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* avoid to set all weight to 1.

* fix valid_class_weight

* Singlethread make to lower RAM usage significantly

* Update install.libs.R

* added class_weight parameter in sklearn wrapper

* added note about alternative parameters in case of binary classification task

* fix early stopping edge case

* fix message.

* fix tests

* fix GPU tests.

* add code for refit tree

* add implementation.

* update documents.

* clean code

* fix a type

AMD website recently Switched to HTTPS, which makes the previous downloading script failure. This commit fixes this issue and all GPU tests pass now.

* add try/except to __del__

* specify AttributeError

* Add n_estimators as num_iteration alias

Scikit-Learn's ensemble methods use the term `n_estimators` for the number of
iterations of training models. To make it more accessible for newcomers who are
familiar with Scikit-Learn, it would help if the Parameters page mentioned
`n_estimators` and what parameter that maps to within LightGBM's API.

Addresses discussion brought up in #954

* Add n_estimators as num_iterations alias

Adds n_estimators as an alias for num_iterations in the CLI as well as Python
libs. Additionally bumps the default for n_estimators in the Sklearn API to 100
estimators.

* fix feature fraction

* fix bugs.