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This reverts commit 53b99854.

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

* add network apis.

* support parallel loading dataset in c api.

* fix bug

* fix bug

* thread local for the network interface.

* fix bug.

* Fix coding style (#969)

Function names must be in the "Pascal Case" style.

* check_elements_interval_closed to CheckElementsIntervalClosed

* obtain_min_max_sum to ObtainMinMaxSum

* Change functions in common.h into template functions (#969)

* CheckElementsIntervalClosed

* ObtainMinMaxSum

These two functions were changed into template functions.

* Remove an unpreferable overload

* remove an overload of the function ObtainMinMaxSum

* Use stringstream to format T type

Function names must be in the "Pascal Case" style.

* check_elements_interval_closed to CheckElementsIntervalClosed

* obtain_min_max_sum to ObtainMinMaxSum

* add get params

clean codes

* check duplicate params

* Revert "add get params"

This reverts commit ec1d8dd17aa2c83dd0d5f7716c59b6a6fb94102c.

* set priority by length & check duplicate

* rename function

* Remove signed/unsigned integer compare warning with g++

* refine categorical split

* add test

* 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

* output warning when only set `max_depth`

* Remove check of max_depth

max_depth can take both positive and negative value

* Explain individual predictions using SHAP value feature attributions

* Address code review

* 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.

* Created objectives and metrics xentropy and xentropy1

* Some coment and code cleanup.

* Added Kullback-Leibler version of metric. Changed some warning messages.

* Fixed sign error in KL-divergence calc.

* Removed __PRETTY_FUNCTION__.

* Fixed better name for alternative xentropy parameterization.
Documented details on the objectives / metrics in code comments.

* Common code for label interval checks. Cleanups.

* Use common utility for various weight property checks.

* Added code for customizable initial average to boost from.

* Fixed spelling error in aliases.

* Created objectives and metrics xentropy and xentropy1

* Some coment and code cleanup.

* Added Kullback-Leibler version of metric. Changed some warning messages.

* Fixed sign error in KL-divergence calc.

* Removed __PRETTY_FUNCTION__.

* Fixed better name for alternative xentropy parameterization.
Documented details on the objectives / metrics in code comments.

* Common code for label interval checks. Cleanups.

* Use common utility for various weight property checks.