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* Use first_metric_only flag for early_stopping function.

In order to apply early stopping with only first metric, applying first_metric_only flag for early_stopping function.

* upcate comment

* Revert "upcate comment"

This reverts commit 1e75a1a415cc16cfbe795181e148ebfe91469be4.

* added test

* fixed docstring

* cut comment and save one line

* document new feature

* disabled split value histogram for categorical features

* updated test for cat. feature

* updated docs

* added get_split_value_histogram method

* added param for ordinary return value

* fixed number of tests in pytest

* fixed data shape and removed unused code

* refactored tests

* hotfix

* hotfix

* added test for huge string model

* fixed tree sizes field

* simplified model structure

* fixed test and added try/except

[tests][python] added tests for metrics' behavior and fixed case for multiclass task with custom objective (#1954)

* added metrics test for standard interface

* simplified code

* less trees

* less trees

* use dummy custom objective and metric

* added tests for multiclass metrics aliases

* fixed bug in case of custom obj and num_class > 1

* added metric test for sklearn wrapper

* added get_data method

* hotfix

* added warning for other data types

* reworked according to review comments

* minor addition to FAQ

* added test

* fix RF's bugs

* fix tests

* rollback num_iterations

* fix a bug and reduce memory costs

* reduce memory cost

* add pandas_categorical to returned json

* save pandas_categorical to model file

* added regression test

* removed excess conversion to list

* removed deprecated line

* hotfix

* break huge lines in sklearn tests

* break huge line in plotting tests

* break huge lines in basic tests

* multiple enhancements in engine tests

* multiple enhancements in sklearn tests

* hotfixes

* break huge lines and use with statement in C API test

* make NDCG test more strict

* average predictions for constant features

* fix possible numerical issues in std::log.

* fix pylint

* fix bugs in c_api

* fix styles

* clean code for multi class

* rewrite test

* fix pylint

* skip test_constant_features

* refine test

* fix tests

* fix tests

* update FAQ

* fix test

* Update FAQ.rst

* added sklearn splitter classes in cv function

* added tests

* fix RF's bug withMAPE

* simplify rf's code & support multi-class rf

* fix bug & add test

* add more tests

* Update test_engine.py

* Update test_engine.py

* added test for pandas label of Dataset

* fix when label type is pandas DataFrame; document possible pandas Series type

* added NumberOfTotalModel and NumModelPerIteration to C_API and python-package

* fixed tests

* added tests for current_iteration, num_trees, num_model_per_iteration methods

* break huge line in test

* hotfix

* add support of refit-decay

* add refit into c_api

* add test

* update document

* Update basic.py

* Update test_engine.py

* Update basic.py

* Update test_engine.py

* fix comments

* update test

* fix the comments

* Update test_engine.py

* removed excess import

* added tests for plotting trees in Python

* refined module_INSTALLED mechanism

* added note about that create_tree_digraph is better than plot_tree

* fixed grammar

* fixed params description in graph plotting functions

* clarified types of attributes in their descriptions

* increased readability of graphs by adding spaces

* added precision parameter to plot tree functions

* fixed docs

* reworker predict method of sklearn wrapper

* fixed encapsulation

* added test

* fixed consistency between docstring and params docs

* fixed verbose

* replaced predict_proba with predict in test

* fixed verbose again

* fixed fraction params descriptions

* added description of skip_drop and drop_rate constraints

* fixed subsample_freq consistency with C++ default value

* fixed nice look of params list

* made force splits json file example clickable

* fixed nice look of metrics list and added comma

* reduced warning in test about same param specified twice

* replaced pred_parameter with **kwargs in predict method

* added test for **kwargs in predict method

* fixed warnings

* fixed pylint

* updated pep8 to pycodestyle

* fixed E722 do not use bare 'except'

* fixed W605 invalid escape sequence '\*'

* fixed W504 line break after binary operator

* ignore W605 invalid escape sequence '\*' in nuget builder

* made pycodestyle happy

* fix early stopping edge case

* fix message.

* fix tests

* fix GPU tests.

* Update test_engine.py

* Update test_engine.py

commit c9e123f24fcbb159c04e6694c7f830530bb2f27e
Author: Guolin Ke <i@yumumu.me>
Date:   Wed Oct 18 10:00:19 2017 +0800

    change default max_cat_to_onehot

commit 805a5c3125b9979d634922e1708877fa0fec80c6
Author: Guolin Ke <i@yumumu.me>
Date:   Tue Oct 17 22:57:18 2017 +0800

    use one hot coding for the small cats

* many fixes for categorical feature

* add l2 to categorcial split.

* remove useless file

* update version

* add cat_l2

* update appveyor verison

* remove file

* fix tests.

* change default cat_l2 value

* fix a bug in bin finder

* change default cat_smooth_ratio

* refine categorical split

* a bug fix

* fix a bug

* refine categorical split

* add test

* added test for sklearn handle categorical features

* use raw X, y in sklearn wrapper in case of pandas.DataFrame

* fixed probs

* Fix feature attributions for regression models and add Python bindings

* Address pylint issue

* Lazy fix missing tree depth info

* expose feature importance to c_api

* support type=gain

* remove dump model from examples and tests temporarily because it's unstable

* use double instead of float

* check params

* add test case

* fix pylint

* added test for training when both train and valid are subsets of a single lgb.Dataset object

* pep8 changes

* more pep8

* added test involving subsets of subsets of lgb.Dataset objects

* minor fix to contruction of X matrix

* even more pep8

* simplified test further

* finish the data loading part

* allow prediction.

* fix bug for decision type.

* finish split finding part

* fix bugs.

* bug fixed. add a test .

* fix pep8 .

* update documents.

* fix test bugs.

* fix a format

* fix import error in python test.

* disable missing handle in categorial features.

* fix a bug.

* add more tests.

* fix pep8

* fix bugs.

* remove the missing handle code for categorical feature.

* add draft of RF.

* fix score bugs.

* fix scores.

* fix tests.

* update document

* fix GetPredictAt

* fix multi-threading.

* fix name style.

* support in CLI version.

* remove warnings.

* Not default parameters.

* fix if...else... .

* fix bug.

* fix warning.

* refine c_api.

* fix R-package.

* fix R's warning.

* fix tests.

* fix pep8 .