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* [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>

* feature importance type in saved model file

* fix nullptr

* fixed formatting

* fix python/R

* Update src/c_api.cpp

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

* fix c_api test

* fix swig

* minor docs improvements and added defines for importance types
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Support UTF-8 characters in feature name again

This commit reverts 0d59859c.
Also see:
- https://github.com/microsoft/LightGBM/issues/2226
- https://github.com/microsoft/LightGBM/issues/2478
- https://github.com/microsoft/LightGBM/pull/2229

I reproduced the issue and as @kidotaka gave us a great survey in #2226,
I don't conclude that the cause is UTF-8, but "an empty string (character)".
Therefore, I revert "throw error when meet non ascii (#2229)" whose commit hash
is 0d59859c, and add support feture names as UTF-8 again.

* add tests

* fix check-docs tests

* update

* fix tests

* update .travis.yml

* fix tests

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* add a test for R-package

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* fix test for R-package

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* update

* updte

* update

* remove unneeded comments

* speed up tests

* more updates

* fixed pylint

* updated tests

* Update test_sklearn.py

* test that indices are sorted internally

* check the shape for mat, csr and csc

* guess from csr

* support file checking

* better error msg

* grammar

* clean code

* code clean

* check range for CSR

* Update test_.py

* Update test_.py

* added tests

* added docstring style test and fixed errors in existing docstrings

* hotfix

* hotfix

* fix grammar

* 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

* renamed functions

* updated find_lib function

* 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 start_iteration in model saving

* fix test

* shuffle models ability

* fix bug

* update document

* refine

* Update engine.py

* Update basic.py

* fix comments

* fix comment

* added missed description of plot_example in python_guide folder and fixed consistency for packages naming

* more reliable OS detection

* fixed grammar

* made pylint happy

* disabled logs from compilers; fixed #874

* fixed safe clear_fplder

* added windows folder to manifest.in

* added windows folder to build

* added library path

* added compilation with MSBuild from .sln-file

* fixed unknown PlatformToolset returns exitcode 0

* hotfix

* updated Readme

* removed return

* added installation with mingw test to appveyor

* let's test appveyor with both VS 2015 and VS 2017; but MinGW isn't installed on VS 2017 image

* fixed built-in name 'file'

* simplified appveyor

* removed excess data_files

* fixed unreadable paths

* separated exceptions for cmake and mingw

* refactored silent_call

* don't create artifacts with VS 2015 and mingw

* be more precise with python versioning in Travis

* removed unnecessary if statement

* added classifiers for PyPI and python versions badge

* changed python version in travis

* added support of scikit-learn 0.18.x

* added more python versions to Travis

* added more python versions to Appveyor

* reduced number of tests in Travis

* Travis trick is not needed anymore

* attempt to fix according to https://github.com/Microsoft/LightGBM/pull/880#discussion_r137438856

* refine python codes

* fix appveryor test

* add note to feature_importances

* add make command to the python package.

* Update README.rst

* Update README.rst

* Update README.rst

* fix tests.

* fix unix build

* update readme

* fix setup.py

* update travis

* Update .travis.yml

* Update test.py

* some fixes.

* check the 64-bit python

* fix build.

* refine MANIFEST.in

* update Manifest.in

* add more build options.

* Add fatal in cmake

* fix a endif.

* fix bugs.

* fix pep8

* add test for the pip package build

* add test pip install in travis.

* fix version with pre-compile dll

* fix readme.rst

* update readme

* add appveyor

* add nuget and artifacts

* Update appveyor.yml

* remove python27 test

* 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 .

* Add early stopping for prediction

* Fix GBDT if-else prediction with early stopping

* Small C++ embelishments to early stopping API and functions

* Fix early stopping efficiency issue by creating a singleton for no early stopping

* Python improvements to early stopping API

* Add assertion check for binary and multiclass prediction score length

* Update vcxproj and vcxproj.filters with new early stopping files

* Remove inline from PredictRaw(), the linker was not able to find it otherwise

https://docs.pytest.org/

* simplify Dataset class

* simplify check output; fix deprecated warning

* format python code with pep8

* **DO NOT MERGE** deliberately break rules to see what will happen during check

* Revert "**DO NOT MERGE** deliberately break rules to see what will happen during check"

This reverts commit 0db93cd7a43c7efa43a2112ada43d46c6f9115d9.

* fix format in test.py

* add docs for pep-8

1. add csc support
2. some data type from float to double

1. merge python-package
2. add dump model to json
3. fix bugs
4. clean code with pylint
5. update python examples