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[python] added option to install python-package with mpi version and possibility to pass CMake options (#1034)

* fixed hierarchy of installation guide sections; made installation with proto support more verbose

* added option to install with protobuf support to python package

* fixed pylint

* added option to install MPI version to python package

* added tests for python-package installation with options --proto and --mpi

* hotfix

* removed unnecessary note from docs

* removed unnecessary line from travis script

* reverted proto

* Revert "reverted proto"

This reverts commit 5203448bb90a13844cf330527ca971eabb45a4a8.

* reverted protobuf from python-package

* added options for cmake in python-package

* fixed typos

* fixed options readability

* reworked installation logging

* fixed docs according to review comments

* fixed pylint

* fixed space in log path

* avoid to set all weight to 1.

* fix valid_class_weight

* Singlethread make to lower RAM usage significantly

* Update install.libs.R

* added class_weight parameter in sklearn wrapper

* added note about alternative parameters in case of binary classification task

* fix early stopping edge case

* fix message.

* fix tests

* fix GPU tests.

* add code for refit tree

* add implementation.

* update documents.

* clean code

* fix a type

AMD website recently Switched to HTTPS, which makes the previous downloading script failure. This commit fixes this issue and all GPU tests pass now.

* add try/except to __del__

* specify AttributeError

* Add n_estimators as num_iteration alias

Scikit-Learn's ensemble methods use the term `n_estimators` for the number of
iterations of training models. To make it more accessible for newcomers who are
familiar with Scikit-Learn, it would help if the Parameters page mentioned
`n_estimators` and what parameter that maps to within LightGBM's API.

Addresses discussion brought up in #954

* Add n_estimators as num_iterations alias

Adds n_estimators as an alias for num_iterations in the CLI as well as Python
libs. Additionally bumps the default for n_estimators in the Sklearn API to 100
estimators.