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* Fix feature attributions for regression models and add Python bindings

* Address pylint issue

* Lazy fix missing tree depth info

* travis cleanup

* removed precompiled files in windows folder from sdist command

* removed rubbish from install folder

* added compute folder

* disabled logs from compilers; fixed #874

* fixed safe clear_fplder

* added windows folder to manifest.in

* added windows folder to build

* added library path

* added compilation with MSBuild from .sln-file

* fixed unknown PlatformToolset returns exitcode 0

* hotfix

* updated Readme

* removed return

* added installation with mingw test to appveyor

* let's test appveyor with both VS 2015 and VS 2017; but MinGW isn't installed on VS 2017 image

* fixed built-in name 'file'

* simplified appveyor

* removed excess data_files

* fixed unreadable paths

* separated exceptions for cmake and mingw

* refactored silent_call

* don't create artifacts with VS 2015 and mingw

* be more precise with python versioning in Travis

* removed unnecessary if statement

* added classifiers for PyPI and python versions badge

* changed python version in travis

* added support of scikit-learn 0.18.x

* added more python versions to Travis

* added more python versions to Appveyor

* reduced number of tests in Travis

* Travis trick is not needed anymore

* attempt to fix according to https://github.com/Microsoft/LightGBM/pull/880#discussion_r137438856

* fixed description of Dataset

* fixed description of Booster

* fixed description of train

* fixed description of cv

* fixed description of callbacks

* fixed description of plotting

* hotfixes

This commit will regain backward compatibility that has been broken
after 015c8fff.

* improved sklearn interface; added sklearns' tests

* moved best_score into the if statement

* improved docstrings; simplified LGBMCheckConsistentLength

* fixed typo

* pylint

* updated example

* fixed Ranker interface

* added missed boosting_type

* fixed more comfortable autocomplete without unused objects

* removed check for None of eval_at

* fixed according to review

* fixed typo

* added description of fit return type

* dictionary->dict for short

* markdown cleanup

* expose feature importance to c_api

* support type=gain

* remove dump model from examples and tests temporarily because it's unstable

* use double instead of float

* updated scikit-learn interface

* fixed better description

* updated set_params()

* removed backward compatibility

* removed excess lines

* replaced pop with setdefault

* added deprecated warnings

* added tests

* try to fix python memory leak

* fix parameter error.

* free old handle in _load_model_from_string .

* fix best_score & best_iteration

* refine logics.

* fix tests.

* python-package: fix version

* remove version variable

* check params

* add test case

* fix pylint

* Fix Invalid decision type error while plotting tree in Python

* Fix Invalid decision type error while plotting tree in Python (modified = to ==)

* params back up

* refine logic

* refine python codes

* fix appveryor test

* add note to feature_importances

* added get_ref_chain function to Dataset object, used it in train() to compare if training and validation have common reference ancestors

* moved check of common ancestor reference from train() in engine.py to set_reference() in Dataset

* moved check of common ancestor reference from train() in engine.py to set_reference() in Dataset

* removed check for handle = None

missing parameter "self" in signature of Booster.get_leaf_output

* add keep_training_booster

* use model string

* reset handle; free dataset

thanks for building in early_stopping! super useful.

eval_at has been broken after e465f92a.
This commit will fix eval_at.

* add make command to the python package.

* Update README.rst

* Update README.rst

* Update README.rst

* fix tests.

* fix unix build

* update readme

* fix setup.py

* update travis

* Update .travis.yml

* Update test.py

* some fixes.

* check the 64-bit python

* fix build.

* refine MANIFEST.in

* update Manifest.in

* add more build options.

* Add fatal in cmake

* fix a endif.

* fix bugs.

* fix pep8

* add test for the pip package build

* add test pip install in travis.

* fix version with pre-compile dll

* fix readme.rst

* update readme

* handle list for prediction

* fix error msg

This commit will regain backward compatibility that has been broken
after e465f92a.

* check parameters

* refine sklearn verbose logic

* fix segfault

* Warning -> Fatal

* fix segfault

* support kwargs for sklearn

* add link to Parameters

* fix multi-threading.

* fix name style.

* support in CLI version.

* remove warnings.

* Not default parameters.

* fix if...else... .

* fix bug.

* fix warning.

* refine c_api.

* fix R-package.

* fix R's warning.

* fix tests.

* fix pep8 .

* Add early stopping for prediction

* Fix GBDT if-else prediction with early stopping

* Small C++ embelishments to early stopping API and functions

* Fix early stopping efficiency issue by creating a singleton for no early stopping

* Python improvements to early stopping API

* Add assertion check for binary and multiclass prediction score length

* Update vcxproj and vcxproj.filters with new early stopping files

* Remove inline from PredictRaw(), the linker was not able to find it otherwise

This commit follows Microsoft/LightGBM@3abff37

* make test fail

* change default best_iteration to 0

* fix test

* change data_splitter to folds in cv

* update docs