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* ignore training set on early stopping callback

* fixes

* lint

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

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

* [python-package] add type hints on Booster eval methods

* remove unnecessary changes

* fix hints

* make `log_evaluation` callback pickleable

* make callback tests stricter

* make `record_evaluation` callback picklable

* make `log_evaluation` callback pickleable

* make callback tests stricter

* Turn `early_stopping` into a Callable class

* Fix

* Lint

* Remove print

* Fix order

* Revert "Lint"

This reverts commit 7ca8b557572446888cf793c0082d9a7efd1e29a7.

* Apply suggestion from code review

* Nit

* Lint

* Move callable class outside the func for pickling

* Move _pickle and _unpickle to tests utils

* Add early stopping callback picklability test

* Nit

* Fix

* Lint

* Improve type hint

* Lint

* Lint

* Add cloudpickle to test_windows

* Update tests/python_package_test/test_engine.py

* Fix

* Apply suggestions from code review

* make record_evaluation compatible with cv

* test multiple metrics in cv

* lint

* fix cv with train metric. save stdv as well

* always add dataset prefix to cv_agg

* remove unused function

* Update test_sklearn.py

* Update python_package.yml

* Update python_package.yml

* Update callback.py

* Update callback.py

* [python-package] fix mypy errors in engine.py

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

* allow for stdv

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

* Update __init__.py

* Update callback.py

* initial changes

* initial version

* better handling of cases

* warn only with positive threshold

* remove early_stopping_threshold from high-level functions

* remove remaining early_stopping_threshold

* update test to use callback

* better handling of cases

* rename threshold to min_delta

enhance parameter description

update tests

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

* reduce num_boost_round in tests

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

* trigger ci
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-12@hotmail.com>

* Update __init__.py

* Update Python-API.rst

* Update engine.py

* Update test_utilities.py

* Update sklearn.py

* Update callback.py

* Update callback.py

* Update callback.py

* deprecate advanced args of `train()` and `cv()`

* update Dask test

* improve deducing

* address review comments

* Update callback.py

* Update engine.py

* Update test_sklearn.py

* Update test_basic.py

* Update dask.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update basic.py

* Update callback.py

* added f-string

* fixed indent issues

* fixed some linting issues

* trying to fix E225 for 233:65

* Update python-package/lightgbm/callback.py

* first_metric_only log message

* Apply suggestions from code review
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* added type hints; implemented one workaround

* resolving some linting errors

* Added doc strings

* fixed more linting errors

* Made documentation more imperative.

* removed one type hint

* more specific type hinting
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* added import

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

* made a class and function private

* Apply suggestions from code review

Make the documentation clearer.
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* linting error fix

* more linting errors

* removing the decorator

* ignore mypy function attribute errors

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

* Some mypy fixes

* address James' comments

* Re-introduce pass in empty classes

* Update compat.py

Remove extra lines

* 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

* 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.

* removed duplicated code from language wrappers

* removed check for resetting metric

* handle aliases centralized

* convert aliases dict to class

* Bug fix for first_metric_only if the first metric is train metric.

* Update bug fix for feval issue.

* Disable feval for first_metric_only.

* Additional test items.

* Fix wrong assertEqual settings & formating.

* Change dataset of test.

* Fix random seed for test.

* Modiry assumed test result due to different sklearn verion between CI and local.

* Remove f-string

* Applying variable  assumed test result for test.

* Fix flake8 error.

* Modifying  in accordance with review comments.

* Modifying for pylint.

* simplified tests

* Deleting error criteria `if eval_metric is None`.

* Delete test items of classification.

* Simplifying if condition.

* Applying first_metric_only for sklearn wrapper.

* Modifying test_sklearn for comforming to python 2.x

* Fix flake8 error.

* Additional fix for sklearn and add tests.

* Bug fix and add test cases.

* some refactor

* fixed lint

* fixed lint

* Fix duplicated metrics scores to pass the test.

* Fix the case first_metric_only not in params.

* Converting metrics aliases.

* Add comment.

* Modify comment for pylint.

* Modify comment for pydocstyle.

* Using split test set for two eval_set.

* added test case for metric aliases and length checks

* minor style fixes

* fixed rmse name and alias position

* Fix the case metric=[]

* Fix using env.model._train_data_name

* Fix wrong test condition.

* Move initial process to _init() func.

* Modify test setting for test_sklearn & training data matching on callback.py

* test_sklearn.py
-> A test case for training is wrong, so fixed.

* callback.py
-> A condition of if statement for detecting test dataset is wrong, so fixed.

* Support composite name metrics.

* Remove metric check process & reduce redundant test cases.

For #2273 fixed not only the order of metrics in cpp, removing metric check process at callback.py

* Revised according to the matters pointed out on a review.

* increased code readability

* Fix the issue of order of validation set.

* Changing to OrderdDict from default dict for score result.

* added missed check in cv function for first_metric_only and feval co-occurrence

* keep order only for metrics but not for datasets in best_score

* move OrderedDict initialization to init phase

* fixed minor printing issues

* move first metric detection to init phase and split can be performed without checks

* split only once during callback

* removed excess code

* fixed typo in variable name and squashed ifs

* use setdefault

* hotfix

* fixed failing test

* refined tests

* refined sklearn test

* Making "feval" effective on early stopping.

* allow feval and first_metric_only for cv

* removed unused code

* added tests for feval

* fixed printing

* add note about whitespaces in feval name

* Modifying final iteration process in case valid set is  training data.

* Use first_metric_only flag for early_stopping function.

In order to apply early stopping with only first metric, applying first_metric_only flag for early_stopping function.

* upcate comment

* Revert "upcate comment"

This reverts commit 1e75a1a415cc16cfbe795181e148ebfe91469be4.

* added test

* fixed docstring

* cut comment and save one line

* document new feature

* always save the score of the first round in early stopping

fix #1971

* avoid using std::log on non-positive numbers

* remove unnecessary changes

* add tests

* Update test_sklearn.py

* enhanced tests

* disabled early stopping in dart mode

* check dart mode during the init phase of early_stop callback

* added docstring style test and fixed errors in existing docstrings

* hotfix

* hotfix

* fix grammar

* hotfix

* break extremely large lines in basic.py

* break extremely large lines in callback.py

* break extremely large lines in engine.py

* break extremely large lines in sklearn.py

* hotfixes

* bring consistency and clearness into early_stopping_rounds desc, metric desc and implementation

* hotfix

* hotfix

* used NDCG as default metric for lambdarank task

* fixed missed methods at ReadTheDocs and changed default eval_metric

* leaved only unique metrics

* fixed comment