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* add type hints in dask module

* starting on asserts

* remove unused code

* add hints for dtypes

* replace accidentally-removed docstrings

* revert unrelated change

* Update python-package/lightgbm/dask.py

* empty commit

* fix hints on group

* capitalize array

* hide hints in signatures

* empty commit

* sphinx version

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

* fix hint for MatrixLike

* Update python-package/lightgbm/dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

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

* update docstring

* empty commit
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [dask] add tests on warnings, fix incorrect variable in log

* Update tests/python_package_test/test_dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update sklearn.py

* Update dask.py

* fix Dask docstrings and mimic sklearn importing way

* Update .vsts-ci.yml

* revert CI checks

* use import aliases for Dask classes

* check Dask is installed in _predict() func

* fix lint issues introduced during resolving merge conflicts

* Update dask.py

* [dask] allow parameter aliases for tree_learner and local_listen_port (fixes #3671)

* num_thread too

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

* empty commit

* add _choose_param_value

* revert param order change

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

* Update python-package/lightgbm/dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* just import deepcopy

* remove machines aliases

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

* store data parts in dict instead of list

* simplify weight/group parts dict assignment

* [dask] warn if attempting to use tree_learn other than data parallel

* add param

* initial Dask docs

* fix MRO

* address review comments

* Update dask.py

* Update basic.py

* hotfix pop

* centralize Python-package logging in one place

* continue

* fix test name

* removed unused import

* enhance test

* fix lint

* hotfix test

* workaround for GPU test

* remove custom logger from Dask-package

* replace one log func with flags by multiple funcs

* [dask] use keyword args for internal function calls

* add missing comma

* Update python-package/lightgbm/dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* revert whitespace changes

* test style
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* adding pred_contrib support

* add tests

* linting

* remove raw_score

* add pred kwargs

* faster tests

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

* changes to tests

* Update tests/python_package_test/test_dask.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* ranker support wip

* fix ranker tests

* fix _make_ranking rnd gen bug, add sleep to help w stoch binding port failed exceptions

* add wait_for_workers to prevent Binding port exception

* another attempt to stabilize test_dask.py

* requested changes: docstrings, dask_ml, tuples for list_of_parts

* fix lint bug, add group param to test_ranker_local_predict

* decorator to skip tests with errors on fixture teardown

* remove gpu ranker tests, reduce make_ranking data complexity

* another attempt to
silence client, decorator does not silence fixture errors

* address requested changes on 1/20/20

* skip test_dask for all GPU tasks

* address changes requested on 1/21/21

* issubclass instead of __qualname__
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* parity in group docstr with sklearn
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* _make_ranking docstr cleanup
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

[dask] allow parameter aliases for local_listen_port, num_threads, tree_learner (fixes #3671) (#3789)

* [dask] allow parameter aliases for tree_learner and local_listen_port (fixes #3671)

* num_thread too

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

* empty commit
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix docs

* Update basic.py

* Update engine.py

* [python-package] expand documentation on 'group' for ranking task

* add R package

* update Query Data section

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

* fix typo in group example

* regenerate parameters

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

* regenerate R docs
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* starting work

* fixed port-binding issue on localhost

* minor cleanup

* updates

* getting closer

* definitely working for LocalCluster

* it works, it works

* docs

* add tests

* removing testing-only files

* linting

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

* remove duplicated code

* remove unnecessary listen()
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Add Eigen library.

* Working for simple test.

* Apply changes to config params.

* Handle nan data.

* Update docs.

* Add test.

* Only load raw data if boosting=gbdt_linear

* Remove unneeded code.

* Minor updates.

* Update to work with sk-learn interface.

* Update to work with chunked datasets.

* Throw error if we try to create a Booster with an already-constructed dataset having incompatible parameters.

* Save raw data in binary dataset file.

* Update docs and fix parameter checking.

* Fix dataset loading.

* Add test for regularization.

* Fix bugs when saving and loading tree.

* Add test for load/save linear model.

* Remove unneeded code.

* Fix case where not enough leaf data for linear model.

* Simplify code.

* Speed up code.

* Speed up code.

* Simplify code.

* Speed up code.

* Fix bugs.

* Working version.

* Store feature data column-wise (not fully working yet).

* Fix bugs.

* Speed up.

* Speed up.

* Remove unneeded code.

* Small speedup.

* Speed up.

* Minor updates.

* Remove unneeded code.

* Fix bug.

* Fix bug.

* Speed up.

* Speed up.

* Simplify code.

* Remove unneeded code.

* Fix bug, add more tests.

* Fix bug and add test.

* Only store numerical features

* Fix bug and speed up using templates.

* Speed up prediction.

* Fix bug with regularisation

* Visual studio files.

* Working version

* Only check nans if necessary

* Store coeff matrix as an array.

* Align cache lines

* Align cache lines

* Preallocation coefficient calculation matrices

* Small speedups

* Small speedup

* Reverse cache alignment changes

* Change to dynamic schedule

* Update docs.

* Refactor so that linear tree learner is not a separate class.

* Add refit capability.

* Speed up

* Small speedups.

* Speed up add prediction to score.

* Fix bug

* Fix bug and speed up.

* Speed up dataload.

* Speed up dataload

* Use vectors instead of pointers

* Fix bug

* Add OMP exception handling.

* Change return type of LGBM_BoosterGetLinear to bool

* Change return type of LGBM_BoosterGetLinear back to int, only parameter type needed to change

* Remove unused internal_parent_ property of tree

* Remove unused parameter to CreateTreeLearner

* Remove reference to LinearTreeLearner

* Minor style issues

* Remove unneeded check

* Reverse temporary testing change

* Fix Visual Studio project files

* Restore LightGBM.vcxproj.filters

* Speed up

* Speed up

* Simplify code

* Update docs

* Simplify code

* Initialise storage space for max num threads

* Move Eigen to include directory and delete unused files

* Remove old files.

* Fix so it compiles with mingw

* Fix gpu tree learner

* Change AddPredictionToScore back to const

* Fix python lint error

* Fix C++ lint errors

* Change eigen to a submodule

* Update comment

* Add the eigen folder

* Try to fix build issues with eigen

* Remove eigen files

* Add eigen as submodule

* Fix include paths

* Exclude eigen files from Python linter

* Ignore eigen folders for pydocstyle

* Fix C++ linting errors

* Fix docs

* Fix docs

* Exclude eigen directories from doxygen

* Update manifest to include eigen

* Update build_r to include eigen files

* Fix compiler warnings

* Store raw feature data as float

* Use float for calculating linear coefficients

* Remove eigen directory from GLOB

* Don't compile linear model code when building R package

* Fix doxygen issue

* Fix lint issue

* Fix lint issue

* Remove uneeded code

* Restore delected lines

* Restore delected lines

* Change return type of has_raw to bool

* Update docs

* Rename some variables and functions for readability

* Make tree_learner parameter const in AddScore

* Fix style issues

* Pass vectors as const reference when setting tree properties

* Make temporary storage of serial_tree_learner mutable so we can make the object's methods const

* Remove get_raw_size, use num_numeric_features instead

* Fix typo

* Make contains_nan_ and any_nan_ properties immutable again

* Remove data_has_nan_ property of tree

* Remove temporary test code

* Make linear_tree a dataset param

* Fix lint error

* Make LinearTreeLearner a separate class

* Fix lint errors

* Fix lint error

* Add linear_tree_learner.o

* Simulate omp_get_max_threads if openmp is not available

* Update PushOneData to also store raw data.

* Cast size to int

* Fix bug in ReshapeRaw

* Speed up code with multithreading

* Use OMP_NUM_THREADS

* Speed up with multithreading

* Update to use ArrayToString

* Fix tests

* Fix test

* Fix bug introduced in merge

* Minor updates

* Update docs

* migrated implementation from dask/dask-lightgbm

* relaxed tests

* tests skipped in case that MPI is used

* fixed python 2.7 import + tests disabled on windows

* python < 3.6 is not supported in tests

* tests enabled only for linux

* tests disabled for mpi interface

* dask version pinned to >= 2.0

* added @jameslamb as code owner

* added missing pandas dependency

* code refactoring, removed code duplication - lightgbm.dask.LGBMClassifier.fit is the same as lightgbm.dask.LGBMRegressor.fit

* fixed refactoring

* code deduplication - fit method moved into mixin class

* fixed CODEOWNERS

* removed unnecessary import

* skip the module execution on python < 3.6 and on platform different than linux.

* removed skip for python < 3.6

* review comments

* removed noqa, renamed API classes, renamed local variables

* Update setup.py

* Update .appveyor.yml

* Update .travis.yml

* Update .vsts-ci.yml

* Update __init__.py

* Update test.sh

* Update test_windows.ps1

* Update advanced_example.py

* Update requirements_base.txt

* Update conf.py

* Update conf.py

* Update test_engine.py

* Update utils.py

* Update dockerfile-r

* Update README.md

* Update dockerfile.gpu

* Update test_consistency.py

* Update basic.py

* Update compat.py

* Update engine.py

* Update sklearn.py

* Update sklearn.py

* Update callback.py

* Update setup.py

* Update __init__.py

* Update plotting.py

* Update sklearn.py

* Update engine.py

* Update compat.py

* Update callback.py

* Update basic.py

* Update compat.py

* Update basic.py

* Update basic.py

* Update compat.py

* Update compat.py

* Update plotting.py

* Update engine.py

* Update basic.py

* Update sklearn.py

* Update compat.py

* Update engine.py

* Update engine.py

* Update callback.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update sklearn.py

* Update sklearn.py

* Update plotting.py

* Update sklearn.py

* Update compat.py

* Update compat.py

* Update engine.py

* Update plotting.py

* Update sklearn.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update compat.py

* Update compat.py

* Update compat.py

* Update engine.py

* Update basic.py

* Update compat.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update compat.py

* Update compat.py

* Update basic.py

* Update basic.py

* Update .vsts-ci.yml

* Update .vsts-ci.yml

* Update conf.py

* Revert "Update dockerfile-r"

This reverts commit 4ff6ffc7e3eeda24cc6a59a3bb0c973f02d9d71c.

[python][docs] more detailed docs for trees_to_dataframe(), create_tree_digraph(), plot_tree() (#3618)

* [python] more detailed docs for trees_to_dataframe(), create_tree_digraph(), plot_tree()

* fixing warnings

* fix warnings

* undo unnecessary space

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

* single line, better weight descriptions

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

* column names

* Update python-package/lightgbm/plotting.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* TST make sklearn integration test compatible with 0.24

* remove useless import

* remove outdated comment

* order import

* use parametrize_with_checks

* change the reason

* skip constructible if != 0.23

* make tests behave the same across sklearn version

* linter

* address suggestions

* fix subset bug

* typo

* add fixme tag

* bin mapper

* fix test

* fix add_features_from

* Update dataset.cpp

* fix merge bug

* added Python merge code

* added test for add_features

* Update dataset.cpp

* Update src/io/dataset.cpp

* continue implementing

* warn users about categorical features
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [python] fix dangerous default for eval_at in LGBMRanker

* use a tuple

* five

* Update python-package/lightgbm/sklearn.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Refactors sklearn API to allow a list of evaluation metrics in the parameter eval_metric of the class (and subclasses of) LGBMModel. Also adds unit tests for this functionality

* Simplify expression to check whether the user passed one or multiple metrics to eval_metric parameter

* Simplify new tests by using custom metrics already defined in the test file

* Update docstring to reflect the fact that the parameter "feval" from the "train" and "cv" functions can also receive a list of callables

* Remove oxford comma from docstrings

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

* Use named-parameters to make sure code is compatible with future versions of scikit-learn

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

* Remove throwaway return value to make code more succinct
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Move statement to group together the code related to feval

* Avoid modifying original args as it causes errors in scikit-learn tools

For details see: https://github.com/microsoft/LightGBM/pull/2619



* Consolidate multiple eval-metrics unit-tests into one test
Co-authored-by: German I Ramirez-Espinoza <gire@home>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

simplify start_iteration param for predict in Python and some code cleanup for start_iteration (#3288)

* simplify start_iteration param for predict in Python and some code cleanup for start_iteration

* revert docs changes about the prediction result shape

* [python] add start_iteration to python predict interface (#3058)

* Apply suggestions from code review

* Update lightgbm_R.h

* Apply suggestions from code review

* Apply suggestions from code review

* fix R interface

* update R documentation
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* [doc] better doc for `keep_training_booster`

* Update python-package/lightgbm/engine.py
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [python] add return_cvbooster flag to cv function and rename _CVBooster to make public (#283,#2105)

* [python] Reduce expected metric of unit testing

* [docs] add the CVBooster to the documentation

* [python] reflect the review comments

- Add some clarifications to the documentation
- Rename CVBooster.append to make private
- Decrease iteration rounds of testing to save CI time
- Use CVBooster as root member of lgb

* [python] add more checks in testing for cv
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [python] add docstring for instance attributes of CVBooster
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [python] fix docstring
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>