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* Add configuration parameters for CEGB.

* Add skeleton CEGB tree learner

Like the original CEGB version, this inherits from SerialTreeLearner.
Currently, it changes nothing from the original.

* Track features used in CEGB tree learner.

* Pull CEGB tradeoff and coupled feature penalty from config.

* Implement finding best splits for CEGB

This is heavily based on the serial version, but just adds using the coupled penalties.

* Set proper defaults for cegb parameters.

* Ensure sanity checks don't switch off CEGB.

* Implement per-data-point feature penalties in CEGB.

* Implement split penalty and remove unused parameters.

* Merge changes from CEGB tree learner into serial tree learner

* Represent features_used_in_data by a bitset, to reduce the memory overhead of CEGB, and add sanity checks for the lengths of the penalty vectors.

* Fix bug where CEGB would incorrectly penalise a previously used feature

The tree learner did not update the gains of previously computed leaf splits when splitting a leaf elsewhere in the tree.
This caused it to prefer new features due to incorrectly penalising splitting on previously used features.

* Document CEGB parameters and add them to the appropriate section.

* Remove leftover reference to cegb tree learner.

* Remove outdated diff.

* Fix warnings

* Fix minor issues identified by @StrikerRUS.

* Add docs section on CEGB, including citation.

* Fix link.

* Fix CI failure.

* Add some unit tests

* Fix pylint issues.

* Fix remaining pylint issue

* broadcast info about negative values in categorical features to python package

* update link to categorical_feature parameter

* A nitpicky grammer edit with minor clarifications added.

* fix link

* strike s

* try a different optimal-split link, clarify experimental details

* smoothing the FAQ

* edit Features.rst

* several minor edits throughout docs

* historgram-based

* added checks for categorical features > max_int32

* added tests

* fixed pylint

* removed warnings about overridden categorical features

* Revert "removed warnings about overridden categorical features"

This reverts commit 289a426c700ce8934a526cc456a1b1cd5c621db9.

* a little bit more efficient checks

* added notes about max values in categorical features

* Revert "a little bit more efficient checks"

This reverts commit bed88830243da21a2db454873c0e308126e05732.

* Revert "fixed pylint"

This reverts commit a229e1563b0abc1b13de6358577abf90bd529015.

* Revert "added tests"

This reverts commit 299e001b7550111555b80730d673d4f225cf5f74.

* Revert "added checks for categorical features > max_int32"

This reverts commit 2cc7afacde7c6366644f6988ccedc344752b68c7.

* many fixes for categorical feature

* add l2 to categorcial split.

* remove useless file

* update version

* add cat_l2

* update appveyor verison

* remove file

* fix tests.

* change default cat_l2 value

* fix a bug in bin finder

* change default cat_smooth_ratio

* fixed typos and hotfixes

* converted gcc-tips.Rmd; added ref to gcc-tips

* renamed files

* renamed Advanced-Topics

* renamed README

* renamed Parameters-Tuning

* renamed FAQ

* fixed refs to FAQ

* fixed undecodable source characters

* renamed Features

* renamed Quick-Start

* fixed undecodable source characters in Features

* renamed Python-Intro

* renamed GPU-Tutorial

* renamed GPU-Windows

* fixed markdown

* fixed undecodable source characters in GPU-Windows

* renamed Parameters

* fixed markdown

* removed recommonmark dependence

* hotfixes

* added anchors to links

* fixed 404

* fixed typos

* added more anchors

* removed sphinxcontrib-napoleon dependence

* removed outdated line in Travis config

* fixed max-width of the ReadTheDocs theme

* added horizontal align to images