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* LightGBM would hang on MPI run if only some nodes have a fatal error. The issue is that the destructor of Application calls MPI_Finalize(), which will cause the program to hand and prevent from exiting. So we move the network finalization out of the destructor and call MPI_Finalize() or MPI_Abort() based on whether there was an unhandled exception.

* Minor updates: Remove excess debug logging, whitespaces.

* Add comments for new functions.

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* decode error description

* added break line char in log massages