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Co-authored-by: Ubuntu <shiyu@gbdt-shiyu.ren3kv4wanvufliwrpy4k03lsf.xx.internal.cloudapp.net>

* Add capability to get possible max and min values for a model

* Change implementation to have return value in tree.cpp, change naming to upper and lower bound, move implementation to gdbt.cpp

* Update include/LightGBM/c_api.h
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Change iteration to avoid potential overflow, add bindings to R and Python and a basic test

* Adjust test values

* Consider const correctness and multithreading protection

* Put everything possible as const

* Include shared_mutex, for now as unique_lock

* Update test values

* Put everything possible as const

* Include shared_mutex, for now as unique_lock

* Make PredictSingleRow const and share the lock with other reading threads

* Update test values

* Add test to check that model is exactly the same in all platforms

* Try to parse the model to get the expected values

* Try to parse the model to get the expected values

* Fix implementation, num_leaves can be lower than the leaf_value_ size

* Do not check for num_leaves to be smaller than actual size and get back to test with hardcoded value

* Change test order

* Add gpu_use_dp option in test

* Remove helper test method

* Remove TODO

* Add preprocessing option to compile with c++17

* Update python-package/setup.py
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Remove unwanted changes

* Move option

* Fix problems introduced by conflict fix

* Avoid switching to c++17 and use yamc mutex library to access shared lock functionality

* Add extra yamc include

* Change header order

* some lint fix

* change include order and remove some extra blank lines

* Further fix lint issues

* Update c_api.cpp

* Further fix lint issues

* Move yamc include files to a new yamc folder

* Use standard unique_lock

* Update windows/LightGBM.vcxproj
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* Update windows/LightGBM.vcxproj.filters
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* Update windows/LightGBM.vcxproj.filters
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update windows/LightGBM.vcxproj.filters
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Update windows/LightGBM.vcxproj.filters
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix problems coming from merge conflict resolution
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: joanfontanals <jfontanals@ntent.com>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

In the current implementation, the index is an int32, which will segfault with large data sets and a large number of estimators.

* [performance] Add Fast methods to C API for SingleRow Predictions

 * Add methods to C API to make single-row predictions faster:

   - LGBM_BoosterPredictForMatSingleRowFastInit (setup)
   - LGBM_BoosterPredictForMatSingleRowFast (predict)
   - LGBM_FastConfigFree (cleanup setup outputs)

* Code syle cleanup

* Fix lint errors

* [performance] Revert FastConfig improvement to pass data at init

This reduces optimization by 5% / 30% with this branch but makes it so it can be used for higher level wrappers in MMLSpark.
And outside it as well.

* [performance] Introduce Fast variants for SingleRow predictors.

Although this already provides performance gains by itself for any
callers, two new functions were added to Java's SWIG interfaces to
exploit that AND the GetPrimitiveArrayCritical data fetches.

* [tests/profiling] Profile Fast predict methods

Build with -DBUILD_PROFILING_TESTS=ON and copy the default
model trained on the Higgs dataset from the benchmarks repo

 https://github.com/guolinke/boosting_tree_benchmarks.git



to LightGBM repo root and run the lightgbm_profile_* binaries.

The single instance used is the first row from that dataset.

* Update comment on CMakeLists.

* Fix doxygen-introduced issue (#threads)

* Fix conflicts due to new RowFunctionFromCSR signature in master

* Change FastConfig ncol to int32_t.

* Removed profiling folder

* fix doxygen typo include/LightGBM/c_api.h
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix doxygen typo include/LightGBM/c_api.h
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix doxygen typo include/LightGBM/c_api.h
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Doxygen: change new docstrings to double back-quote
Co-authored-by: alberto.ferreira <alberto.ferreira@feedzai.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* feature importance type in saved model file

* fix nullptr

* fixed formatting

* fix python/R

* Update src/c_api.cpp

* Apply suggestions from code review
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* fix c_api test

* fix swig

* minor docs improvements and added defines for importance types
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

[python][scikit-learn] Fixes a bug that prevented using multiple eval_metrics in LGBMClassifier (#3222)

* Fixes a bug that prevented using multiple eval_metrics in LGBMClassifier

* Move bug-fix test to the test_metrics unit-test

* Fix test to avoid issues with existing tests

* Fix coding-style error
Co-authored-by: German I Ramirez-Espinoza <gire@home>

* Improve some phrasing

* implement requested changes

* Update engine.py

* Update sklearn.py

* [ci] [R-package] catch builds that have not updated docs

* drop reliance on .Renviron

* remove docs changes

* Update .ci/test_r_package.sh
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* make all R tasks start with r-package
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* update gcc version

* Update setup.sh

* fix GitHub Actions

* 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.

Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* [R-package] [ci] Fix MiKTeX downloads (fixes #3198)

* use v2

* adding sparse support to TreeSHAP in lightgbm

* updating based on comments

* updated based on comments, used fromiter instead of frombuffer

* updated based on comments

* fixed limits import order

* fix sparse feature contribs to work with more than int32 max rows

* really fixed int64 max error and build warnings

* added sparse test with >int32 max rows

* fixed python side reshape check on sparse data

* updated based on latest comments

* fixed comments

* added CSC INT32_MAX validation to test, fixed comments

* Fix bug: crashes when interaction_constraints is nonempty and not all features are used.

* Fix python lint error.

* modify attribute and include stacking tests

* backwards compatibility

* check sklearn version

* move stacking import

* Number of input features (#3173)

* Number of input features (#3173)

* Number of input features (#3173)

* Number of input features (#3173)

Split number of features and stacking tests.

* Number of input features (#3173)

Modify test name.

* Number of input features (#3173)

Update stacking tests for review comments.

* Number of input features (#3173)

* Number of input features (#3173)

* Number of input features (#3173)

* Number of input features (#3173)

Modify classifier test.

* Number of input features (#3173)

* Number of input features (#3173)

Check score.

* first attempt

* update to R 4.0.2

* no duplicate builds

* [R-package] [ci] update to R 4.0.2 for Windows CI jobs (fixes #3191)

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

* update number of allowed notes

* 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.

* Remove R functionality, moving to separate PR.

* Keep track of branch features in tree object.

* Only track branch features when feature interactions are enabled.

* Fix lint error.

* Update docs and simplify tests.

* added GitHub Actions badge

* simplified condition in config

* Revert "[ci][docs] temporarily pin Sphinx version (#3157)"

This reverts commit b3a84df5.

* removed duplicated docstrings

* Update make.bat

* Update README.rst

* Update .linkcheckerrc

* Update GPU-Windows.rst

* Update GPU-Windows.rst

* [ci] Move R Windows CI to GitHub Actions

* fix OS filter

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

* remove trailing semicolon
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* [R-package] replaced gendef.exe with R code to create R.def (fixes #3064)

* fix broken things

* trying to add R4.0 docs

* changed make

* fixing make paths

* update notes on environment variables

* fix linting

* fixes to CI

* fixing build_cmd and other stuff

* fix bad substitution

* fix Azure Linux builds

* I am bad at bash

* simplifying

* only testing R

* getting better logs

* mingw32

* docs

* toolchain

* using msys

* fix visual studio condition

* toolchain test

* full CI

* fix if-elses

* bump allowed NOTEs

* search for Rscript

* updates to docs

* use processx

* fix mismatched arguments

* move CI to GitHub Actions

* minor changes

* fix workflow file

* fix templating

* fix Azure DevOps

* debugging windows builds

* dont shQuote file name

* all GitHub Actions jobs

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

* minor cleanup

* remove objdump printing

* make file.remove() invisible

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

* reduce duplicated paths in docs
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>