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Add Optuna link for automated hyperparameter tuning.

* fixed cpplint errors and disable warning only for VS

* wrap more pragma warning

* [R-package] cleaned up formatting in R C/C++ files

* reverted some indentation changes

* fixed spacing for comments

* lightgbm to LightGBM

* [R-package] Introduced define LGB_BUILD_R to control compilation of lib_lightgbm for the R package

* fixed comment

* switched to cmake options

* fixed typo

* Update Experiments.rst

* Update docs/Experiments.rst

* Update Experiments.rst

* Update Experiments.rst

* fix  extra -> exact and some grammar
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* commit

* fix msvc

* fix format

* Create release-drafter.yml

* Create no-response.yml

* disable comments

* Apply suggestions from code review

* Update release-drafter.yml

* Apply suggestions from code review

* Update .vsts-ci.yml

* only one fix

* add more

* add more

* save all param values into model file

* revert storing predict params

* do not save params for predict and convert tasks

* fixed test: 10 is found successfully for default 100

* specify more params as no-save

* speed up for const hessian

* rename template

* some refactorings

* refine

* refine

* simplify codes

* fix random in feature histogram

* code refine

* refine

* try fix

* make gcc happy

* remove timer

* rollback some changes

* more templates

* fix a bug

* reduce the cost of timer

* fix gpu

* fix bug

* fix gpu

* [ci] fixed cpplint warnings about braces

* removed excess line

* [R-package] [docs] Added documentation on lgb.dl() and data.table version

* added missed table of contents item

* moved known issues to FAQ docs

* fixed formatting

* fixed cpplint errors

* fixed more cpplint errors

* Update setup.sh

* install only binary R packages on macOS

* speed up for const hessian

* rename template

* fix clang build

* template init

* add comment

* refix

* fix config

* avoid to rely on config

* reduce overhead of get num_threads

* add warning

* Apply suggestions from code review

* Apply suggestions from code review

* speed up multi-val bin subset for bagging

* remove the duplicated codes

* code refine

* some codes refactoring

* move `is_constant_hessian` into `TrainingShareStates`

* refine

* fix bug

* fix bug when num_groups_ < 0

* fix gpu

* fix gpu bagging

* fix gpu bug

* typo

* Update src/treelearner/serial_tree_learner.h

* don't cache `num_thread`, to avoid change outside

* rename

* update document

* Update docs/Parameters.rst

* Update include/LightGBM/config.h

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

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

* add debug mode in camke

* add debug dll

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

* fix naming

* Apply suggestions from code review

* Apply suggestions from code review

* Update LightGBM.sln

* refine

* run MPI job in debug mode

* document USE_DEBUG and USE_TIMETAG
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update lockbot

* disable lockLabel

* Update lock.yml
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* fix

* Update multi_val_sparse_bin.hpp

* Update BUG_REPORT.md

* Update .github/ISSUE_TEMPLATE/BUG_REPORT.md
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* avoid most_freq_bin to be 0 in categorical features

* Apply suggestions from code review

* add tests

* update test

* Apply suggestions from code review

* Apply suggestions from code review