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[python-package] fix access to Dataset metadata in scikit-learn custom metrics and objectives (#6108)

* fix leaf splits update after split in quantized training

* fix preparation ordered gradients for quantized training

* remove force_row_wise in distributed test for quantized training

* Update src/treelearner/leaf_splits.hpp

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Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update dataset.h

* Update metadata.cpp

* Update rank_objective.hpp

* Update metadata.cpp

* Update rank_objective.hpp

* Update metadata.cpp

* Update dataset.h

* Update rank_objective.hpp

* Update metadata.cpp

* Update test_engine.py

* Update test_engine.py

* Add files via upload

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update _rank.train.position

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update _rank.train.position

* Update _rank.train.position

* Update test_engine.py

* Update _rank.train.position

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update the position of import statement

* Update rank_objective.hpp

* Update config.h

* Update config_auto.cpp

* Update rank_objective.hpp

* Update rank_objective.hpp

* update documentation

* remove extra blank line

* Update src/io/metadata.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update src/io/metadata.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* remove _rank.train.position

* add position in python API

* fix set_positions in basic.py

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* Update Advanced-Topics.rst

* remove List from _LGBM_PositionType

* move new position parameter to the last in Dataset constructor

* add position_filename as a parameter

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update Advanced-Topics.rst

* Update src/objective/rank_objective.hpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update src/io/metadata.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update metadata.cpp

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update src/io/metadata.cpp
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* more infomrative fatal message

address more comments

* update documentation for more flexible position specification

* fix SetPosition

add tests for get_position and set_position

* remove position_filename

* remove useless changes

* Update python-package/lightgbm/basic.py
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* remove useless files

* move position file when position set in Dataset

* warn when positions are overwritten

* skip ranking with position test in cuda

* split test case

* remove useless import

* Update test_engine.py

* Update test_engine.py

* Update test_engine.py

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update Parameters.rst

* Update rank_objective.hpp

* Update config.h

* update config_auto.cppp

* Update docs/Advanced-Topics.rst
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* fix randomness in test case for gpu

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Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Update regression_objective.hpp

* Update regression_objective.hpp

Maybe still need a (1.0 - alpha)

* fix position in percentile calculation

* fix regression metric threshold for l1

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Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

[python-package] adding max_category_values parameter to create_tree_digraph method (fixes #5687) (#5818)

* add quantized training (first stage)

* add histogram construction functions for integer gradients

* add stochastic rounding

* update docs

* fix compilation errors by adding template instantiations

* update files for compilation

* fix compilation of gpu version

* initialize gradient discretizer before share states

* add a test case for quantized training

* add quantized training for data distributed training

* Delete origin.pred

* Delete ifelse.pred

* Delete LightGBM_model.txt

* remove useless changes

* fix lint error

* remove debug loggings

* fix mismatch of vector and allocator types

* remove changes in main.cpp

* fix bugs with uninitialized gradient discretizer

* initialize ordered gradients in gradient discretizer

* disable quantized training with gpu and cuda

fix msvc compilation errors and warnings

* fix bug in data parallel tree learner

* make quantized training test deterministic

* make quantized training in test case more accurate

* refactor test_quantized_training

* fix leaf splits initialization with quantized training

* check distributed quantized training result

[python-packages] [docs] add type hints and define 'array-like' for X, y, group in scikit-learn interface (#5757)

* add cuda quantile regression objective

* remove white space

* resolve merge conflicts

* remove useless changes

* remove useless changes

* enable cuda quantile regression objective

* add a test case for quantile regression objective

* remove useless changes

* remove useless changes

* reduce DP_SHARED_HIST_SIZE to 5176 for CUDA 10

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Co-authored-by: James Lamb <jaylamb20@gmail.com>

Co-authored-by: James Lamb <jaylamb20@gmail.com>

* Add serialization of reference dataset

* lint and missing file

* Fixes from reviewers

* responded to comments

* revert sdk change

* [ci] speed up if-else, swig, and lint conda setup

* add 'source activate'

* python constraint

* start removing cuda v1

* comment out CI

* remove more references

* revert some unnecessaary changes

* revert a few more mistakes

* revert another change that ignored params

* sigh

* remove CUDATreeLearner

* fix tests, docs

* fix quoting in setup.py

* restore all CI

* Apply suggestions from code review
Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>

* Apply suggestions from code review

* completely remove cuda_exp, update docs

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Co-authored-by: shiyu1994 <shiyu_k1994@qq.com>