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* Add interaction constraints functionality.

* Minor fixes.

* Minor fixes.

* Change lambda to function.

* Fix gpu bug, remove extra blank lines.

* Fix gpu bug.

* Fix style issues.

* Try to fix segfault on MACOS.

* Fix bug.

* Fix bug.

* Fix bugs.

* Change parameter format for R.

* Fix R style issues.

* Change string formatting code.

* Change docs to say R package not supported.

* Refactor check_interaction_constraints into separate function, add validation.

* Fix error messages.

* Add tests.

* Update docs.

* Fix tests, minor refactoring.

* Fix style issues.

* Fix R style issue.

* Remove old code.

* Fix existing test and add new one.

* Fix R lint error.

* [R-package] fix R CMD check NOTE about leftover files

* update number of allowed notes

* Turn matrix to storage mode "double"

* added "test_Predictor.R" to R tests with check for integer storage mode during prediction

* Explicit integers in test_Preditor to avoid TravisCI failure

* properly aligning comment on storage.mode
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* split double assignment into two lines
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* [R-package] fix issue where early stopping thinks higher MAPE is desirable (fixes #3099)

* fix linting

* only use main metrics

* fix tests

[R-package] fixed best_iter and best_score when training data is passed (fixes #2295, #2525) (#2961)

* [R-package] fixed best_iter and best_score when early_stopping is not used (fixes #2295)

* fixed tests

* Support UTF-8 characters in feature name again

This commit reverts 0d59859c.
Also see:
- https://github.com/microsoft/LightGBM/issues/2226
- https://github.com/microsoft/LightGBM/issues/2478
- https://github.com/microsoft/LightGBM/pull/2229

I reproduced the issue and as @kidotaka gave us a great survey in #2226,
I don't conclude that the cause is UTF-8, but "an empty string (character)".
Therefore, I revert "throw error when meet non ascii (#2229)" whose commit hash
is 0d59859c, and add support feture names as UTF-8 again.

* add tests

* fix check-docs tests

* update

* fix tests

* update .travis.yml

* fix tests

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* add a test for R-package

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* fix test for R-package

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* update

* updte

* update

* remove unneeded comments

* [R-package] [ci] added more linters

* Update R-package/tests/testthat/test_parameters.R
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* added cbind() to undesirable_function_linter

* fixed linting

* Update .ci/lint_r_code.R

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

* fixed cpplint errors

* fixed more cpplint errors

* code refactoring

* update vcproject

* refine

* fix test

* Update tests/python_package_test/test_sklearn.py

* fix test

* [R-package] Fixed R implementation of upper_bound() and lower_bound() for lgb.Booster

* [R-package] switched return type to double

* fixed  R tests on Booster upper_bound() and lower_bound()

* fixed linting

* moved numeric tolerance into a global constant

* fixed R Dataset aliases

* Update R-package/R/aliases.R
Co-Authored-By: James Lamb <jaylamb20@gmail.com>

* fix one more typo
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* reset

* fix a bug

* fix test

* Update c_api.h

* support to no filter features by min_data

* add warning in reset config

* refine warnings for override dataset's parameter

* some cleans

* clean code

* clean code

* refine C API function doxygen comments

* refined new param description

* refined doxygen comments for R API function

* removed stuff related to int8

* break long line in warning message

* removed tests which results cannot be validated anymore

* added test for warnings about unchangeable params

* write parameter from dataset to booster

* consider free_raw_data.

* fix params

* fix bug

* implementing R

* fix typo

* filter params in R

* fix R

* not min_data

* refined tests

* fixed linting

* refine

* pilint

* add docstring

* fix docstring

* R lint

* updated description for C API function

* use param aliases in Python

* fixed typo

* fixed typo

* added more params to test

* removed debug print

* fix dataset construct place

* fix merge bug

* Update feature_histogram.hpp

* add is_sparse back

* remove unused parameters

* fix lint

* add data random seed

* update

* [R-package] centrallized Dataset parameter aliases and added tests on Dataset parameter updating (#2767)
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* various minor style, docs and cpplint improvements

* fixed typo in warning

* fix recently added cpplint errors

* move note for params upper in description for consistency

* removed duplicated code from language wrappers

* removed check for resetting metric

* commit

* fix a bug

* fix bug

* reset to track changes

* refine the auto choose logic

* sort the time stats output

* fix include

* change  multi_val_bin_sparse_threshold

* add cmake

* add _mm_malloc and _mm_free for cross platform

* fix cmake bug

* timer for split

* try to fix cmake

* fix tests

* refactor DataPartition::Split

* fix test

* typo

* formating

* Revert "formating"

This reverts commit 5b8de4f7fb9d975ee23701d276a66d40ee6d4222.

* add document

* [R-package] Added tests on use of force_col_wise and force_row_wise in training (#2719)

* naming

* fix gpu code

* Update include/LightGBM/bin.h
Co-Authored-By: James Lamb <jaylamb20@gmail.com>

* Update src/treelearner/ocl/histogram16.cl

* test: swap compilers for CI

* fix omp

* not avx2

* no aligned for feature histogram

* Revert "refactor DataPartition::Split"

This reverts commit 256e6d9641ade966a1f54da1752e998a1149b6f8.

* slightly refactor data partition

* reduce the memory cost
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] clarified error messages and documentation for lgb.get.eval.result()

* fixed bad link

* Update R-package/man/lgb.get.eval.result.Rd
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* [R-package] added fixes from codereview back in
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[R-package] fixed sorting issues in lgb.cv() when using a model with observation weights (fixes #2572) (#2573)