.add(callback.print_evaluation(verbose_eval))
 
-    if early_stopping_rounds is not None:
+    if early_stopping_rounds is not None and early_stopping_rounds > 0:
         callbacks.add(callback.early_stopping(early_stopping_rounds, first_metric_only, verbose=bool(verbose_eval)))
 
     if learning_rates is not None:
@@ -548,7 +548,7 @@ def cv(params, train_set, num_boost_round=100,
         for i, cb in enumerate(callbacks):
             cb.__dict__.setdefault('order', i - len(callbacks))
         callbacks = set(callbacks)
-    if early_stopping_rounds is not None:
+    if early_stopping_rounds is not None and early_stopping_rounds > 0:
         callbacks.add(callback.early_stopping(early_stopping_rounds, first_metric_only, verbose=False))
     if verbose_eval is True:
         callbacks.add(callback.print_evaluation(show_stdv=show_stdv))

python-package/lightgbm/sklearn.py

@@ -602,7 +602,7 @@ class LGBMModel(_LGBMModelBase):
         if evals_result:
             self._evals_result = evals_result
 
-        if early_stopping_rounds is not None:
+        if early_stopping_rounds is not None and early_stopping_rounds > 0:
             self._best_iteration = self._Booster.best_iteration
 
         self._best_score = self._Booster.best_score