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* Add specialized OpenCL/Python package build path

* Refer to upstream OpenCL repository

* Reset build job count in setup.py

* TEMPORARY: refer to OpenCL fork to ensure Linux CI builds succeed

* Remove intermediate cmake target

* Restrict OpenCL headers to documented API version

* Use command line definition to activate integrated build

* Flag reference to unofficial repo with FIXME

* TEMPORARY: update private repo tag for dependency

* Remove integrated build for non-Win32 and related cleanup

* Remove commented code

* Rename integrated OpenCL build option and other cleanups

* Small cleanups

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

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

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

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

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

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

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

* Update CMakeIntegratedOpenCL.cmake

Targeted download of Boost submodules.
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

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

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* Initial CUDA work

* redirect log to python console (#3090)

* redir log to python console

* fix pylint

* Apply suggestions from code review

* Update basic.py

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

* Update c_api.h

* Apply suggestions from code review

* Apply suggestions from code review

* super-minor: better wording
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* re-order includes (fixes #3132) (#3133)

* Revert "re-order includes (fixes #3132) (#3133)" (#3153)

This reverts commit 656d2676

.

* Missing change from previous rebase

* Minor cleanup and removal of development scripts.

* Only set gpu_use_dp on by default for CUDA. Other minor change.

* Fix python lint indentation problem.

* More python lint issues.

* Big lint cleanup - more to come.

* Another large lint cleanup - more to come.

* Even more lint cleanup.

* Minor cleanup so less differences in code.

* Revert is_use_subset changes

* Another rebase from master to fix recent conflicts.

* More lint.

* Simple code cleanup - add & remove blank lines, revert unneccessary format changes, remove added dead code.

* Removed parameters added for CUDA and various bug fix.

* Yet more lint and unneccessary changes.

* Revert another change.

* Removal of unneccessary code.

* temporary appveyor.yml for building and testing

* Remove return value in ReSize

* Removal of unused variables.

* Code cleanup from reviewers suggestions.

* Removal of FIXME comments and unused defines.

* More reviewers comments cleanup.

* More reviewers comments cleanup.

* More reviewers comments cleanup.

* Fix config variables.

* Attempt to fix check-docs failure

* Update Paramster.rst for num_gpu

* Removing test appveyor.yml

* Add ƒCUDA_RESOLVE_DEVICE_SYMBOLS to libraries to fix linking issue.

* Fixed handling of data elements less than 2K.

* More reviewers comments cleanup.

* Removal of TODO and fix printing of int64_t

* Add cuda change for CI testing and remove cuda from device_type in python.

* Missed one change form previous check-in

* Removal AdditionConfig and fix settings.

* Limit number of GPUs to one for now in CUDA.

* Update Parameters.rst for previous check-in

* Whitespace removal.

* Cleanup unused code.

* Changed uint/ushort/ulong to unsigned int/short/long to help Windows based CUDA compiler work.

* Lint change from previous check-in.

* Changes based on reviewers comments.

* More reviewer comment changes.

* Adding warning for is_sparse. Revert tmp_subset code. Only return FeatureGroupData if not is_multi_val_

* Fix so that CUDA code will compile even if you enable the SCORE_T_USE_DOUBLE define.

* Reviewer comment cleanup.

* Replace warning with Log message. Removal of some of the USE_CUDA. Fix typo and removal of pragma once.

* Remove PRINT debug for CUDA code.

* Allow to use of multiple GPUs for CUDA.

* More multi-GPUs enablement for CUDA.

* More code cleanup based on reviews comments.

* Update docs with latest config changes.
Co-authored-by: Gordon Fossum <fossum@us.ibm.com>
Co-authored-by: ChipKerchner <ckerchne@linux.vnet.ibm.com>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update .appveyor.yml

* Update .travis.yml

* Update .vsts-ci.yml

* Update main.yml

* Update setup.py

* start to support Python 3.8

* update configs

* hotfix

* Revert "specify the last supported version of scikit-learn (#2637)"

This reverts commit d1002776.

* ban scikit-learn 0.22.0 and skip broken test

* fix updated test

* fix lint test

* Revert "fix lint test"

This reverts commit 8b4db0805fe7a9e7f7eb0be3eac231f85026d196.

* removed OpenMP ugly fix for Mojave as it's fixed in latest CMake

* test: switch compilers

* switch compilers back

* allow usage and compilation of 32-bit library

* added docs

* fix travis badge

* updated GitHub Microsoft URL

* set platform via A option

* style hotfix

* updated R installation script

* updated Python installation script

* updated CI test script

* provide VS version-ingependent link for redistributables download

* added link to VS 2019 redistributables

* added VS 2019 match for Boost binaries

* added OpenMP options for python-package installation

* fixed grammar typo

* Fix build on macOS Mojave

Fixed #1898

- https://iscinumpy.gitlab.io/post/omp-on-high-sierra/
- https://cliutils.gitlab.io/modern-cmake/chapters/packages/OpenMP.html
- https://github.com/Homebrew/homebrew-core/pull/20589

* update setup.py

* update docs

* fix setup.py

* update docs

* update docs

* update setup.py

* update docs

* add option to disable openmp in python package build

* fix pylint

* speed up the build

* remove gpu docker

* add boost ppa

* remove duplicate installs

* Update test.sh

* conda install mkl qt

* addd windows

* Update .vsts-ci.yml

* fix gpu boost

* added python 3.7 to the list of supporting versions

* reorganized python versions at Travis

* addressed review comments

* fixed paths in python-package installation

* less cd commands at CI

* hotfix

* added copying missed file from windows directory

* not copy filters file

* refined paths in nuget creation script

* removed filters file from MANIFEST.in

* 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

[python] added option to install python-package with mpi version and possibility to pass CMake options (#1034)

* fixed hierarchy of installation guide sections; made installation with proto support more verbose

* added option to install with protobuf support to python package

* fixed pylint

* added option to install MPI version to python package

* added tests for python-package installation with options --proto and --mpi

* hotfix

* removed unnecessary note from docs

* removed unnecessary line from travis script

* reverted proto

* Revert "reverted proto"

This reverts commit 5203448bb90a13844cf330527ca971eabb45a4a8.

* reverted protobuf from python-package

* added options for cmake in python-package

* fixed typos

* fixed options readability

* reworked installation logging

* fixed docs according to review comments

* fixed pylint

* fixed space in log path

* travis cleanup

* removed precompiled files in windows folder from sdist command

* removed rubbish from install folder

* added compute folder

* 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

* python-package: fix version

* remove version variable