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* 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

* added feature infos to JSON dump

* slight json schema refactor

* simpified code

* refactor feature_infos

* refactoring

* Update src/boosting/gbdt.cpp

* Update dataset.h

* Update include/LightGBM/dataset.h

* simplify

* Apply suggestions from code review

* parse string and construct JSON objs
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* remove related cpp codes

* removed more mentiones of init_score_filename params
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Add capability to get possible max and min values for a model

* Change implementation to have return value in tree.cpp, change naming to upper and lower bound, move implementation to gdbt.cpp

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

* Change iteration to avoid potential overflow, add bindings to R and Python and a basic test

* Adjust test values

* Consider const correctness and multithreading protection

* Update test values

* Update test values

* Add test to check that model is exactly the same in all platforms

* Try to parse the model to get the expected values

* Try to parse the model to get the expected values

* Fix implementation, num_leaves can be lower than the leaf_value_ size

* Do not check for num_leaves to be smaller than actual size and get back to test with hardcoded value

* Change test order

* Add gpu_use_dp option in test

* Remove helper test method

* Update src/c_api.cpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update src/io/tree.cpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update src/io/tree.cpp
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

* Update tests/python_package_test/test_basic.py
Co-Authored-By: Nikita Titov <nekit94-08@mail.ru>

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

* reset

* fix a bug

* fix test

* Update c_api.h

* support to no filter features by min_data

* add warning in reset config

* refine warnings for override dataset's parameter

* some cleans

* clean code

* clean code

* refine C API function doxygen comments

* refined new param description

* refined doxygen comments for R API function

* removed stuff related to int8

* break long line in warning message

* removed tests which results cannot be validated anymore

* added test for warnings about unchangeable params

* write parameter from dataset to booster

* consider free_raw_data.

* fix params

* fix bug

* implementing R

* fix typo

* filter params in R

* fix R

* not min_data

* refined tests

* fixed linting

* refine

* pilint

* add docstring

* fix docstring

* R lint

* updated description for C API function

* use param aliases in Python

* fixed typo

* fixed typo

* added more params to test

* removed debug print

* fix dataset construct place

* fix merge bug

* Update feature_histogram.hpp

* add is_sparse back

* remove unused parameters

* fix lint

* add data random seed

* update

* [R-package] centrallized Dataset parameter aliases and added tests on Dataset parameter updating (#2767)
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: James Lamb <jaylamb20@gmail.com>

* commit

* refactoring

* Update src/io/bin.cpp

* Apply suggestions from code review

* bug

* code clean

* remove warning

* commit

* update parameter

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

* Move monotone constraints to the monotone_constraints files.

* Add checks for debug mode.

* Refactored FindBestSplitsFromHistograms.

* Add headers.

* fix

* Update data_parallel_tree_learner.cpp

* simplify ComputeBestSplitForFeature

* Fix min / max issue.

* Remove duplicated check.
Co-authored-by: Guolin Ke <guolin.ke@outlook.com>

* fix subset bug

* typo

* add fixme tag

* bin mapper

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

* various minor style, docs and cpplint improvements

* fixed typo in warning

* fix recently added cpplint errors

* move note for params upper in description for consistency

* Add extra-trees functionality.

* Remove unnecessary code.

* Update docs.

* Use template for FindBestThresholdSequence.

* Use separate random seed. Fix bug.

* Change static map/set to functions that return static variables

* Fixed newline

* testing CI

* removed commented-out code fixed formatting

* return const references to parameter_set and alias_table

* fixup whitespace

* Too many requests error when running CI on docs. Triggering a rebuild.

* warning for testing col-wise and row-wise

* fix timetag

* no omp_set_nested

* Update openmp_wrapper.h

* slightly reduce the cost of multi-val bin construct.

* Update multi_val_sparse_bin.hpp

* commit

* fix a bug

* fix bug

* reset to track changes

* refine the auto choose logic

* sort the time stats output

* fix include

* change  multi_val_bin_sparse_threshold

* add cmake

* add _mm_malloc and _mm_free for cross platform

* fix cmake bug

* timer for split

* try to fix cmake

* fix tests

* refactor DataPartition::Split

* fix test

* typo

* formating

* Revert "formating"

This reverts commit 5b8de4f7fb9d975ee23701d276a66d40ee6d4222.

* add document

* [R-package] Added tests on use of force_col_wise and force_row_wise in training (#2719)

* naming

* fix gpu code

* Update include/LightGBM/bin.h
Co-Authored-By: James Lamb <jaylamb20@gmail.com>

* Update src/treelearner/ocl/histogram16.cl

* test: swap compilers for CI

* fix omp

* not avx2

* no aligned for feature histogram

* Revert "refactor DataPartition::Split"

This reverts commit 256e6d9641ade966a1f54da1752e998a1149b6f8.

* slightly refactor data partition

* reduce the memory cost
Co-authored-by: James Lamb <jaylamb20@gmail.com>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* Implementation of XE_NDCG loss function for ranking.

* Add citation

* Check in example usage for xe_ndcg loss.

* Seed the generator when a seed is provided in the config. Add unit-tests for xe_ndcg

* Update documentation

* Fix indentation

* Address issues raised by reviewers.

* Clean up include statements.

* Fix issues raised by reviewers.

* Regenerate parameters.rst

* Add a note to explain that reproducing xe_ndcg results requires num_threads to be one.

* Introduce objective_seed and use that in rank_xendcg instead of directly using seed

* Change default value of objective_seed

Use an OpenMP critical section for clEnqueueWriteBuffer

* try to use _mm_prefetch anywhere

* refine

* fix bug

* remove the unneeded prefetch

* implement

* fix warning

* fix bug

* fix a bug

* remove unneed function

* fix data push bug

* fix valid data push

* fix bug for missing_type=zero

* refine split

* renames

* typo

* Update metadata.cpp

* add version for training set, for efficiently update label/weight/... during training.

* Update lgb.Booster.R

* add prefetch for dense bin

* prefetch for ordered bin

* Update meta.h

* Update meta.h

* Update dense_bin.hpp

* implement

* better documentation

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

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

* fix document

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

* added feature importance to JSON dump

* hotfix

* Update gbdt_model_text.cpp

* warning for init_score in save_binary

fix #2639

* Update metadata.cpp

* added info into docs
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* fix predict with header

* avoid duplicated feature names

* 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.

* 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.

* fix compile warning for HDFS version

* cast to size_t

* Fix build error when HDFS is enabled.

* Replace string with char array to eliminate cpplint.

* added <algorithm> to parser header

* reordered inputs per style guide

Fix #2564