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* [R-package] fix MSVC warning about control paths (fixes #3067)

* linting

* simplify

* Fix loss computation

* fix test

* Optimize ranking loss computation.

* redir log to python console

* fix pylint

* Apply suggestions from code review

* Update basic.py

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

* Update c_api.h

* Apply suggestions from code review

* Apply suggestions from code review

* super-minor: better wording
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

* Path smoothing

* Try to fix issue with gpu version.

* Fix failing CI for R package.

* Minor fixes.

* Minor refactor.

* Restore old code to get CI working.

* Fix style issues.

* Fix ci for R package.

* Minor fixes for docs and code style.

* Update docs.

* Fix loss computation

* fix test

* fix

* Apply suggestions from code review
Co-authored-by: StrikerRUS <nekit94-12@hotmail.com>

This reverts commit 6b68967d (#2891) and fixes #2979.

* Support UTF-8 characters in feature name again

This commit reverts 0d59859c.
Also see:
- https://github.com/microsoft/LightGBM/issues/2226
- https://github.com/microsoft/LightGBM/issues/2478
- https://github.com/microsoft/LightGBM/pull/2229

I reproduced the issue and as @kidotaka gave us a great survey in #2226,
I don't conclude that the cause is UTF-8, but "an empty string (character)".
Therefore, I revert "throw error when meet non ascii (#2229)" whose commit hash
is 0d59859c, and add support feture names as UTF-8 again.

* add tests

* fix check-docs tests

* update

* fix tests

* update .travis.yml

* fix tests

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* add a test for R-package

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* fix test for R-package

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* update test_r_package.sh

* update

* updte

* update

* remove unneeded comments

* Add the monotone penalty parameter to the config.

* Pass tree in the necessary functions so it can be used in ComputeBestSplitForFeature.

* Add monotone penalty.

* Added link to the original report.

* Add tests.

* Fix GPU.

* Revert "Pass tree in the necessary functions so it can be used in ComputeBestSplitForFeature."

This reverts commit 37757e8e8f3a2c82a604f4af9a926da616660d2e.

* Revert "Fix GPU."

This reverts commit e49eeee41c883f3c97fd5cdbd53c9288094bffb6.

* Added a shared pointer to the tree so the constraints can use it too.

* Moved check on monotone penalty to config.cpp.

* Python linting.

* Use AssertTrue instead of assert_.

* Fix penalization in test.

* Make GPU deterministic in tests.

* Rename tree to tree_ in monotone constraints.

* Replaced epsilon by kEplison.

* Typo.

* Make tree pointer const.

* Update src/treelearner/monotone_constraints.hpp
Co-Authored-By: Guolin Ke <guolin.ke@outlook.com>

* Update src/treelearner/monotone_constraints.hpp
Co-Authored-By: Guolin Ke <guolin.ke@outlook.com>

* Added alias for the penalty.

* Remove useless comment.

* Save CI time.

* Refactor test_monotone_penalty_max.

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

* Fix doc to be in line with previous config change commit.
Co-authored-by: Charles Auguste <auguste@dubquantdev801.ire.susq.com>
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* indent and constructor

* fix more

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

* [ci] fixed cpplint errors about string& members

* add constructor

* [ci] fixed cpplint errors about string& members

* add constructor

* refix
Co-authored-by: guolinke <guolin.ke@outlook.com>

* [refactor] Cleanup MissingType enum constants

* Update tree.cpp
Co-authored-by: Alberto Ferreira <alberto.ferreira@feedzai.com>

* Add util functions.

* Added monotone_constraints_method as a parameter.

* Add the intermediate constraining method.

* Updated tests.

* Minor fixes.

* Typo.

* Linting.

* Ran the parameter generator for the doc.

* Removed usage of the FeatureMonotone function.

* more fixes

* Fix.

* Remove duplicated code.

* Add debug checks.

* Typo.

* Bug fix.

* Disable the use of intermediate monotone constraints and feature sampling at the same time.

* Added an alias for monotone constraining method.

* Use the right variable to get the number of threads.

* Fix DEBUG checks.

* Add back check to determine if histogram is splittable.

* Added forgotten override keywords.

* Perform monotone constraint update only when necessary.

* Small refactor of FastLeafConstraints.

* Post rebase commit.

* Small refactor.

* Typo.

* Added comment and slightly improved logic of monotone constraints.

* Forgot a const.

* Vectors that are to be modified need to be pointers.

* Rename FastLeafConstraints to IntermediateLeafConstraints to match documentation.

* Remove overload of GoUpToFindLeavesToUpdate.

* Stop memory leaking.

* Fix cpplint issues.

* Fix checks.

* Fix more cpplint issues.

* Refactor config monotone constraints method.

* Typos.

* Remove useless empty lines.

* Add new line to separate includes.

* Replace unsigned ind by size_t.

* Reduce number of trials in tests to decrease CI time.

* Specify monotone constraints better in tests.

* Removed outer loop in test of monotone constraints.

* Added categorical features to the monotone constraints tests.

* Add blank line.

* Regenerate parameters automatically.

* Speed up ShouldKeepGoingLeftRight.
Co-authored-by: Charles Auguste <auguste@dubquantdev801.ire.susq.com>
Co-authored-by: guolinke <guolin.ke@outlook.com>

* [swig] Fix SWIG methods that return char** with StringArray.

+ [new] Add StringArray class to manage and manipulate arrays of fixed-length strings:

  This class is now used to wrap any char** parameters, manage memory and
  manipulate the strings.

  Such class is defined at swig/StringArray.hpp and wrapped in StringArray.i.

+ [API+fix] Wrap LGBM_BoosterGetFeatureNames it resulted in segfault before:

  Added wrapper LGBM_BoosterGetFeatureNamesSWIG(BoosterHandle) that
  only receives the booster handle and figures how much memory to allocate
  for strings and returns a StringArray which can be easily converted to String[].

+ [API+safety] For consistency, LGBM_BoosterGetEvalNamesSWIG was wrapped as well:

  * Refactor to detect any kind of errors and removed all the parameters
    besides the BoosterHandle (much simpler API to use in Java).
  * No assumptions are made about the required string space necessary (128 before).
  * The amount of required string memory is computed internally

+ [safety] No possibility of undefined behaviour

  The two methods wrapped above now compute the necessary string storage space
  prior to allocation, as the low-level C API calls would crash the process
  irreversibly if they write more memory than which is passed to them.

* Changes to C API and wrappers support char**

To support the latest SWIG changes that enable proper char**
return support that is safe, the C API was changed.

The respecive wrappers in R and Python were changed too.

* Cleanup indentation in new lightgbm_R.cpp code

* Adress review code-style comments.

* Update swig/StringArray.hpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

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

* Update src/lightgbm_R.cpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: alberto.ferreira <alberto.ferreira@feedzai.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Fix Booster read/write locale dependency

* Address review comments

* Move LocaleContext.h->locale_context.h
Co-authored-by: alberto.ferreira <alberto.ferreira@feedzai.com>

* fixed cpplint errors and disable warning only for VS

* wrap more pragma warning

* [R-package] cleaned up formatting in R C/C++ files

* reverted some indentation changes

* fixed spacing for comments

* lightgbm to LightGBM

* [R-package] Introduced define LGB_BUILD_R to control compilation of lib_lightgbm for the R package

* fixed comment

* switched to cmake options

* fixed typo

* commit

* fix msvc

* fix format

* only one fix

* add more

* add more

* save all param values into model file

* revert storing predict params

* do not save params for predict and convert tasks

* fixed test: 10 is found successfully for default 100

* specify more params as no-save

* speed up for const hessian

* rename template

* some refactorings

* refine

* refine

* simplify codes

* fix random in feature histogram

* code refine

* refine

* try fix

* make gcc happy

* remove timer

* rollback some changes

* more templates

* fix a bug

* reduce the cost of timer

* fix gpu

* fix bug

* fix gpu

* [ci] fixed cpplint warnings about braces

* removed excess line