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* Update auc_mu metric to use data weights if provided

* Calculate class sizes and total weights in Init so we only do it once

* Fix lint error

* Empty commit to trigger CI jobs

This reverts commit 656d2676.

* don't cache `num_thread`, to avoid change outside

* rename

* update document

* Update docs/Parameters.rst

* Update include/LightGBM/config.h

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

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

* some refines

* more omp refactoring

* format define

* fix merge bug

* some fixes

* fix some warnings

* Apply suggestions from code review

* Apply suggestions from code review

* remove dup codes

* Fix bug where small values of max_bin cause crash.

* Revert "Fix bug where small values of max_bin cause crash."

This reverts commit fe5c8e2547057c1fa5750bcddd359dd7708fab4b.

* Add auc-mu multiclass metric.

* Fix bug where scores are equal.

* Merge.

* Change name to auc_mu everywhere (instead of auc-mu).

* Fix comparison between signed and unsigned int.

* Change name to AUC-mu in docs and output messages.

* Improve test.

* Use prefix increment.

* Update R package.

* Fix style issues.

* Tidy up test code.

* Read all lines first then process.

* Allow passing AUC-mu weights directly as a list in parameters.

* Remove unused code, improve example and docs.

* fix many cpp lint errors

* indent

* fix bug

* fix more

* fix gpu

* more fixes

* fix metric alias

* fix format

* updated docs

* simplify alias in objective function

* move the alias parsing to config.cpp

* updated docs

* fix multi-class aliases

* updated regression aliases in docs

* fixed trailing space

* Implement top-k multiclass error metric. Add new parameter top_k_threshold.

* Add test for multiclass metrics

* Make test less sensitive to avoid floating-point issues.

* Change tabs to spaces.

* Fix problem with test in Python 2. Refactor to use np.testing. Decrease number of training rounds so loss is larger and easier to compare.

* Move multiclass tests into test_engine.py

* Change parameter name from top_k_threshold to multi_error_top_k.

* Fix top-k error metric to handle case where scores are equal. Update tests and docs.

* Change name of top-k metric to multi_error@k.

* Change tabs to spaces.

* Fix formatting.

* Fix minor issues in docs.

* added all necessary includes - fixed build/include_what_you_use error

* fixed the order of includes (build/include_order)

* 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

* removed comparison warning

* fixed spacing

* fix ndcg consistency.

* more stable sorts

* Update gbdt_model_text.cpp

* Update dataset.cpp

* Update gbdt_model_text.cpp

* dowgrade gcc version on Azure

* small fixes, update Artifacts condition for easy debug.

* Update CMakeLists.txt

* Update CMakeLists.txt

* Update CMakeLists.txt

* Update setup.sh

* Update CMakeLists.txt

* Update .vsts-ci.yml

* Update CMakeLists.txt

* remove the lgamma

* update comment

* make sure that we use appropriate compiler

* 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

* fix include

* reduce dependency on header file

* fix build

* [WIP] refine config

* [wip] ready for the auto code generate

* auto generate config codes

* use with to open file

* fix bug

* fix pylint

* fix bug

* fix pylint

* fix bugs.

* tmp for failed test.

* fix tests.

* added nthreads alias

* added new aliases from new config.h

* fixed duplicated alias

* refactored parameter_generator.py

* added new aliases from config.h and removed remaining old names

* fix bugs & some miss alias

* added aliases

* add more descriptions.

* add comment.

* decode error description

* added break line char in log massages

* added new aliases for regression_l2 to docs

* fixed new line

* fixed tweedie_variance_power description

* moved gamma and tweedie metrics to other regression metrics

* added new aliases for l2 to docs

* added new alias for l1 to docs

* added new alias for log loss to docs

* added new aliases for multiclass to docs

* added description for default value of metric param

* fixed link to poisson regression and capitalized regressions' names

* removed unused earlier alias type for gamma deviance

* added aliases for multiclass and multiclass_ova

* updated Quick-Start.rst according to Parameters.rst

* added cross-entropy into Features

* added aliases

[python] [docs] fixed objective in sklearn wrapper; added missed objectives & metrics to docs (#1059)

* added missed aliases for task parameter

* fixed indents

* added missed aliases and options for tree_learner parameter

* added missed objectives to docs

* fixed typo in Poisson parameter and its description

* fixed model_format parameter description

* added missed metrics to docs

* fixed sklearn objective

* fixed set_params

* fixed docs

* added missed options to objectives

* added note about ignore_column (#1061)

* add quantile metric.

* first draft.

* add "sqrt" transform in regression objective function.

* fix a bug.

* update parameter doc

* fix doc