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Added winning solution using LightGBM for M5 forecasting competition

* [ci] Test 32-bit builds for R package

* update README

* empty commit

* use integer type for handle

* Apply suggestions from code review

* fix 64bit handle

* fix typo

* fix typo

* fix zero bin

* some fix

* fix bin mapping

* fix

* fix bug

* use stable sort

* fix cat forced split

* Apply suggestions from code review

* Apply suggestions from code review

* Apply suggestions from code review

* [R-package] DESCRIPTION changes to address CRAN feedback

* CRAN likes single quotes

* the regex rules for Rbuildignore are weird

* ugh Rbuildignore

* how does this wooork

* just remove cran-comments.md in script

* adding Biarch back

* Update R-package/cran-comments.md
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add submission 3 notes

* Update R-package/cran-comments.md
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add docs on binary packages

* added docs on binary packages

* [R-package] Add documentation on building and using precompiled binaries for the R package

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* hyphens

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add notes on source package

* add --no-multiarch to docs

* add cran-comments to Rbuildignore

* revert

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

simplify start_iteration param for predict in Python and some code cleanup for start_iteration (#3288)

* simplify start_iteration param for predict in Python and some code cleanup for start_iteration

* revert docs changes about the prediction result shape

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[ci][R-package][python] suppress warning about empty 'compute' director, fix Rtools installation and temporary pin Sphinx version (#3277)

* [R-package] suppress warning about empty 'compute' directory

* get more logs from Rtools install

* empty commit

* add a timeout

* trying Invoke-WebRequest instead

* switch to CRAN link

* do not use Start-Process

* relative paths

* trying suppressmessageboxes

* switch strategy for running Rtools

* Update requirements_rtd.txt

* Update requirements_base.txt
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* bump version for development

* Update .appveyor.yml

* Update README.rst

* Update VERSION.txt

* Update VERSION.txt

* Update setup.py

* Update VERSION.txt

* Update setup.py

* Update VERSION.txt

* Update .appveyor.yml

* Update DESCRIPTION

* Apply suggestions from code review

* Apply suggestions from code review

* Update DESCRIPTION

* Apply suggestions from code review

* Create VERSION.txt

* Apply suggestions from code review

* Update .gitignore

* Update recreate-configure.sh

* Update test_r_package.sh

* Update build-cran-package.sh

* Delete VERSION.txt

* Create VERSION.txt

* Update main.yml

* Update test_r_package_windows.ps1

* Update configure

* Update test_r_package_windows.ps1

* Update test_r_package.sh

* Delete VERSION.txt

* Apply suggestions from code review

* update configure.ac
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [python] add start_iteration to python predict interface (#3058)

* Apply suggestions from code review

* Update lightgbm_R.h

* Apply suggestions from code review

* Apply suggestions from code review

* fix R interface

* update R documentation
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* [R-package] improvements to lgb.convert() functions (fixes #2678, #2681)

* more stuff

* update docs

* remove lgb.convert()

* put internal functions back

* update index

* Move all examples to dontrun

* update docs

* fix nested dontrun

* remove :: in examples

* run_dontrun in pkgdown
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [doc] better doc for `keep_training_booster`

* Update python-package/lightgbm/engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix bug for GOSS with customized objective (fixes #3243)

* Apply suggestions from code review
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* Update multiclass_objective.hpp

* Apply suggestions from code review

* Update src/objective/multiclass_objective.hpp

* Apply suggestions from code review

* Update test_basic.R

* Update test_basic.R

* Update src/objective/multiclass_objective.hpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Apply suggestions from code review
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Fix bug introduced in PR #2992 for Fast predict

* Faster Fast predict API

* Add const to SingleRow Fast methods

* [python] add return_cvbooster flag to cv function and rename _CVBooster to make public (#283,#2105)

* [python] Reduce expected metric of unit testing

* [docs] add the CVBooster to the documentation

* [python] reflect the review comments

- Add some clarifications to the documentation
- Rename CVBooster.append to make private
- Decrease iteration rounds of testing to save CI time
- Use CVBooster as root member of lgb

* [python] add more checks in testing for cv
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [python] add docstring for instance attributes of CVBooster
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [python] fix docstring
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] fix early_stopping_round <= 0

* linting

* [R-package] deprecate lgb.prepare() and lgb.prepare2()

* linting

* renaming

* updated docs

* linting

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* one more comment fix

* remove comment about int being dangerous

* empty commit
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [python][scikit-learn] New unit tests and maintenance

* Includes multioutput tests
* Includes RandomizedSearchCV test
* Updates dataset parameters to eliminate FutureWarning

* Change to n_class in load_digits

* Fix spacing

* Changes after review

* Also updates validation split in grid and random search

* Include skipif for classes_ attr

* Updates checks for classes and order
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update .vsts-ci.yml

* Update .travis.yml

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* ~ Modified name of method DatasetLoader::CostructFromSampleData to DatasetLoader::ConstructFromSampleData.
& Build passes for Debug, Debug_DLL, DLL and Release (not tested Debug_mpi and Release_mpi).

* ~ Refactored indentations.
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] make package installable with CRAN toolchain (fixes #2960)

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* remove GPU stuff

* use wildcard to find objects to build

* use -lomp

* build configure before moving files

* using wildcard for objects

* Update .github/workflows/main.yml
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* add explicit objects back

* reduce allowed R CMD check NOTEs and catch stderr from build-cran-package on Windows

* fixing things

* pin autoconf version

* show diff

* add automake back

* run less checks

* command was in the wrong place

* fix autoconf version

* change strategy for handling configure

* fix Rbuildignore

* fix NOTEs

* fix notes about unrecognized files

* fixing extra files

* remove USE_R35

* add OpenMP check for Mac CRAN build

* run all checks

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* suggestions from code review

* undo indenting

* remove 03 from Makevars.win.in

* update language about OpenMP in configure script

* checking if configure.ac check works

* add autoconf back

* remove testing code in configure.ac

* more fixes for CI on configure script

* print git diff

* add VERSION.txt when checking configure

* fix relative paths

* remove git diff
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix

* Apply suggestions from code review