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* Update dask.py

* Update dask.py

* starting on Dask client

* more docs stuff

* fix pickling

* just copy docstrings

* fit docs

* switch test order

* linting

* use client kwarg

* remove inner set_params()

* add type hints

* fix type hints

* remove commented code

* reorder

* fix tests, add client_ property

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

* fix tests

* linting

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

* add type hints in dask module

* starting on asserts

* remove unused code

* add hints for dtypes

* replace accidentally-removed docstrings

* revert unrelated change

* Update python-package/lightgbm/dask.py

* empty commit

* fix hints on group

* capitalize array

* hide hints in signatures

* empty commit

* sphinx version

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

* fix hint for MatrixLike

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

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

* update docstring

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

* [dask] add tests on warnings, fix incorrect variable in log

* Update tests/python_package_test/test_dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update sklearn.py

* Update dask.py

* fix Dask docstrings and mimic sklearn importing way

* Update .vsts-ci.yml

* revert CI checks

* use import aliases for Dask classes

* check Dask is installed in _predict() func

* fix lint issues introduced during resolving merge conflicts

* Update dask.py

* [dask] allow parameter aliases for tree_learner and local_listen_port (fixes #3671)

* num_thread too

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

* empty commit

* add _choose_param_value

* revert param order change

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

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

* just import deepcopy

* remove machines aliases

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

* store data parts in dict instead of list

* simplify weight/group parts dict assignment

* [dask] warn if attempting to use tree_learn other than data parallel

* add param

* initial Dask docs

* fix MRO

* address review comments

* Update dask.py

* Update basic.py

* hotfix pop

* centralize Python-package logging in one place

* continue

* fix test name

* removed unused import

* enhance test

* fix lint

* hotfix test

* workaround for GPU test

* remove custom logger from Dask-package

* replace one log func with flags by multiple funcs

* [dask] use keyword args for internal function calls

* add missing comma

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

* revert whitespace changes

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

* adding pred_contrib support

* add tests

* linting

* remove raw_score

* add pred kwargs

* faster tests

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

* changes to tests

* Update tests/python_package_test/test_dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* ranker support wip

* fix ranker tests

* fix _make_ranking rnd gen bug, add sleep to help w stoch binding port failed exceptions

* add wait_for_workers to prevent Binding port exception

* another attempt to stabilize test_dask.py

* requested changes: docstrings, dask_ml, tuples for list_of_parts

* fix lint bug, add group param to test_ranker_local_predict

* decorator to skip tests with errors on fixture teardown

* remove gpu ranker tests, reduce make_ranking data complexity

* another attempt to
silence client, decorator does not silence fixture errors

* address requested changes on 1/20/20

* skip test_dask for all GPU tasks

* address changes requested on 1/21/21

* issubclass instead of __qualname__
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* parity in group docstr with sklearn
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* _make_ranking docstr cleanup
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[dask] allow parameter aliases for local_listen_port, num_threads, tree_learner (fixes #3671) (#3789)

* [dask] allow parameter aliases for tree_learner and local_listen_port (fixes #3671)

* num_thread too

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

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

* starting work

* fixed port-binding issue on localhost

* minor cleanup

* updates

* getting closer

* definitely working for LocalCluster

* it works, it works

* docs

* add tests

* removing testing-only files

* linting

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

* remove duplicated code

* remove unnecessary listen()
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* migrated implementation from dask/dask-lightgbm

* relaxed tests

* tests skipped in case that MPI is used

* fixed python 2.7 import + tests disabled on windows

* python < 3.6 is not supported in tests

* tests enabled only for linux

* tests disabled for mpi interface

* dask version pinned to >= 2.0

* added @jameslamb as code owner

* added missing pandas dependency

* code refactoring, removed code duplication - lightgbm.dask.LGBMClassifier.fit is the same as lightgbm.dask.LGBMRegressor.fit

* fixed refactoring

* code deduplication - fit method moved into mixin class

* fixed CODEOWNERS

* removed unnecessary import

* skip the module execution on python < 3.6 and on platform different than linux.

* removed skip for python < 3.6

* review comments

* removed noqa, renamed API classes, renamed local variables