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* [optional] support protobuf

* fix windows/LightGBM.vcxproj

* add doc

* fix doc

* fix vs support (#2)

* fix vs support

* fix cmake

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

* refine categorical split

* a bug fix

* fix a bug

* add network apis.

* support parallel loading dataset in c api.

* fix bug

* fix bug

* add get params

clean codes

* check duplicate params

* Revert "add get params"

This reverts commit ec1d8dd17aa2c83dd0d5f7716c59b6a6fb94102c.

* set priority by length & check duplicate

* rename function

* Update dataset.cpp

* Update dataset.cpp

* refine categorical split

* add test

* better log for "Check max_depth and num_leaves"

The default log said "[LightGBM] [Warning] Accuarcy may be bad since you didn't set num_leaves." but the case max_depth²>num_leaves could also trigger this log.
Correction of a typo too : Accuarcy > Accuracy

* Update config.cpp

While in parallel training, when one worker have 0 data, then it will not execute ConstructHistogram.
if so, ptr_smaller_leaf_hist_data will not be 0 but the old data. that will get the wrong Histogram, and the wrong split info.

* Fix feature attributions for regression models and add Python bindings

* Address pylint issue

* Lazy fix missing tree depth info

* 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.

* add draft of RF.

* fix score bugs.

* fix scores.

* fix tests.

* update document

* fix GetPredictAt

* avoid threshold inf

* use __save_model_to_string for feature importance

* Revert "use __save_model_to_string for feature importance"

This reverts commit dca6a85fb3d89866eb56eb0c9ca103ada4d92b53.

* 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 .